medium · Order Flow Analysis absorption-exhaustion-imbalance

What does a 'Top-Heavy' bar (R_top < 0.50) with a bearish close typically indicate to an order flow practitioner?

  1. An institutional seller was 'capping' the top, absorbing aggressive buying at the extreme.
  2. Price is being driven higher by strong, sustained initiative buying imbalances.
  3. The auction at the top of the range is unfinished and must be revisited soon.
  4. Retail buyers have exhausted themselves, leaving the market thin and illiquid at the top.

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