At the end of a 'trading day,' Intra-day Margin requirements end, and Overnight Margin requirements begin. As such, we see trades executed, not out of a trader's perception of market sentiment, but out of an arbitrary setting - margin levels. Learn to 'see' through this period and you'll understand what the actual market sentiment (of that time period) has provided. - Spydertrader
Here's an earlier thread that might have some ideas. http://www.elitetrader.com/vb/showthread.php?s=&threadid=149402