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Market Maker Surveillance Report. IWM, IWM, IWM, IWM, SPY, SPY, Highest Net Sell Volume and Negative Price Friction For Monday


Published on 2011-05-23 17:50:19 - WOPRAI
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May 23, 2011 / M2 PRESSWIRE / BUYINS.NET / www.buyins.net, announced today its proprietary Market Maker Friction Factor Report for Monday. 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 Monday there were 2514 companies with "abnormal" market making, 1231 companies with positive Friction Factors and 4207 companies with negative Friction Factors. Here is a list of the top companies with the highest net sell volume on Monday and lowest negative price Friction (bearish). This means that there was more selling than buying in the stocks and their stock prices dropped faster with less Friction. ISHARES RUSSELL 2000 (NYSE:IWM), ISHARES RUSSELL 2000 (NYSE:IWM), ISHARES RUSSELL 2000 (NYSE:IWM), ISHARES RUSSELL 2000 (NYSE:IWM), SPDR S&P 500 ETF TRUST (NYSE:SPY), SPDR S&P 500 ETF TRUST (NYSE:SPY). 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
     IWM        $-1.500      -1.81%       8,987,664       18.17%       12,924,749      26.13%       -3,937,085      -26,247 
     IWM        $-1.500      -1.81%       8,987,664       18.17%       12,924,749      26.13%       -3,937,085      -26,247 
     IWM        $-1.500      -1.81%       8,987,664       18.17%       12,924,749      26.13%       -3,937,085      -26,247 
     IWM        $-1.500      -1.81%       8,987,664       18.17%       12,924,749      26.13%       -3,937,085      -26,247 
     SPY        $-1.690      -1.26%       36,014,564      22.12%       40,658,957      24.97%       -4,644,393      -27,482 
     SPY        $-1.690      -1.26%       36,014,564      22.12%       40,658,957      24.97%       -4,644,393      -27,482 
Analysis of the Friction Factor chart above shows that each of the six stocks mentioned above have low price friction combined with more selling than buying (negative Net Volume) in their stocks. 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 IWM down $-1.50000 with a Friction Factor of -26,247 and a Net Volume of -3,937,085. That means that it takes 26,247 more shares of selling than buying to drop IWM by one penny. On Monday the Market Makers allowed the stock to move down on heavier selling than buying (low negative friction).

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

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

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

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

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

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

About BUYINS.NET

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.

DISCLAIMER:

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.

Contact:

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

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