I encourage followers of kp2 to check out the depth before the...

I encourage followers of kp2 to check out the depth before the market closes, then check what happen EVERY night after close.
The wall of 1million shares mysteriously despairs only to return just before the following days open.
I wonder if someone executed a trade where the 1mill is, would it vanish as they do not actually want to sell....JUST cap the price so they can accumulate more at a lower price??
I could be completely mad thinking this, but i think others have also observed my finding of this wall coming and going each day.