Nanex Research

Nanex ~ 11-Dec-2012 ~ Procter & Gamble Double Slam

Someone wanted out of Procter & Gamble (symbol PG) in a hurry. 1. PG - 2ms interval showing trades color coded by exchange over a 2 second period of time.

2. PG - 1 second interval showing trades color coded by exchange over a 20 minute period of time.

3. PG - 500ms interval showing bids and asks color coded by exchange over a 9 minute period of time.

4 . PG - 1 second interval showing trades color coded by exchange over a 20 minute period of time.
This is the first drop.

5 . PG - 1 second interval showing bids and asks color coded by exchange over a 20 minute period of time.
This is the same time interval and resolution of chart 4. You can see the trades executed at the lower priced bids.

6. PG - 1ms interval showing trades color coded by exchange over a 1 second period of time.

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