Rally Point

What the heck is a rally point? I noticed this little white diamond with a dark blue design on it showed up next to an undefended city of mine. Does this have anything to do with the sentry feature?

Click it, click on a place on the map and the next unit built will automatically go there and the next and the next. That is until you clear it.

White diamond with the black saber/sword indicates a BARRACKS in the city (if it was blue, your monitor is probably out of whack).