http://www.indexindicators.com/charts/sp500-vs-djia-stocks-above-10d-sma-params-x-x-x/
This Nanex site looked good, but I haven't had time to read it during the working and trading day. This link is for an analysis of the Flash crash, improper reported of national best bid and offer, and HFT of up to 5000 bids per seconds on some equities, from the same exchange. Casino Royale perhaps.
http://www.nanex.net/20100506/FlashCrashAnalysis_Part1-1.html
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Insightful and Useful Comment!