I noticed there is a spike in volume and large price move near the close on most days. Today the YM gained 40 points from 3 minutes before the close to 30 minutes after. This was based on nothing meaningful that I could see. My guess is that the big players try to settle large trades at the close. This move is usually more violent on volatile days and in the direction of the last hour trend. I also noticed that if you fade that move a few minutes before the globex closes at 5:00pm you would make money covering the next day a large percentage of the time. Anyone have any thoughts, comments, trading strategies based on this occurrence?