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F. Crack} and \\textit{O. Ledoit} [``Robust Structures Without Predictability: The `Compass Rose' Pattern of the Stock Market'', J. Finance 61, 751-762 (1996)]. They describe the pattern, caused by discreteness, as ``subjective''. We develop a new and original set of ``objective'' statistical procedures to quantify the compass rose and detect changes in it. Comparing empirical and bootstrapped ``theta histograms'' permits hypothesis testing. Simulations suggest that intertemporal statistical dependence skews the campass rose in ways that mimic ARCH phenomena. 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