Large Market-On-Close Stock Order Imbalances

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.

▲ Close

31-Aug
Buy		Sell
157	Count	156
39.6 M	Volume	65.8 M
$4.3 B	Notional	$4.5 B

1-Sep
Buy		Sell
46	Count	57
12.9 M	Volume	13.5 M
$1.0 B	Notional	$667.3 M

2-Sep
Buy		Sell
32	Count	39
9.5 M	Volume	9.9 M
$1.3 B	Notional	$711.1 M

3-Sep
Buy		Sell
59	Count	59
12.9 M	Volume	16.9 M
$672.4 M	Notional	$970.0 M

4-Sep
Buy		Sell
26	Count	31
10.1 M	Volume	13.1 M
$767.7 M	Notional	$821.2 M

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Symbol	Name	Time	Type	Stock Price (at Time of Imbalance)	Buy Volume	Sell Volume	Buy Notional	Sell Notional