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US500 closed up 2.52 % on the day, trading between 7,364.30 and 7,574.70. The high came at 3:15 PM ET (20:15 UTC) and the low at 7:00 PM ET (00:00 UTC).
±3.5 % around price · at the close
Asia, London and New York, each summed up when it closes. Times follow local opening hours.
Written from the data, not opinion.
Positioning puts the upper wall at 7,575.00 and the lower wall at 6,750.00.
At 05:18 UTC a 375 US500 bid wall at 7,401.35 was pulled before price reached it.
At 14:52 UTC a 1,096 US500 ask wall at 7,499.94 was eaten by market orders.
The ask wall at 7,574.75 held at 20:28 UTC: about 22 US500 traded into it and price turned 9.15 USD away.
Classified from every trade at the wall's own price, not from candles. What is a liquidity wall?
| Event | Wall | Time |
|---|---|---|
| Pulled | Bid wall 7,401.35 375 US500 wall, 287 US500 removed in 5.2 s, almost nothing traded Open in Depth → | 05:18 UTC |
| Pulled | Bid wall 7,374.55 393 US500 wall, 353 US500 removed in 43.0 s, almost nothing traded Open in Depth → | 07:42 UTC |
| Pulled | Ask wall 7,444.58 456 US500 wall, 397 US500 removed in 5.7 s, almost nothing traded Open in Depth → | 12:45 UTC |
| Eaten | Ask wall 7,499.94 1,036 US500 of 1,096 US500 traded away Open in Depth → | 14:52 UTC |
| Pulled | Bid wall 7,521.30 352 US500 wall, 272 US500 removed in 55.5 s, almost nothing traded Open in Depth → | 17:04 UTC |
| Held | Ask wall 7,574.75 22 US500 traded into it, price turned 9.15 USD Open in Depth → | 20:28 UTC |
Where public open positions would be liquidated, by price: the upper wall, lower wall, flip and fast walls (20x leverage or more). It is an estimate from part of the market's positions. Looking for the call wall, put wall or gamma flip? These are the same kind of levels, built from where traders hold positions rather than from options. End of day.
| Upper wall Largest cluster of liquidations above the price (our call wall alternative) | 7,575.00 from 7,400.00 |
| Lower wall Largest cluster of liquidations below the price (our put wall alternative) | 6,750.00 |
| Flip Where liquidations below equal liquidations above (our gamma flip alternative) | 7,550.00 from 7,375.00 |
| Upper fast wall Positions with 20x leverage or more | 7,575.00 from 7,400.00 |
| Lower fast wall Positions with 20x leverage or more | 7,525.00 from 7,250.00 |
Largest walls within 2.5 % of price.
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Open DepthMethod. Price, volume and order book from perpetual futures. Positioning shows where public open positions would be liquidated, by price; it is an estimate from part of the market's positions. A wall is "held" when trades hit it and price turned, "pulled" when it vanished within seconds with almost nothing traded, "eaten" when most of it was traded away. Times are UTC. Updated 10 Nov 00:07 UTC.