medium · Volume Price Analysis

You are monitoring a 5-minute ES E-mini chart. The market makes three successive higher-highs. The volumes for these pushes are 100K, 70K, and 45K contracts respectively. On the third push, the Delta volume is +500 compared to +8,000 on the first push.

What is the trade implication?

  1. The Delta divergence is irrelevant because the price is still making higher highs, which is the only leading indicator.
  2. The market is becoming more efficient, requiring less volume to move the price higher as sellers give up.
  3. The trend is reaching exhaustion and a reversal is imminent as institutional buying pressure has evaporated.
  4. This is a bullish signal indicating a lack of supply, often called a 'No Supply' sequence.

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