为什么很大的BUY VOLUME不会导致价格上升?

Seal

请看附图. 4M+的BUY VOLUME, 价格却基本不变.

2010-03-15-MU after hours

MU 的MM好象控了一天的盘, 就不让价格突破$9.74. 难道就是为了方便这个盘后大量买入(卖出?)? 怎么知道这个巨量是MM在买还是卖?

谢谢.

Kami

Possibly a distribution, not sure.

Seal

附上INTRADAY 5MIN CHART 和 DAYLY CHART



谢谢.

zeebra

it's AH trade
could be pre-arranged changing hands
there is a buy very time there is a sell

Seal

it's AH trade
could be pre-arranged changing hands
there is a buy very time there is a sell
zeebra 发表于 2010-3-15 16:06

Thanks.

Do you know if there is a way that can tell who is buying or selling in such changing-hands action? (MM1->MM2, MM1->Institution1, Institution1->MM1, or Institution1->Institution2?)

ranchgirl

zeebra

回复 5# Seal


    Could be some vip of the company sell their holdings, or changing hands between the investment company.
    no idea how to find out who is buying and who is selling.  check if there is any inside selling.  sometimes, CEO or CFO of the compay sell their holdings and investment company will buy and it won't affect mkt price.

Seal

回复  Seal


    Could be some vip of the company sell their holdings, or changing hands between ...
zeebra 发表于 2010-3-15 16:29

I see. Thanks.

Seal

ranchgirl 发表于 2010-3-15 16:26

向你学习．．．

ranchgirl

9.73 -0.2 -2.4 9.60-9.94  Micron Technology, Inc.

ByStander

也可能是庄家在重新配置他自己不同的ACCOUNTS

Seal

9.73 -0.2 -2.4 9.60-9.94  Micron Technology, Inc.
ranchgirl 发表于 2010-3-15 16:33

你灌还真是纯净水啊．

Seal

也可能是庄家在重新配置他自己不同的ACCOUNTS
ByStander 发表于 2010-3-15 16:34

  谢谢．　能再说得详细点吗？

ranchgirl

你灌还真是纯净水啊．
Seal 发表于 2010-3-15 16:38

I don't know why you think this way?

1) It is related to the topic
2) Not everybody is watching MU, I provided them the related information to save them time.
3) I used my program to get the info, a good useful practice and testing.

What is wrong with it?

Seal

好吧，　你说得也有道理．　毕竟你也花了时间的．　

yaobooyao

其实这只是收盘时候，Stock Exchange 按照规定settle last period transactions， 这是为了杜绝人为操纵收盘价格的行为，所以最后的收盘价是最后一个时段内的交易价格，并非最后一个单子的价格。

粗看好像有机构的buy at close @9.73， 这是Market Maker 接受的一种机构单子， 指定buy at close 或者Sell at Close， 价格以收盘价格为准（下单时候价格不能确定），机构下这种单子好像要在3：30pm 之前，否则market maker 可以拒绝，3:30pm 之后，已经下的单子不能取消。Market Maker 会根据手中的单子净量决定自己的策略，例如是先卖空，后平仓； 还是先买入，后卖出平仓。

bobcat

单一巨量交易一般是机构间说好的交易，对市场影响反而不大。

soulvirus

这些都能看出东东来？ 偶

soulvirus

偶觉得不该过分解读这些数据。

manhattan

maybe MM has a lot of inventories...although the sell order is smaller than buy order, but MM can always match the buy orders...therefore, supply meets demand and price does not go up...