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"Fiscal Cliff Flash Crash" - Исследование в картинках от Nanex
Ниже несколько чартов, рисующих развитие флеш-крэша от 20 декабря. Enjoy!
Fiscal Cliff Flash CrashНиже несколько чартов, рисующих развитие флеш-крэша от 20 декабря. Enjoy!
1. Close-up of drop, illustrating the 10 second gap — when CME stop logic kicked in. Note flash crash only halted for 5 seconds.
Close-up of drop2. Overview, showing scale of the drop.
Overview3. Large seller may have started at 20:00 (8pm) EST.
Large seller may4. Large Sell orders chase market down.
Large Sell orders5. Just before 1st big drop, large buy orders get filled, and immediately, large sell orders appear.
Just before 1st big drop6. Continuation of Chart 5, more large buy orders filled, and large sell orders start chaising market down.
Continuation of Chart 5Depth Map of ES.Z12 (December 2012 S&P 500) Futures Contract. Trading in this contract was not halted.
Depth Map of ES.Z12
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