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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  • 27-Dec
    Buy Sell
    19 Count 11
    2.7 M Volume 3.1 M
    $253.5 M Notional $140.1 M
  • 30-Dec
    Buy Sell
    33 Count 29
    8.3 M Volume 9.6 M
    $494.1 M Notional $291.6 M
  • 31-Dec
    Buy Sell
    130 Count 281
    24.7 M Volume 19.5 M
    $1.1 B Notional $521.4 M
  • 2-Jan
    Buy Sell
    22 Count 23
    4.3 M Volume 6.3 M
    $497.5 M Notional $457.1 M
  • 3-Jan
    Buy Sell
    19 Count 23
    4.5 M Volume 7.3 M
    $201.4 M Notional $418.3 M

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