Trading ES in order flow with DeepCharts, DeepDom and DeepGamma: the complete course
Reading 2: Deep Stats, effort and result
The Deep Stats strip gives, for each bar, the volume (V), the delta (ΔV), the delta extremes during the bar (Max ΔV, Min ΔV) and the delta as a percentage of volume (Δ %). Its only reason to exist is to compare effort with result: how much aggression it took to move price by how much. It is the reading that turns a footprint into a decision.

On the capture: ③ 3:38 pm, ΔV +1.5K (19%) and price climbs ten points, the effort produces movement; ④ 3:48 pm, ΔV +2.2K (29%), the strongest of the session, and the high stops at 7,660 under the 0DTE call wall at 7,661, the effort is absorbed; ⑤ 4:03 pm, ΔV −604, the trapped buyers get out.
The rest of this lesson is for students
- The effort versus result matrix
- The ES thresholds, on 1 minute during the session
- Delta is read with the close
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→ Reading 3: Deep Delta and the CVD