Amit Dabholkar

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@globalexquant It is very important to understand the market structure before trading, especially liquidity sweeps.

Price structure is not uniform. Certain price levels carry more structural significance than others, and understanding which ones tend to attract the most activity is a core part of reading intraday markets. Day High / Low The day's high and low represent the most immediate boundaries of the current session's price range. These levels are visible to all participants and frequently act as reference points for directional decisions. Price interaction with these extremes often produces measurable responses in order flow. Asia High / Low The Asian session establishes the initial range of the trading day during a period of comparatively lower liquidity. The highs and lows formed during this window are observed by participants in subsequent sessions, particularly as European markets open and liquidity expands significantly. London High / Low The London session introduces a substantial increase in participation. The levels established during this session often serve as structural anchors for the US session that follows, particularly when price revisits these zones during the later hours. Overnight High / Low Levels formed during overnight trading are less visible to participants who focus exclusively on regular session hours. These extremes can represent areas where resting orders have accumulated, making them structurally relevant when price returns to test them. Price tends to travel between these structural extremes rather than moving randomly. Identifying which level is being targeted at any given point provides context for interpreting order flow and market behavior. 🛡️ Education only. Trading involves risk of loss. #globalexquant #marketstructure #liquiditylevels #orderflow #priceaction

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@globalexquant Very informative sir 💙

The equity cash open is one of the most studied windows in professional trading. Understanding why requires looking at what actually happens to market structure during this period. Cash Open Window In the 30 minutes before and after the equity cash open, market participation increases sharply as institutional and retail participants across multiple asset classes enter simultaneously. This concentrated burst of order flow creates conditions that differ significantly from the rest of the trading day. Why It Is Dangerous The sudden surge in volume affects market microstructure directly. Bid-ask spreads widen as liquidity providers adjust to the increased flow. Price moves can become less predictable during this window as large order imbalances interact with thinner resting liquidity. For participants relying on limit order execution, this environment introduces additional execution risk. NASDAQ Sensitivity NASDAQ is a high-beta index, meaning it tends to amplify broader market moves. During the cash open window, this sensitivity is particularly pronounced. The combination of elevated volatility and NASDAQ's inherent reactivity makes this instrument one of the more demanding to navigate during this specific period. The Structural Rule Allowing the initial volume surge to settle before assessing order flow gives a clearer picture of genuine directional participation versus opening noise. Many structured trading approaches incorporate a defined waiting period after the open before considering new entries. 🛡️ Education only. Trading involves risk of loss. #globalexquant #nasdaq #marketstructure #orderflow #equitytrading

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