Large Market-On-Close Stock Order Imbalances

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Shows Market-On-Close (MOC) stock order imbalances greater than 50,000 shares. Close Imbalance information is disseminated starting approximately 15 minutes before the market close (web site data is delayed by 15 minutes). MOC orders are typically used by ETFs and mutual funds to carry out changes to portolfios, so Order Imbalance information may indicate portfolio changes.

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  • 7-Oct
    Buy Sell
    36 Count 46
    8.9 M Volume 10.3 M
    $452.6 M Notional $913.7 M
  • 8-Oct
    Buy Sell
    15 Count 20
    5.0 M Volume 12.0 M
    $381.7 M Notional $451.3 M
  • 9-Oct
    Buy Sell
    15 Count 12
    4.8 M Volume 3.2 M
    $261.5 M Notional $230.5 M
  • 12-Oct
    Buy Sell
    18 Count 22
    4.5 M Volume 9.2 M
    $494.6 M Notional $538.2 M
  • 13-Oct
    Buy Sell
    0 Count 0
    0 Volume 0
    $0.00 Notional $0.00

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Symbol Name Time Type Stock Price
(at Time of Imbalance)
Buy Volume Sell Volume Buy Notional Sell Notional
Market Data Delayed 15 Minutes