medium · Volume Price Analysis vpa-core

Why is the first 15 minutes of an equity trading session considered among the most revealing for VPA practitioners?

  1. The bid-ask spread is legally mandated to be widest during the market's opening minutes, revealing insiders' targets.
  2. It is the only time of day when 'Dark Pool' volume figures are formally reported publicly on the open exchange trading floor.
  3. Market makers use this time to 'feel out' sentiment, creating observable traps or validations via the volume-spread relationship.
  4. Candlestick wicks are usually completely absent during the opening minutes, making price action noticeably simpler to read for beginners.

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