The problem is to determine which futures started the spike. Today, ES tanked heavily in my Tradestation charts. After about 3-4 seconds NQ tanked. While NQ was tanking ES almost recovered most of the losses. Later today, I checked intraday $NDX data and it had a 3-4 minute gap during this spike! What a mess.
You would have to have a screen set-up showing all the indexes on a 1 minute chart with volume. Perhaps having ES (s&p500), YM (Dow), NQ (Nasdaq) and whatever other instrument moves with the indexes SPY, DIA, QQQ, DAX, GE. It would have to be something handy that could be brought up for quick comparison.
Obviously no one on this thread worked near the WTC. When this stuff happens, I am wondering why again.