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Market Maker Surveillance Report. EFA, PBR, SPY, EEM, IWM, QQQQ, Bullishly Biased Price Friction For Tuesday, December 14th 20


Published on 2010-12-14 19:02:51, Last Modified on 2010-12-22 19:41:34 - WOPRAI
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December 14, 2010 / M2 PRESSWIRE / BUYINS.NET / www.buyins.net, announced today its proprietary Market Maker Friction Factor Report for Tuesday. Since October 2008 market makers are now required to be on the bid as much as they are on the offer and for like amounts of stock. This Fair Market Making Requirement is designed to prevent market makers from manipulating stock prices. On Tuesday there were 2560 companies with "abnormal" market making, 2329 companies with positive Friction Factors and 2861 companies with negative Friction Factors. Here is a list of the top companies with Abnormal Price Friction (bullish bias) in their stock prices. This means that there was more selling than buying in the stocks and their stock prices rose. ISHARES MSCI EAFE INDEX FUND (NYSE:EFA), PETROLEO BRASILEIRO S.A.-ADR (NYSE:PBR), SPDR S&P 500 ETF TRUST (NYSE:SPY), ISHARES MSCI EMERGING MKT IN (NYSE:EEM), ISHARES RUSSELL 2000 (NYSE:IWM), POWERSHARES QQQ NASDAQ 100 (NASDAQ:QQQQ). To access Friction Factor, Naked Short Data and SqueezeTrigger Prices on all stocks please visit http://www.buyins.net .

Market Maker Friction Factor is shown in the chart below:

     Symbol     Change       Percent      Buy Volume      Buy %%       Sell Volume     Sell %%      Net Volume      Friction
     EFA        $0.130       0.22%        7,095,535       43.45%       9,221,536       56.47%       -2,126,001      Abnormal
     PBR        $0.140       0.41%        7,103,628       37.38%       10,054,917      52.91%       -2,951,289      Abnormal
     SPY        $0.130       0.10%        66,070,266      45.70%       71,652,508      49.56%       -5,582,242      Abnormal
     EEM        $0.090       0.19%        21,323,882      39.09%       27,219,320      49.90%       -5,895,438      Abnormal
     IWM        $0.090       0.12%        18,394,984      39.18%       23,008,877      49.01%       -4,613,893      Abnormal
     QQQQ       $0.200       0.37%        26,305,754      39.46%       36,354,961      54.53%       -10,049,207     Abnormal

Analysis of the Friction Factor chart above shows that each of the six stocks mentioned above had more selling than buying on Tuesday and their stock prices rose. The Friction Factor displays how many more shares of buying than selling are required to move a stock higher by one cent or how many more shares of selling than buying moves a stock lower by 1 cent.

For example, the chart above shows QQQQ with 10,049,207 greater shares of selling than buying (NetVol) and the stock price was up $0.20000. This means the Market Makers were trading the stock in a way inconsistent with normal supply and demand (Economics 101); more selling than buying should cause prices to drop.

ISHARES MSCI EAFE INDEX FUND (NYSE:EFA) - ISHARES TRUST MSCI

PETROLEO BRASILEIRO S.A.-ADR (NYSE:PBR) - Petrleo Brasileiro S.A. engages in exploring, exploiting, and producing oil from reservoir wells, shale, and other rocks; refining, processing, transporting, and trading oil and oil products, natural gas, and other fluid hydrocarbons; and other energy related activities. It operates in five segments: Exploration and Production; Refining, Transportation, and Marketing; Distribution; Gas and Power; and International. The Exploration and Production segment engages in the exploration, development, and production of oil, liquefied natural gas, and natural gas in Brazil. It supplies its products to the refineries in Brazil, as well as sells surplus Brazilian production in domestic and foreign markets. This segment also involves in oil trading activities and transfers natural gas to the companys Gas and Power segment. The Refining, Transportation, and Marketing segment involves in the purchase, refining, logistics, exportation, and transportation of crude oil, as well as in the purchase and commercialization activities for oil, oil products, and fuel alcohol. It also holds interests in petrochemical companies and fertilizer plants. The Distribution segment engages in the distribution of oil products and fuel alcohol in Brazil. The Gas and Power segment encompasses the purchase, sale, transportation, and distribution of natural gas produced in or imported into Brazil. This segment also engages in the production of electricity; and invests in the domestic natural gas transportation companies, state owned natural gas distributors, and thermoelectric companies. The International segment includes the exploration and production, refining, transportation, marketing, distribution, and gas and power activities in 21 countries outside Brazil. The company has a strategic partnership with Tereos Participacoes Ltda to acquire a 45.7% stake in Acucar Guarani S.A., a sugarcane processor in Brazil. Petrleo Brasileiro was founded in 1953 and is based in Rio de Janeiro, Brazil.

SPDR S&P 500 ETF TRUST (NYSE:SPY) - S&P DEP RECEIPTS

ISHARES MSCI EMERGING MKT IN (NYSE:EEM) - ISHARES MSCI E.M.

ISHARES RUSSELL 2000 (NYSE:IWM) - ISHARE RUS 2000 I

POWERSHARES QQQ NASDAQ 100 (NASDAQ:QQQQ) - NASDAQ 100 TR SER

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BUYINS.NET, www.buyins.net , monitors trading in all US stocks in real time and maintains massive databases of short sale and naked short sale time and sales data, short squeeze SqueezeTrigger prices, market maker price movements, shareholder data, statistical data on earnings, sector correlation, seasonality, hedge fund trading strategies, comparable valuations. Reports include:

REGULATORY & COMPLIANCE NEWS

Friction Factor -- market maker surveillance system tracking Level II market makers in all stocks to determine Price Friction and compliance with new "Fair Market Making Requirements"

RegSHO Naked Shorts -- tracks EVERY failure to deliver in all US stocks and tracks all Threshold Security Lists daily for which stocks have naked shorts that are not in compliance with Regulation SHO

INVESTMENTS & TRADING

SqueezeTrigger -- 29 billion cell database tracks EVERY short sale (not just total short interest) in all US stocks and calculates volume weighted price that a short squeeze will begin in each stock.

Earnings Edge -- predicts probability, price move and length of move before and after all US stock earnings reports.

Seasonality -- predicts probability, price move and length of move based on exact time of year for all US stocks.

Group Trader -- tracks sector rotation and stock correlation to its sector and predicts future moves in ALL sectors and industry groups.

Pattern Scan -- automates tracking of every technical pattern and predicts time and size of move in all stocks.

GATS (Global Automated Trading System) -- tracks all known trading strategies and qualifies and quantifies which are working best in real time.

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BUYINS.NET is not a registered investment advisor and nothing contained in any materials should be construed as a recommendation to buy or sell any securities. BUYINS.NET has not been compensated by any of the above mentioned companies. Past performance is not indicative of future results. Please visit our web site, www.buyins.net , for complete risks and disclosures.

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BUYINS.NET Thomas Ronk 800-715-9999 tom@buyins.net www.buyins.net

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