(Percent of stock days in each category of sales tick test score falling into each range of plus tick prevalence) 81 to 87.9 - 1/ Volume of specialist sales on or 0+ ticks as a percent of total specialist sales volume. 2/ Market volume at or 0+ ticks as a percent of total market volume. Price Change (as percent of previous day's closing price) PRICE CHANGE vs. SPECIALIST BALANCE FOR THE DAY DURING THREE WEEKS ENDED JANUARY 27, MARCH 24, AND JUNE 16, 1961 (Percent of stock days in each category of price change falling into each range of specialist balance for the day) Predominatly zero balances but includes some sale balances of less than 100 shares in 10 share unit stocks. 96-746 0-63-pt. 230 During the Three Weeks Ended January 27, March 24, and June 16, 1961 1/ Price change as a percent of previous day's closing price. 2/ Specialist purchases less specialist sales. Price Change (as percent of previous day's closing price) PRICE CHANGE vs. SPECIALIST SALES PARTICIPATION RATE DURING THREE WEEKS ENDED JANUARY 27, MARCH 24, AND JUNE 16, 1961 (Percent of stock days in each category of price change falling into each range of specialist sales participation rate) During Three Weeks Ended January 27, March 24, and June 16, 1961 (Percent of stock days in each category of price change falling into each range of specialist sales participation rate) 1/ Price change as a percent of previous day's closing price. 2/ Specialist sales volume as a percent of market volume. |