medium · Volume Price Analysis

An equity opens for the day with a large gap up on very low volume. The first 5 minutes produce a wide-spread up candle, but volume is 50% of the opening average.

What is the VPA practitioner's move?

  1. Wait; this is likely a 'Trap Up' move by market makers to test sentiment before committing capital.
  2. Enter long now; the gap up and wide spread clearly indicate strong bullish momentum today.
  3. Enter short; a low-volume gap up is treated as a reversal signal under the 'Gap Fill' strategy.
  4. Close all existing long positions; the persistently low volume proves the entire bull market run has now ended.

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