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.
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***
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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...

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