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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  • 19-May
    Buy Sell
    36 Count 41
    14.9 M Volume 9.2 M
    $1.0 B Notional $521.6 M
  • 20-May
    Buy Sell
    48 Count 42
    11.0 M Volume 6.2 M
    $983.3 M Notional $440.9 M
  • 21-May
    Buy Sell
    38 Count 36
    8.5 M Volume 7.6 M
    $951.2 M Notional $562.0 M
  • 22-May
    Buy Sell
    39 Count 28
    6.1 M Volume 10.0 M
    $713.4 M Notional $715.9 M
  • 26-May
    Buy Sell
    44 Count 63
    14.3 M Volume 22.1 M
    $952.6 M Notional $2.2 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