Volume Imbalance Study

Subgraphs

VolumeImbalanceUpTop, VolumeImbalanceUpBottom, VolumeImbalanceDownTop, VolumeImbalanceDownBottom,

Footprint chart Volume Imbalance

Imbalance does not need to at adjacent price levels. (Also see Stacked Imbalances).

SustainedImbalanceStartBid, SustainedImbalanceStartAsk,

// 10 sustained imbalances

StackedImbalanceBullish, StackedImbalanceBearish,

Footprint chart Stacked Imbalance

3 imbalances at adjacent price levels.