Patent ID: 8200572

Claim:
An apparatus comprising: at least one processor; and at least one memory electronically coupled to the at least one processor that stores instructions which, when executed by the at least one processor, direct the at least one processor to: receive data regarding a plurality of limit orders entered onto an electronic market, the data regarding each limit order comprising a respective price and a respective time associated with the respective limit order; store the received data for each of the plurality of limit orders; for each of at least two of the plurality of limit orders: determine a market distance, the market distance comprising a difference between the price of the respective limit order and a market price; determine a weighting based at least on the determined market distance for the respective limit order; calculate one or more market indicators based at least in part on the weighting of each of the at least two limit orders; and cause the one or more market indicators to be displayed in a graphical user interface.