Cumulative Delta Technical Analysis
This is the cumulative sum, over the data in the chart or the trading day, of the difference between the Ask Volume minus the Bid Volume, displayed as High-Low Candlestick bars.
Friday, January 8, 2021
January 8th, 2021 /ES Delta Analysis and Notes
With NFP report being release an hour prior to market open, the /ES was in a range upon the open with Delta selling off. Price made an attempt to re-test the HOD(3816.50) but came up short by 3.50 pts but over on Delta there was a wide gap range over 7000. So taking a shot at this setup would've been somewhat risky as Price didn't match HOD or make a HH for it to be a true Basic Divergence Short setup. Trade entry could've been around 3812
Thursday, January 7, 2021
January 7th, 2021 /ES Delta Analysis & Notes
The /ES opened with a rally putting in a High then a HH, while Delta failed to make a new HH. Setting the market up for a Basic Divergence Short, on the Delta failed re-test being within 4k contracts(still held). Possible entry would've been near HOD, 3802.50
As the market session was ending, there was a Basic Divergence Short setup. Price made a new HOD, but Delta still wasn't able to create a new HOD. Showing Sellers still holding 4000 contracts, trade entry could've been around 3803.25
Tuesday, January 5, 2021
January 5th, 2021 /YM Delta Analysis & Notes
The Dow opened in a slight range then dropped close to 200pts. Putting in a Low then on the re-test made a LL by 4 ticks, but Delta had some over-commitment of Selling by 150 contracts, so as Delta came back up from the Session Low(-9712) 500 contracts(-9212) threshold, was the confirmation from Long trade, entry around 30,125. Hidden Divergence Long setup.
January 5th, 2021 /ES Delta Analysis & Notes
The S&P 500 opened in a slight range then took out its open high 20 mins later, but over on Delta chart it never made it up to re-test. The Delta had the 4k contract still being held from 1st pivot, creating a Basic Divergence Short setup. Trade entry would've been around 3713
Monday, January 4, 2021
January 4th, 2021 /YM Delta Analysis & Notes
The Dow open with the market selling off this morning, finding Support around 29,780 area. Both Delta & Price made their Lows of the day, then on the re-test Delta had over-commitment of Selling while Price was able to hold its Low having a HL. So after Delta put in that New Low of -9,992 as it began to come back up and go thru -9,492 level, it would've triggered a Long setup. Entry around 29,900. Hidden Divergence Long.
January 4th, 2021/ES Delta Analysis & Notes
The market opened and started selling off hard, over 100pts. Around 1115 both Delta & Price put in the Lows of the day, and then on the re-test about 30 mins later. Delta made a significant HL, while Price came down with 2pts also forming a Double Bottom. On Delta chart the re-test was within 4000 contracts(Buyers still holding Longs from 1115am), signaling a Long setup. Entry could've been around 3666. Basic Divergence Long Setup
Saturday, June 13, 2020
/NQ Futures June 12, 2020
/NQ: Going back and spotting missed trade setups. There was a Long opportunity at US Open, followed by a Short opportunity. After it made New Hod , you'll notice that the Demand began to dwindle away then that is when the Supply stepped in.
Crude Oil June 12, 2020
/CL: Going back and looking for missed trading opportunities. I spotted a Long setup followed by a Short setup. At 841 CST we had a nice sized Demand bar then it diminished creating smaller Demand bars but price was still able to make a New HOD.
Friday, November 15, 2019
/NQ 11-15-2019 Trade Day Review
Market opened selling off and continued to drop but delta held its Open Low of 6,408 forming Trend Divergence to the Upside entering Long 8294 Stop Loss 8288.75(+23.5 pts) reserved position Short 8317.50 Stop Loss 8322.75 when Price & Delta created Trend Divergence to the Downside. Delta broke its level of Support from 950 am CST while Price held, exit trade 8307(9.5 pts) Market then entered a consolidation each time it put in a low the buyers stepped in on delta and bought the lows doing this twice. At 230 pm CST price made a lower low but delta had a higher low creating Trend Divergence Bullish enter Long 8301 Stop Loss 8296.75 plan to take profits when it made New HOD but it entered a consolidation zone so exit trade at 8317.25(16.25 pts)
The market was in a range for the better part of the session, Delta was making higher lows just before lunch break(11am CST) +49.25 pts.
Thursday, November 14, 2019
/ES 11-14-2019 Trade Day Review
As US Session started I plotted the bottom line up to where they both topped out and plotted a upper line. As the market sold off around 1045 am CST price put in a lower low while delta held it's low of 21043(Trend Divergence Bullish). So plotting a 2500+ contract box, I waited for delta to close above the box level(22543) to enter a Long position place your stop beneath previous higher low before your entry candle(3082.75) Good for 6 pts.
Exiting when delta made a higher high but price didn't break its 915 am high(Hidden Divergence Bearish), at 1 pm price spiked down as did delta but delta held it 12 pm low(32224) while price took out its low(3089.25) forming a Trend Divergence Bullish. So plotting a 2500+ contract box and entering Long once delta closed above the box level(35976) Good for 8 pts.
***Blue/Red Arrows are entry/exits***
Tuesday, November 12, 2019
/NQ 11-12-2019 Day Review
During Sunday Globex Session, price was able to make a higher high from Open but on less convincing as the Delta made a lower high creating a Trend Divergence to the downside. The candle also formed a Pinbar. So entering a Sell position near 8251 with stop loss above recent swing high(8259.50) exiting position around 8232 area. Price was making lower lows but the Delta was holding its 7:05pm EST low of 15247. A Gain of 19 pts.
As price made its final lower low creating a Hammer, Delta was making a higher low creating a Trend Divergence to the upside. So entering a Long position at the high of Hammer candle(8230.75) stop loss at 8228.25, took price back thru Globex high exiting when Tweezer Tops were formed and price couldn't make a higher high(8274.25) while delta began its decline. A gain of 40+ pts.
Subscribe to:
Posts (Atom)
January 8th, 2021 /ES Delta Analysis and Notes
With NFP report being release an hour prior to market open, the /ES was in a range upon the open with Delta selling off. Price made an att...










