In the movies, it always portrays Jesus looking up and addressing heaven. Some say that this is when Jesus absorbed all the sin of mankind and God had to look away--seeing that He cannot look upon sin. I am not saying that this is not what happened, but there is a better explanation--it is very Jewish.
Back then, they did not have multiple copies of the Tonakh. They kept one copy safely stored in an ark in the synagogue. So the students and priests, back then as well as today, would memorize the scriptures (they did this by singing it). Whenever they wanted to bring a chapter, or a Psalm to the attention of the students, they would not recite the entire chapter, they would say the first verse and the rest of the students would know the rest by memory.
When Jesus was on the cross, He employed this rabbinical device--He quoted the first verse. The Pharisees would hear this, then in their mind they would immediately do the "scripture shuffle" and find that this was the first verse of Psalm 22.They would then automatically recall the entire Psalm that would show that what was happening before them was prophetic--that Messiah had to die, be surrounded by accusing Gentiles scoffing, "he trusted in God, let Him deliver", He will have His hands and feet pierced causing His bones to come out of joint, that they would divide His garments, and at the end He will say "It is finished" (which is the Greek translation of the last verse).
So really, was alerting the Pharisees to what was happening and that all what they were seeing was planned from the foundations of the earth and that He was who He said He was--the Messiah, the subject of Psalm 22.
