medium · Order Flow Analysis footprint-delta

In a 'Gap-and-Fill' scenario, what footprint evidence is required to validate a short entry after a gap up?

1. Total volume at the open being 50% lower than the previous day's average.
2. A buying imbalance at the open to confirm the gap is 'real'.
3. Price remaining inside the 'Initial Balance' for the first hour.
4. Selling imbalances at the opening price and negative delta on the first few bars.

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