Bob Hoffman
posted this on February 23, 2010 14:51


Explanation: Each cell displays the net delta (volume traded on the ask minus volume traded on the bid) for that period at that price level.
Explanation: Each cell displays the volume traded at the bid on the left, separated by the "X" and the volume traded at the ask on the right, for that period at that price.
Explanation: Each cell displays the total volume traded at that price for that period.
Explanation: Each cell displays the fraction of total volume (as a percentage) contained at that price level for the entire period (bar).
Explanation: Each cell displays only the delta color, with appropriate shading.
Explanation: Each cell displays the total volume traded at that price for that period, but colors and shades each cell according to the delta.
Explanation: Each cell displays the total volume traded at that price as a percent of the total volume for that period, but colors and shades each cell according to the delta.
Explanation: Each cell displays the delta (NOT volume) at each price level as relative length vertical histogram bars.
Explanation: Each cell displays the volume at each price level as relative length vertical histogram bars.
Explanation: Each cell displays the SIZE of the average trade at that price for that period.
Explanation: Each cell displays the SIZE of the average trade at that price for that, but colors and shades each cell according to the delta.
Explanation: This is an experimental footprint type. It is shading only, with two columns of data, the left is the shading of relative volume at each price level (darker is more volume) and the right is delta shading and coloring.
Explanation: Numeric values for the the bid and ask volume are identical to the regular Bid X Ask type, but the color and shading is based on total volume.
Explanation: The invisible type is used primarily when adding a second instrument to a pane (eg. a different symbol, or same symbol with lot size filtering). The invisible footprint can be referenced when setting up indicators like the Footprint Bar Statistics or Price Statistics to see lot size filtered data in the same chart as an unfiltered Footprint.
Explanation: Each cell displays the delta as a percentage of the total delta for the period. The values will always be 50 or greater and shaded based upon the ratio of volume traded on the bid or ask. More volume that traded on ask would be a blue shade and more on the bid would be a red shade.