easy · Order Flow Analysis footprint-delta

What does a significant 'Cumulative Delta Divergence' at a session high suggest to a practitioner?

  1. The market is entering a period of high-frequency trading market-making.
  2. The trend is extremely strong and one should add to long positions.
  3. The high is vulnerable and a reversal may be imminent.
  4. Total participation is at an all-time high for the session.

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