medium · Order Flow Analysis footprint-delta

If price makes a new high but 'Aggressive Buying' is high (e.g., 1500 contracts) while 'Buying Imbalance' is absent, what does this tell us about the market state?

  1. Sellers have completely stepped away, leading to 'Unfinished Business'.
  2. This is a 'Cap' signal by a passive buyer.
  3. The market is in a strong uptrend with institutional demand.
  4. The market is finding two-sided acceptance and value at the new high.

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