  This paper continues a series of studies devoted to analysis of the bivariate
probability distribution P(x,y) of two consecutive price increments x (push)
and y (response) at intraday timescales for a group of stocks. Besides the
asymmetry properties of P(x,y) such as Market Mill dependence patterns
described in preceding paper [1], there are quite a few other interesting
geometrical properties of this distribution discussed in the present paper,
e.g. transformation of the shape of equiprobability lines upon growing distance
from the origin of xy plane and approximate invariance of P(x,y) with respect
to rotations at the multiples of $\pi/2$ around the origin of xy plane. The
conditional probability distribution of response P(y|x) is found to be markedly
non-gaussian at small magnitude of pushes and tending to more gauss-like
behavior upon growing push magnitude. The volatility of P(y|,x) measured by the
absolute value of the response shows linear dependence on the absolute value of
the push, and the skewness of P(y|x) is shown to inherit a sign of the push.
The conditional dynamics approach applied in this study is compared to
regression models of AR-ARCH class.
