Nanex Research

Nanex ~ 17-Dec-2012 ~ COF, LO and STT

What do Capital One Financial Corp (COF), Lorillard, Inc (LO), and State Street Corporation (STT) have in common? They all had micro-crash events at 11:09:24.700 on December 17, 2012.

1. COF - 1 second interval chart showing trades color coded by exchange.



2. LO - 1 second interval chart showing trades color coded by exchange.



3. STT - 1 second interval chart showing trades color coded by exchange.




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