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I guess I don't see the long accumulation you're referring to at the high 870's on Friday, delta readings show increasing negative in the zone 3-4 pts below 880. That may explain the slide on sunday open towards 875, but the slicing thru on the way up? The lowest long I see building on Friday is...

908 is the 906-911.50 short zone's "center of gravity". Long zone above 911.50. 875 was (and still is) the top of a long zone (starting at 869.50) last night. Rally started 1 tic above that. OTOH, 876-881.50 was (and still is) a short zone. Price didn't have a problem slicing thru it on the...

What level are you looking at for CD divergence? I have positive divergence of +15k @ 900 From 5/13 and negative divergence of -30k @ 896 from 5/14 (but trimmed to -17k later on as price went up towards 900). D.

Only see a small short zone 898-900, next short zone above ~906-912. -2c D.

Being largely visually impaired (as far as delta zones are concerned) I see a short zone from 880-882 and a shallow one from 877-879, long zone from 874-875, extending down to 869.50. Then short zone from 867-869.50. $.02, D.

DTN/IQ (IQFEED) for today's session had 222218 ticks. Last week (5 sessions combined) had 1301696 ticks. D.

AH plunge right down to the bottom of the long zone 891.75. Better not try to shoot that 894 gatekeeper again, or else it could be a quick slide to the low-mid 880's... D.

You must have scared the shorts above 898 because now I see that they wimped out! 897 to 898 long zone building up. D.

I see 4k contracts defected in the 891.75-894 zone (8k to go?) while CD div took a 12k haircut @ 894. Maybe sufficient for scalping long I would think but who knows in the AH, there are glimpses of red ceiling building above 894. D.

o O... shots taken at the long 894 guard chopped his head off and brought him to his knees. Who knows, a couple more shots and the battle will be left to the 2nd line of defense down to 891.75. Below that, a slide to 883.5-885 long zone is awaiting... D.

665 to 900 is arguably better than 900 to 665 because position-size, adjusted for sleep quality, can be higher when you go long rather than short. I'm truly hoping this delta stuff can work equally well for long as well as for short trades in this market environment. D.

Long holders can be taken out to the cleaners too apparently. 897.50-899.75 long zone largely washed out within 10 minutes of 7:30AM (PST). Superstrong long guard at 894 reversed PA on the tic back upwards. D.

I see new long inventory (from the last 3 hours of the previous session) between 897.50-899.50. Below that 892-894 and nothing significant below till 875. D. Edit: Freshman at AMT university, school of delta trading

Looks like you're going to collect on the 5 pt trophy while sipping AH session margaritas on that 904.50 (and up) short. My DB doesn't go as far back to show price levels above 870 unfortunately. Is 905 at a short zone from an earlier pivot or something else? Cheers to that 5 pointer. D.

Thanks for the insight. The inventory doesn't look like much at the low 840's (previously posted 4/28 chart). There's an earlier pivot in this zone on 4/22, would that add up to the 4/28 reaction? I went back to 4/23 (see chart) and marked the pivot zone, each subtic is 3k delta contracts...

What do you calculate the net long resting inventory to be at this area? Each sub-tic on the left Y axis (showing prices) is about 4k contracts. D.

The simple patterns naturally delf-destruct (aka arbitraged away) fairly quickly and the only way to benefit from them financially is to write a book or publish a paid newsletter... I believe filtering for large lots has largely lost its merit already, possibly because it's very easy to...

Thanks, Rainman. Are you sure about your numbers? I see CD divergence of about +30k (vs. +6k in my chart and AMT's) at the 885 price level. D.

I realize that CD divergence could be contradictory to the price action that follows a retest. It's a "nice to have". The CD divergence at 885 is +6k in your chart (19k->25k) which is consistent with mine (395k->401k). Regarding the delta intrabar reaction. Wouldn't you consider the third CD...

I posted my Cum Delta pic earlier in the thread: http://www.elitetrader.com/vb/attachment.php?s=&postid=2411295 Can you zoom in your chart for comparison to this range? D.