R,
Thanks for the response. No, I dont forsee holding any positions overnight for quite awhile. What I was most concerned about is the effect that the differences in these prices have on technical indicators, moving averages, RSI, stochastics, etc. From a technicians standpoint it seems that it would make the most sense to use the "last trade price". But, in this day of 24 hour markets, maybe its not all that significant anyway.
Scotty