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Tuesday, May 31, 2016
Final #SPX #MOC #Imbalances for Tuesday, May 31, 2016
Given the very high MOC we saw tonight (near $2 Bils), which is End of Month too, the ES reaction near the Cash Close was a classic BUY the MOC Stocks and SELL the Futures.... thus a sharp sell off in ES for couple of 5-min bars.
