Back in March 21, 2007:
Quote Originally Posted by ;
1. Within my charts the open of the day along with the high before the news came out are different prices. The gap was not that large but it was. The market was trading over the available price.
2. The delay was caused by the reason that was apparent. The market was expecting a news scheduled for a specific moment.
3. The shift in the course of the chief move of the day just three hours before the end of the day and using 30 pips intraday range and on a major news release practically guarantees that the expansion at least in ATR. Just like shooting a fish in a barrell....
I am not positive whether the 00:00 coincides with New Z. open up time, it might be off by a couple of hours.