hard · Order Flow Analysis

Yesterday's ES Value Area was $4505.00 (VAL) to $4515.00 (VAH). Today, the market opens at $4508.00. Price drops to $4505.00 and holds there for 15 minutes with 1,800 contracts of bid volume and 1,750 contracts of ask volume.

What is the most appropriate trade plan?

  1. Buy at $4508.00 (the open), as the market is likely to seek the previous day's close immediately.
  2. Stand aside; opening inside the Value Area is a 'no-trade' signal until the range is broken.
  3. Buy the rejection at $4505.00, targeting a rotation back to the POC or VAH.
  4. Sell the breakout below $4505.00, as the high volume indicates massive initiative selling interest.

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