However a lot of folks read the second DOM in a wrong way. You see more sellers matching on the DOM, but that actually suggest possible more upside. YOu also notice this if you listen to PIT frequently
本帖最后由 biorjin 于 2009-8-19 19:39 编辑
Another common way to read the tape is tracking big size transaction, e.g. track what those guys who trade more than 100 contracts/trade are doing. I often do it by watching DOM, but some guys developed some nice indicators to make it much easier