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.
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.
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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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