I totally agree with you. I am sick of seeing the close consistently 1-2% below the actual closing price. That adds up on a daily basis and robs you of the upside you are entitled to. That is what is wrong with the NYSE - the Nasdaq stocks have a more consistent close because they do not involve human intervention to settle closes after the close. You either make the trade before 4pm or wait until the next day if you want to have an effect on the price.