At the first minute after close today on SPY an extremely long candle popped up. Its HL covers a $2.53 range. A major part of this came from a single order. In the past I thought this was a buy order taking out everything on the books as high up as needed to fill the quantity, but today I had a Volume Accumulation indicator turned on, and it suggests that it was a sale. Does anyone know what is actually happening?
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