December 2011 Daily Short Volumes


Total daily SIRI volume for 12/30/2011 was 19,715,221 shares. Note: Despite the large percentages shown below, volume across all reporting exchanges was at historical lows. With just 30 minutes left in the trading day yesterday, 11 million shares had traded. An additional 8 million shares traded in the final half hour. It was also the last tax loss selling opportunity of 2011.

Exchange | Volume | Short Volume | % of trades | Change from prior session

  • NSDQ | 7838173 | 2421210 | 30.89% | - 5.94%
  • NYSE | 551261 | 445859 | 80.88% | + 17.13%
  • ARCA | 988535 | 740975 | 74.96% | + 55.90%
  • BATX | 1604830 | 1041402 | 64.89% | + 17.01%
  • BATY | 584821 | 474472 | 81.13% | - 13.75%
  • CINN | 25662 | 24400 | 95.08% | + 95.08%
  • EDGA | 421907 | 338934 | 80.33% | - 1.34%
  • EDGX | 385358 | 208699| 54.16% | + 33.39%

A total of 12,400,547 shares traded openly, leaving 7,314,674 “dark pool” shares traded. A total of 5,695,951 shares were reported as short sales for 12/30/2011, representing 45.93% of open trades, and 28.89% of all trades.

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Total daily SIRI volume for 12/29/2011 was 20,358,218 shares.

Exchange | Volume | Short Volume | % of trades | Change from prior session

  • NSDQ | 10,061,364 | 3,706,412 | 36.83% | + 1.75%
  • NYSE | 251528 | 160357 | 63.75% | + 28.81%
  • ARCA | 1512153 | 588226 | 19.06% | – 20.42%
  • BATX | 1619809 | 775531 | 47.88% | - 15.06%
  • BATY | 675394 | 640840 | 94.88% | + 46.91%
  • CINN | 83500 | 0 | 0% | 0%
  • EDGA | 856276 | 729060 | 81.67% | + 3.47%
  • EDGX | 358682 | 74500| 20.77% | + 6.42%

A total of 15,418,706 shares traded openly, leaving 4,939,512 “dark pool” shares traded. A total of 6,674,926 shares were reported as short sales for 12/29/2011, representing 43.29% of open trades, and 32.78% of all trades.

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Total daily SIRI volume for 12/28/2011 was 23,420,595 shares.

Exchange | Volume | Short Volume | % of trades | Change from prior session

  • NSDQ | 8552578 | 3000069 | 35.08% | - 12.26%
  • NYSE | 1755789 | 613386 | 34.94% | - 8.31%
  • ARCA | 1452095 | 573244 | 39.48% | + 1.72%
  • BATX | 1528435 | 960419 | 62.84% | + 11.97%
  • BATY | 2664442 | 1278214 | 47.97% | - 13.55%
  • CINN | 300 | 300 | nil | volume nil
  • EDGA | 518816 | 423694 | 81.67% | + 3.70%
  • EDGX | 452440 | 64945 | 14.35% | – 12.57%

A total of 16,924,895 shares traded openly, leaving 6,495,700 “dark pool” shares traded. A total of 6,914,271 shares were reported as short sales for 12/28/2011, representing 40.85% of open trades, and 29.52% of all trades.

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Total daily SIRI volume for 12/27/2011 was 20,098,400 shares.

Exchange | Volume | Short Volume | % of trades | Change from prior session

  • NSDQ | 10593228 | 5014749 | 47.34% | + 8.65%
  • NYSE | 271035 | 117130 | 43.25% | - 44.16%
  • ARCA | 1929795 | 728669 | 37.76% | - 26.79%
  • BATX | 2048483 | 1041968 | 50.87% | - 16.50%
  • BATY | 519289 | 425308 | 81.90% | - 13.55%
  • CINN | 41697 | 22044 | 52.87% | - 3.59%
  • EDGA | 516587 | 402767 | 77.97% | - 10.96%
  • EDGX | 626731 | 168730 | 26.92% | – 20.72%

A total of 16,546, 845 shares traded openly, leaving 3,551,555 “dark pool” shares traded. A total of 7,921,365 shares were reported as short sales for 12/27/2011, representing 47.87% of open trades, and 39.41% of all trades.

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Total daily SIRI volume for 12/23/2011 was 17,511,685 shares.

Exchange | Volume | Short Volume | % of trades | Change from prior session

  • NSDQ | 6479653 | 2507246 | 38.69% | - 1.00%
  • NYSE | 366501 | 320376 | 87.41% | + 22.22%
  • ARCA | 2044720 | 1319940 | 64.55% | - 0.70%
  • BATX | 2557886 | 1723220 | 67.37% | + 2.12%
  • BATY | 757012 | 722592 | 95.45% | + 5.03%
  • CINN | 54200 | 30600 | 56.46% | - 43.54%
  • EDGA | 653937 | 581569 | 88.93% | + 4.80%
  • EDGX | 944627 | 450027 | 47.64% | - 21.61%

A total of 13,858,536 shares traded openly, leaving 3,653,149 “dark pool” shares traded. A total of 7,655,570 shares were reported as short sales for 12/23/2011, representing 55.24% of open trades, and 43.72% of all trades.

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Total daily SIRI volume for 12/22/2011 was 19,628,992 shares. (Note: ARCA & BATX NUMBERS BELOW ARE NOT A MISTAKE)

Exchange | Volume | Short Volume | % of trades | Change from prior session

  • NSDQ | 8686493 | 3448021 | 39.69% | + 2.17%
  • NYSE | 1651632 | 1076728 | 65.19% | + 28.36%
  • ARCA | 1817869 | 1186083 | 65.25% | - 10.90%
  • BATX | 1817869 | 1186083 | 65.25% | +2.50%
  • BATY | 585802 | 529660 | 90.42% | + 41.38%
  • CINN | 54300 | 54300 | 100% | + 00.37%
  • EDGA | 612767 | 515501 | 84.13% | + 22.10%
  • EDGX | 426361 | 295253 | 69.25% | + 33.23%

A total of 15,653,093 shares traded openly, leaving 3,975,899 “dark pool” shares traded. A total of 8,291,629 shares were reported as short sales for 12/22/2011, representing 52.97% of open trades, and 42.24% of all trades.

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Total daily SIRI volume for 12/21/2011 was 20,248,075 shares.

Exchange | Volume | Short Volume | % of trades | Change from prior session

  • NSDQ | 7612887 | 2856845 | 37.52% | - 1.06%
  • NYSE | 2346216 | 864165 | 36.83% | - 13.75%
  • ARCA | 1178371 | 897299 | 76.15% | + 17.66%
  • BATX | 2569564 | 1612339 | 62.75% | - 1.60%
  • BATY | 415290 | 203671 | 49.04% | - 36.31%
  • CINN | 106958 | 106558 | 99.63% | + 39.73%
  • EDGA | 1050304 | 651458 | 62.03% | - 13.57%
  • EDGX | 424414 | 152891 | 36.02% | - 40.05%

A total of 20,248,075 shares traded openly, leaving 4,594,071 “dark pool” shares traded. A total of 7,345,226 shares were reported as short sales for 12/21/2011, representing 46.77% of open trades, and 36.28% of all trades.

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Total daily SIRI volume for 12/20/2011 was 34,306,300 shares.

Exchange | Volume | Short Volume | % of trades | Change from prior session

  • NSDQ | 13549787 | 5227962 | 38.58% | - 8.50%
  • NYSE | 805312 | 407365 | 50.58% | - 0.18%
  • ARCA | 4446538 | 2600979 | 58.49% | - 5.15%
  • BATX | 2718611 | 1749370 | 64.35% | + 17.77%
  • BATY | 982693 | 838683 | 85.35% | - 5.34%
  • CINN | 2132656 | 79460 | 59.90% | + 56.93%
  • EDGA | 1413036 | 1068281 | 75.60% | + 18.17%
  • EDGX | 1566844 | 1191879 | 76.07% | + 44.13%

A total of 27,615,477 shares traded openly, leaving 6,690,823 “dark pool” shares traded. A total of 13,163,979 shares were reported as short sales for 12/20/2011, representing 47.67% of open trades, and 38.37% of all trades.

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Total daily SIRI volume for 12/19/2011 was 39,485,673 shares.

Exchange | Volume | Short Volume | % of trades | Change from prior session

  • NSDQ | 15127530 | 4549956 | 30.08% | - 10.30%
  • NYSE | 1365236 | 693016 | 50.76% | + 0.08%
  • ARCA | 5846718 | 3720904 | 63.64% | + 15.56%
  • BATX | 4007783 | 1866964 | 46.58% | + 1.40%
  • BATY | 3248762 | 2946267 | 90.69% | + 2.79%
  • CINN | 273011 | 8111 | 2.97% | + 2.97%
  • EDGA | 1166200 | 669724 | 57.43% | - 15.74%
  • EDGX | 1091317 | 348610 | 31.94% | - 1.82%

A total of 32,126,557 shares traded openly, leaving 7,359,116 “dark pool” shares traded. A total of 14,803,522 shares were reported as short sales for 12/19/2011, representing 46.08% of open trades, and 37.49% of all trades.

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Total daily SIRI volume for 12/16/2011 was 35,300,756 shares.

Exchange | Volume | Short Volume | % of trades | Change from prior session

  • NSDQ | 9596377 | 3874992 | 40.38% | - 9.56%
  • NYSE | 2629824 | 1337130 | 50.84% | - 26.76%
  • ARCA | 1549347 | 744698 | 48.07% | - 28.96%
  • BATX | 1972105 | 891051 | 45.18% | - 31.58%
  • BATY | 1026427 | 902277 | 87.90% | - 6.23%
  • CINN | 48988 | 00000 | 0000% | - 86.50% (volume nil)
  • EDGA | 761468 | 557171 | 73.17% |+ 0.91%
  • EDGX | 1007190 | 339989 | 33.76% | - 15.73%

A total of 18,591,726 shares traded openly, leaving 16,709,030 “dark pool” shares traded. A total of 8,647,308 shares were reported as short sales for 12/16/2011, representing 46.51% of open trades, and 24.50% of all trades.

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Total daily SIRI volume for 12/15/2011 was 26,648,100 shares.

Exchange | Volume | Short Volume | % of trades | Change from prior session

  • NSDQ | 9547706 | 4758340 | 49.84% | + 2.58%
  • NYSE | 1462404 | 1134864 | 77.60% | - 6.12%
  • ARCA | 1898180 | 1462189 | 77.03% | - 5.37%
  • BATX | 1547423 | 1187823 | 76.76% | + 1.02%
  • BATY | 2017928 | 1899403 | 94.13% | + 2.30%
  • CINN | 256447 | 221847 | 86.50% | - 13.38%
  • EDGA | 855353 | 618090 | 72.26% | – 13.87%
  • EDGX | 1271740 | 704745 | 55.42% | - 15.73%

A total of 18,857,181 shares traded openly, leaving 7,790,119 “dark pool” shares traded. A total of 11,987,301 shares were reported as short sales for 12/15/2011, representing 63.57% of open trades, and 44.98% of all trades.

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Total daily SIRI volume for 12/14/2011 was 32,360,007 shares.

Exchange | Volume | Short Volume | % of trades | Change from prior session

  • NSDQ | 12959959 | 6124421 | 47.26% | + 3.11%
  • NYSE | 2392445 | 2003072 | 83.72% | - 17.64%
  • ARCA | 3191898 | 2629971 | 82.40% | - 12.95%
  • BATX | 2293512 | 1737080 | 75.74% | - 17.15%
  • BATY | 2689427 | 2469760 | 91.83% | + 3.33%
  • CINN | 126150 | 126000 | 99.88% | - 12.28%
  • EDGA | 968016 | 833713 | 86.13% | – 7.25%
  • EDGX | 1004186 | 714432 | 71.15% | - 13.01%

A total of 25,625,593 shares traded openly, leaving 6,734,414 “dark pool” shares traded. A total of 16,638,449 shares were reported as short sales for 12/14/2011, representing 64.93% of open trades, and 51.42% of all trades.

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Total daily SIRI volume for 12/13/2011 was 44,736,351 shares.

Exchange | Volume | Short Volume | % of trades | Change from prior session

  • NSDQ | 17128799 | 7562000 | 44.15% | + 3.17%
  • NYSE | 2479157 | 1480119 | 59.70% | - 17.64%
  • ARCA | 4519728 | 2896748 | 64.09% | - 12.95%
  • BATX | 3546441 | 2447675 | 69.01% | - 17.15%
  • BATY | 2025060 | 1705199 | 84.20% | + 3.33%
  • CINN | 155371 | 70708 | 45.51% | - 12.28%
  • EDGA | 1777990 | 1303164 | 73.29% | – 7.25%
  • EDGX | 1856800 | 604325 | 32.55% | - 13.01%

A total of 33,489,346 shares traded openly, leaving 10,883,559 “dark pool” shares traded. A total of 18,069,938 shares were reported as short sales for 12/13/2011, representing 53.96% of open trades, and 40.39% of all trades.

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Total daily SIRI volume for 12/12/2011 was 44,736,351 shares.

Exchange | Volume | Short Volume | % of trades | Change from prior session

  • NSDQ | 14870318 | 6093508 | 40.98% | - 2.83%
  • NYSE | 2268996 | 1754852 | 77.34% | + 6.73%
  • ARCA | 7323791 | 5642226 | 77.04% | + 0.67%
  • BATX | 3771601 | 3249753 | 86.16% | + 2.79%
  • BATY | 1381688 | 1117322 | 80.87% | - 4.13%
  • CINN | 194916 | 112643 | 57.79% | + 14.32
  • EDGA | 1411573 | 1136901 | 80.54% | + 6.69%
  • EDGX | 2265615 | 1032233 | 45.56% | - 3.16%

A total of 33,488,498 shares traded openly, leaving 11,247,853 “dark pool” shares traded. A total of 20,139,438 shares were reported as short sales for 12/12/2011, representing 60.14% of open trades, and 45.02% of all trades.

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Total daily SIRI volume for 12/09/2011 was 66,512,400 shares.

Exchange | Volume | Short Volume | % of trades | Change from prior session

  • NSDQ | 28704178 | 12575227 | 43.81% | + 5.41%
  • NYSE | 1400258 | 988734 | 70.61% | + 26.88%
  • ARCA | 9023775 | 6891519 | 76.37% | + 16.56%
  • BATX | 4859348 | 4051234 | 83.37% | + 32.47%
  • BATY | 1617419 | 1374885 | 85.00% | + 4.70%
  • CINN | 114364 | 49717 | 43.47% | - 33.71%(volume nil)
  • EDGA | 2268274 | 1875690 | 73.85% | (no change)
  • EDGX | 3818336 | 1860335 | 48.72% | - 16.67%

A total of 51,807,953 shares traded openly, leaving 14,704,447 “dark pool” shares traded. A total of 29,667,341 shares were reported as short sales for 12/09/2011, representing 57.26% of open trades, and 44.60% of all trades.

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Total daily SIRI volume for 12/08/2011 was 38,448,300 shares.

Exchange | Volume | Short Volume | % of trades | Change from prior session

  • NSDQ | 14388199 | 5524557 | 38.40% | - 4.13%
  • NYSE | 689057 | 301345 | 43.73% | - 12.71%
  • ARCA | 3732195 | 2232247 | 59.81% | - 20.06%
  • BATX | 2484884 | 1263269 | 50.84% | - 9.99%
  • BATY | 1197795 | 961784 | 80.30% | - 1.71%
  • CINN | 357541 | 275965 | 77.18% | - 1.97%
  • EDGA | 2485762 | 1835733 | 73.85% | + 21.31%
  • EDGX | 2378680 | 762287 | 32.05% | - 13.87%

A total of 27,714,113 shares traded openly, leaving 10,734,187 “dark pool” shares traded. A total of 13,157,187 shares were reported as short sales for 12/08/2011, representing 47.47% of open trades, and 34.22% of all trades.

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Total daily SIRI volume for 12/07/2011 was 35,245,915 shares.

Exchange | Volume | Short Volume | % of trades | Change from prior session

  • NSDQ | 16127597 | 6858624 | 42.53% | - 4.16%
  • NYSE | 917122 | 517612 | 56.44% | + 21.45%
  • ARCA | 3844608 | 3070529 | 79.87% |+ 0.72%
  • BATX | 2164601 | 1316801 | 60.83% | + 12.41%
  • BATY | 1005555 | 824641 | 82.01% | + 26.65%
  • CINN | 235993 | 186793 | 79.15% | -18.59%
  • EDGA | 1839960 | 966724 | 52.54% | + 9.05%
  • EDGX | 1397346 | 641765 | 45.92% | - 21.19%

A total of 27,532,782 shares traded openly, leaving 7,713,133 “dark pool” shares traded. A total of 14,383,488 shares were reported as short sales for 12/07/2011, representing 52.24% of open trades, and 40.81% of all trades.

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Total daily SIRI volume for 12/06/2011 was 25,144,305 shares.

Exchange | Volume | Short Volume | % of trades | Change from prior session

  • NSDQ | 12172367 | 5683389 | 46.49% | + 8.33%
  • NYSE | 920036 | 321886 | 34.99% | - 33.77%
  • ARCA | 1965785 | 1555840 | 79.15% | + 4.72%
  • BATX | 2482862 | 1202306 | 48.42% | - 24.12%
  • BATY | 939508 | 520132 | 55.36% | - 31.90%
  • CINN | 35472 | 34672 | 97.74% | + 2.86% (volume nil)
  • EDGA | 772125 | 335792 | 43.49% | - 37.06%
  • EDGX | 458731 | 307874 | 67.11% | + 1.75%

A total of 19,746,886 shares traded openly, leaving 5,397,419 “dark pool” shares traded. A total of 9,961,891 shares were reported as short sales for 12/06/2011, representing 50.45% of open trades, and 39.62% of all trades.

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Total daily SIRI volume for 12/05/2011 was 40,136,536 shares.

Exchange | Volume | Short Volume | % of trades | Change from prior session

  • NSDQ | 17760694 | 6813330 | 38.36% | + 3.03%
  • NYSE | 1084973 | 746017 | 68.76% | + 46.92%
  • ARCA | 4761929 | 3544463 | 74.43% | + 19.54%
  • BATX | 2253331 | 1634512 | 72.54% | + 8.25%
  • BATY | 991328 | 865038 | 87.26% | + 13.97%
  • CINN | 148390 | 140790 | 94.88% | + 19.33%
  • EDGA | 1389899 | 1119571 | 80.55% | + 4.70%
  • EDGX | 2418627 | 1580894 | 65.36% | + 24.82%

A total of 30,809,171 shares traded openly, leaving 9,327,365 “dark pool” shares traded. A total of 16,444,615 shares were reported as short sales for 12/02/2011, representing 53.38% of open trades, and 40.97% of all trades.

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Total daily SIRI volume for 12/02/2011 was 39,259,557 shares.

Exchange | Volume | Short Volume | % of trades | Change from prior session

  • NSDQ | 17836827 | 6301118 | 35.33% | - 7.66%
  • NYSE | 597607 | 130533 | 21.84% | - 44.42%
  • ARCA | 4325663 | 2361475 | 54.59% | – 3.45%
  • BATX | 2843593 | 1828233 | 64.29% | – 16.44%
  • BATY | 1050136 | 764417 | 73.79%| - 10.08%
  • CINN | 96637 | 43041 | 44.53% | + 42.70% (volume nil)
  • EDGA | 1161382 | 877403 | 75.55% | - 3.18%
  • EDGX | 1655311 | 557244 | 40.54% | - 6.88%

A total of 30,437,156 shares traded openly, leaving 8,822,401 “dark pool” shares traded. A total of 12,863,464 shares were reported as short sales for 12/02/2011, representing 42.26% of open trades, and 32.77% of all trades.

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Total daily SIRI volume for 12/01/2011 was 81,682,000 shares.

Exchange | Volume | Short Volume | % of trades | Change from prior session

  • NSDQ | 30876555 | 13273346 | 42.99% | - 0.54%
  • NYSE | 3488712 | 2311632 | 66.26% | - 6.57%
  • ARCA | 11960109 | 6941669 | 58.04% | + 8.88%
  • BATX | 5481197 | 4425518 | 80.73% | + 25.64%
  • BATY | 2239221 | 1855602 | 82.87%| + 7.75%
  • CINN | 715016 | 13100 | 01.83% | - 5.97%
  • EDGA | 2272959 | 1789581 | 78.73% | + 18.26%
  • EDGX | 4719516 | 1913269 | 40.54% | + 10.71%

A total of 61,753,285 shares traded openly, leaving 19,928,715 “dark pool” shares traded. A total of 32,523,717 shares were reported as short sales for 12/01/2011 of the openly traded shares, representing 52.67% of open trades, and 39.82% of all trades.

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Total daily SIRI volume for 11/30/2011 was 74,935,300 shares.

Exchange | Volume | Short Volume | % of trades | Change from prior session

  • NSDQ | 31045163 | 13606942 | 43.83% | + 12.38%
  • NYSE | 1518265 | 1105806 | 72.83% | - 17.34%
  • ARCA | 6367956 | 3130788 | 49.16% | - 14.90%
  • BATX | 6084281 | 3351768 | 55.09% | – 18.20%
  • BATY | 2109504 | 1584620 | 75.12%| - 3.15%
  • CINN | 231289 | 18049 | 07.80% | - 65.30%
  • EDGA | 2541824 | 1537096 | 60.47% | - 4.83%
  • EDGX | 3652493 | 1101946 | 30.17% | - 21.08%

A total of 53,550,775 shares traded openly, leaving 21,984,525 “dark pool” shares traded. A total of 25,437,015 shares were reported as short sales for 11/30/2011 of the openly traded shares, representing 47.50% of open trades, and 33.95% of all trades.

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Total daily SIRI volume for 11/29/2011 was 22,843,464 shares.

Exchange | Volume | Short Volume | % of trades | Change from prior session

  • NSDQ | 10601894 | 3334606 | 31.45% | - 26.48%
  • NYSE | 485159 | 437469 | 90.17% | – 1.44%
  • ARCA | 1205367 | 772142 | 64.06% | - 14.34%
  • BATX | 1719779 | 1260531 | 73.29% | + 3.12%
  • BATY | 595751 | 466325 | 78.27%| - 10.60%
  • CINN | 90898 | 66448 | 73.10% | + 23.45%
  • EDGA | 672413 | 439098 | 65.30% | -6.43%
  • EDGX | 1313208 | 672969 | 51.25% | - 34.98%

A total of 16,684,469 shares traded openly, leaving 6,158,895 “dark pool” shares traded. A total of 7,449,588 shares were reported as short sales for 11/29/2011 of the openly traded shares, representing 44.65% of open trades, and 32.61% of all trades.

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Total daily SIRI volume for 11/28/2011 was 35,570,000 shares.

Exchange | Volume | Short Volume | % of trades | Change from prior session

  • NSDQ | 16308972 | 9449349 | 57.93% | + 6.67%
  • NYSE | 903960 | 828170 | 91.61% | + 13.08%
  • ARCA | 2655192 | 2081552 | 78.40% | + 12.38%
  • BATX | 2853818 | 2002661 | 70.17% | – 5.63%
  • BATY | 851926 | 757081 | 88.87%| + 26.63%
  • CINN | 59584 | 29584 | 49.65% | + 26.71%
  • EDGA | 898994 | 644884 | 71.73% | + 1.56%
  • EDGX | 1280303 | 1104014 | 86.23% | + 32.51%

A total of 25,812,749 shares traded openly, leaving 9,757,251 “dark pool” shares traded. A total of 16,897,295 shares were reported as short sales for 11/28/2011 of the openly traded shares, representing 65.46% of open trades, and 47.50% of all trades.

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