Understand what different market participants are up to. This chart tracks small, large, and very large trades. Preset for E-Mini S&P.
- cumulative Delta filtered by Lot Size: Small (1-9), Large (10-99), very Large (>=100)
- 1 MIN Chart Full Session split into Day + Overnight Session
- Delta reset at Start of each Trading Day
- Day generated Levels marked: p-settlement, Open, ON High, ON Low, Full Session VWAP
- Large Volume Trade Indicator