The 2010 market crash caused by a rapid temporary plunge in United States stocks was called the Flash Crash.
On May 6, 2010, major American equity indexes fell extremely quickly before recovering much of the decline. The Dow Jones Industrial Average dropped about 1,000 points, or roughly 9%, during the session. Some individual securities briefly traded at bizarre prices, exposing weaknesses in market structure and automated trading systems.
Investigations concluded that a large automated order to sell futures, combined with high-frequency trading and reduced liquidity, helped intensify the move. The event did not resemble a traditional multi-year economic depression or a gradual bear market. It instead highlighted how electronic markets could amplify a temporary imbalance. Regulators introduced measures such as single-stock circuit breakers and later broader trading pauses to reduce the risk of similar disorderly movements.