It is called a MARKET ON CLOSE print. You will NOT get that print even if you put in your order at the closing bell. You have to put in a MOC order to get the last print of the day, when the specialist has a huge buy imbalance (many many many stocks did, check out LXK for example), the last print will be substantially higher than prints before it as the specialist basically gather up all the shares at the highest price level and print it all in one shot. There are a lot of big size traders playing this MOC print every day, they have Bloomberg so they get imbalance's during the last half an hour. Depend on the market climate, average trading volume of the stock (500K in GE doesn't mean nearly as much as 500K in say LM), you can make some incredible money if you use MOC orders. At my firm the minimum size for a MOC is 2000 shares, and no, there is no free lunch, there are times stocks had a one million buy imbalance only to tank into the close, it is actually one of the harder games to play consistently. BTW, you will find it a lot more helpful if you filter your TOS to NYSE only, trades that happened on other markets mean nothing.