I need a drink after a day like this ! On monday the market had a nice trend all day. So I had fun just buying all day. I decided to carry the position overnight because I was ahead on all of my entries. Let your winners run, right. If things turn dump the kA shares. Now this is a Listed stock that trades about 8 mil shares a day. I knew the Consumer Confidence Report was coming out at 10:00. So when things started to drop I knew it must have been a bad number. Do you think I could sell my shares ? No way. I slammed two orders at the inside bid. That didn't work. I then tried to lead the market two levels. That didn't work. Another thing that bothers me is the delay for a listed stock. Its not near as fast as the Nas. Good thing the market bailed me out by bouncing. What can I do to better handle the same situation better next time? Should I short another stock in the same sector right before the report to hedge my position. Or should I load up a sell order for all the shares but have it set five or six levels down in price. In this case .10 to .15 cents below best bid ? Or should I even just unload my entire position and wait to see what the report is ? Any other suggestions are welcome. Just maybe you can help me keep from pulling out all of my hair.