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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  • 28-Nov
    Buy Sell
    35 Count 140
    6.2 M Volume 17.6 M
    $327.4 M Notional $298.5 M
  • 1-Dec
    Buy Sell
    75 Count 106
    19.9 M Volume 22.3 M
    $1.2 B Notional $2.3 B
  • 2-Dec
    Buy Sell
    61 Count 52
    16.6 M Volume 13.2 M
    $1.4 B Notional $773.3 M
  • 3-Dec
    Buy Sell
    38 Count 50
    8.7 M Volume 17.0 M
    $611.3 M Notional $979.5 M
  • 4-Dec
    Buy Sell
    22 Count 53
    9.8 M Volume 23.0 M
    $222.6 M Notional $1.5 B

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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