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u/Pure-Time6294 2 days ago Stock Index Futures

Five confluences stacked at one price on ES today — and a textbook absorption. Full breakdown.

Now shown on Reddit as “[ Removed by moderator ]”

Sharing today's morning ES session because it's a clean teaching example of how order flow confirms a level. RTH Opens and when first 30 min candle closed price rallied straight into one level where FIVE completely independent references lined up: LIS Overnight High Wednesday's trapped buyers (imbalance stack that never followed through — 30m footprint) Wednesday's RTH value high (TPO + volume profile agreed on the same edge) Monthly VWAP upper deviation (Monthly DVAH) Previous-week VWAP upper deviation (PW DVAH) Five different logics, five different timeframes, all pointing at the same shelf. That's not a level you guess — it's one the whole auction agreed on. Then the footprint did the talking. At the touch: strong buy delta (+169 / +154 on the rows), plus a stack of buy-side BigTrades (large single prints). Everything was buy-side... and price didn't move an inch. That's absorption. Bigger passive sellers were parked there soaking up every market buy. And here's the part I like teaching: a wall of BUY big trades that fails to lift price isn't strength — it's the clearest tell that someone even bigger is selling into them. Big buyers getting absorbed is a stronger rejection than small ones. Price rejected and rotated back down — the read was worth roughly 1:4R. Not posting this as a signal — the point is the process: context tells you WHERE to watch, the footprint tells you WHAT happened when price got there. Happy to answer questions on any part of it. Sorry for the bad quality screenshots(reddit issues)
13 comments held Reddit says 11 rescued — moderator on Reddit on reddit ↗
  1. u/vsquad22 1 2 days ago
    If I understood correctly that you're referring to today's RTH high, that is also where there is Call Wall on SPY at 775. That increase in volume with price going nowhere is also what I look for, but I just use volume indicators to see that. It's interesting that you track all that other structure. I track basic Volume Profile structure from just the previous day as well as any notable HVN/LVN that I think influenced price. I might look into the structure you mentioned. Always happy to try new things and learn!
  2. u/Pure-Time6294 OP 4 2 days ago rescued
    Hey brother! Thanks for the comment. Because of the limitation photos Reddit has, I can’t really post the full information about it. But if you want I can share it with you 🙌🏻
  3. u/vsquad22 1 1 day ago
    Sure! If it's not too much trouble, please share it via DM or chat. Thanks!
  4. u/Pure-Time6294 OP 1 1 day ago
    Sent!
  5. u/ciscosista 1 1 day ago
    Can you share a graphic of an example of what you look at?
  6. u/krsnzx 1 1 day ago
    Thanks for analyzing it. Can you DM full information to me ?
  7. u/Ok-Variety-2779 1 1 day ago
    What platforms or software is this?  Looks cool
  8. u/Pure-Time6294 OP 1 1 day ago
    Ninjatrader, I promise it would look much better if reddit allowed me to upload the whole photo without losing quality 😅.. So I had to cut them off..
  9. u/Regular-Row-7935 1 1 day ago
    I also use nt8, are you using standard footprint charting or some variation?
  10. u/Pure-Time6294 OP 1 1 day ago
    **It’s a Delta Footprint with a Volume Profile alongside it, but the tools are fully customizable, so you can switch between different footprint/display modes.**
  11. u/Pure-Time6294 OP 1 1 day ago
    It’s a Delta Footprint with a Volume Profile alongside it, but the tools are fully customizable, so you can switch between different footprint/display modes.
  12. u/Pure-Time6294 OP 1 1 day ago
    It’s a custom Delta Footprint with a Volume Profile alongside it. I also have different display modes available since these are my own tools.
  13. u/FuturesTrading-ModTeam moderator pinned 1 1 day ago
    No self promotion.