easy · Volume Spread Analysis supply-demand-smart-money

When observing a 15-minute chart of a stock traded in London, you notice that volume figures for the bars between 10:00 AM and 10:30 AM appear unusually high compared to the actual price movement.

Why might a VSA practitioner be cautious about this data?

  1. Price bars on intraday timeframes are naturally 'noisier' and do not follow supply and demand laws.
  2. Trades executed earlier in the morning may just have been reported due to the 90-minute delay rule.
  3. Retail participants usually sell their positions at this exact time, creating a volume spike.
  4. The market-maker is required to 'wash trade' during mid-morning to maintain liquidity levels.

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