How Much Volume Trades at the Close
How much volume trades at the close? We measure the closing auction's share of consolidated daily volume for NYSE and Nasdaq names, day type by day type.
#closing auction
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Index Rebalance Day and the Closing Auction
Index rebalance day puts the year's biggest size through the closing auction. How the S&P and Russell rebalances print, with measured volume multiples.
Leveraged ETF Rebalancing Into the Close
Leveraged ETF rebalancing lands in the closing auction every day. The daily reset arithmetic, and why that flow arrives price insensitive at the bell.
NYSE Closing Auction Explained: How It Works
How the NYSE closing auction sets the official close: the DMM's role, the 3:50 p.m. MOC and LOC cutoff, Closing D Orders at 3:59:50, and a real closing print.
Nasdaq Closing Cross Explained: NOII and MOC
How the Nasdaq closing cross works: MOC and LOC cutoffs, imbalance-only orders, the NOII feed from 3:50 p.m., and one real 4:00:00 print read off the tape.
When Do Mutual Funds Trade? NAV Pricing at 4 pm
Mutual funds trade once a day, priced at the 4 pm ET NAV, no intraday prices, no limit orders. See when orders fill, the broker cutoff, and T+1 settlement.
What Is the Closing Auction? (Closing Cross)
What the closing auction is, why one 4 p.m. print sets the official close, and how market-on-close orders feed the day's biggest trade, on real tape data.