hard · Volume Profile Analysis

A trader observes the E-mini S&P 500 futures (ES) dropping from 5640 to 5620 during the first hour of the New York session. During this move, Cumulative Volume Delta (CVD) decreases by 12,000 contracts, while Open Interest (OI) decreases by 8,500 contracts.

How should the trader classify this directional flow?

  1. Aggressive Short Initiation
  2. Long Liquidation
  3. Passive Absorption
  4. Short Covering

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