收盘的大单

Stein · 发表于 2009-7-3 12:55 PM

本帖最后由 Stein 于 2009-7-3 20:25 编辑

Sometimes at the end of day (even after market) huge volume of ASK are found.

Is that a sign that next day at opening we may do the same, if the price is higher than that??

high.Volume@END.jpg

xiaobailong · 发表于 2009-7-3 12:59 PM

I don't think so. I guess it is the method that MMs control the close price.

Stein · 发表于 2009-7-3 01:27 PM

But oddly, I have observed several times, the price of next day after opening, it really went up, which means the so-called MM has really predicted/influenced the trend, pumping the price up. He himself has already reserved quite a lot (lower price/higher volume) yesterday.

xiaobailong · 发表于 2009-7-3 01:56 PM

But oddly, I have observed several times, the price of next day after opening, it really went up, which means the so-called MM has really predicted/influenced the trend, pumping the price up. He himse ...
Stein 发表于 2009-7-3 14:27

这样，咱们做个统计。每次看到有这种大单的时候，你就来这里记录一下。然后咱们看第二天是涨是跌。

是不是周五看到这种大的ask单子了？

QuickHand · 发表于 2009-7-3 02:00 PM

本帖最后由 QuickHand 于 2009-7-3 15:04 编辑

big order in close time ---- evening attack
big order in open time ---- morning attack
most of time, a noise of market from manipulator...

xiaobailong · 发表于 2009-7-5 04:47 AM

你说的是收盘时候的大宗交易啊。这个Ｃｏｂｒａ以前解释过的，是有些机构要大量购买，就委托ＭＭｓ或者别的什么操作者，在一整天的时间里面搜集齐全了，然后收盘的时候一下子转交。或者两个机构协议好了一笔买卖，也是算在收盘的时候交割。所以每天最后总有一个很大的成交量的柱子，害得一整天别的成交量都快看不见了。

Stein · 发表于 2009-7-5 06:48 AM

本帖最后由 Stein 于 2009-7-5 12:52 编辑

I have made a rough table to identify " if I should make the same decision as MM of the high volume":
-----------------------------------------------
         Close Vol.    NEXT T. DAY    Same Action@next day
06.21  SELL+ DOWN YES
06.22  SELL++          DOWN             YES
06.23  BUY+++ UP             YES
06.24  BUY++       DOWN          NO
06.25  BUY++       DOWN               NO
06.26  BUY++ UP          YES
06.29  BUY+ DOWN YES
06.30  SELL++       DOWN YES
07.01  BUY++ DOWN NO
07.02  SELL+ DOWN YES
-----------------------------------------------
So for the sampling of last 10 days, 70% should be correct (to take the same decision as MM).

xiaobailong · 发表于 2009-7-5 07:02 AM

不错啊。咱们继续观察一段时间，我给你放个钻石。

xiaobailong · 发表于 2009-7-5 07:03 AM

按照这个规律，下周一应该涨，咱们看看对不对。

Stein · 发表于 2009-7-5 07:28 AM

不错啊。咱们继续观察一段时间，我给你放个钻石。
xiaobailong 发表于 2009-7-5 13:02

OH! thanks ! My first diamond...

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[讨论] 收盘的大单