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This chart beautifully illustrates the behaviour that I was talking about (and trying to ensure I understood) a few posts back. This mornings DAX again.
From the session open it just dropped with no base to build any sort of volume for the PvP. Volume increased on the fall and so PvP led the Vwap the whole way down. |
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Hi blowfish,
Just an idea - but the
DAX futures are open 1 hour before the cash. That is why the volume radically increases - it is getting closer to the open which then opens with a flurry of volume.
With kind regards,
MK