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

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

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

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