Nanex Research
Nanex ~ 15-Oct-2012 ~ Smuckers Jammed
On October 15, 2012, at 14:21:14, the stock price of The J. M. Smucker Company (SJM)
rolled down approximately 2.1% on heaving trading, with 13 exchanges and both Dark Pool
Trade reporting facilities participating. It took 1.25 seconds to hit a low, before
rebounding and making a near full recovery in 1.25 seconds. The event lasted a total
2.25 seconds.
1. SJM 5 millisecond interval chart showing trades color coded by exchange.
2. SJM 25 millisecond interval chart trades color coded by exchange.
3. SJM 1 second interval chart showing trades color coded by exchange.
4. SJM 25 millisecond interval chart showing bids and asks color coded by exchange.
5. SJM 1 second interval chart showing bids and asks color coded by exchange.
Nanex Research
Inquiries: pr@nanex.net