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, 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.
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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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