Fair Value Gaps and Market Imbalances

Jul 5, 2024

Fair Value Gaps and Market Imbalances

What are Fair Value Gaps / Imbalances?

  • Definition: An imbalance of market orders.
    • More buy orders than sell orders or vice versa.
    • Lack of orders in the opposite direction of market sentiment.

Identification of Imbalances

  • Price Range: Imbalance occurs in a price range that lacks opposing orders.
    • Example: A big price move up creates an imbalance with fewer sell orders in that price range.
    • Same concept applies for a big price move down with fewer buy orders.

Why are Imbalances Beneficial?

  • Revisiting Price Range: When price revisits the imbalanced range, it helps predict market direction.
    • Example: Price moves up, forms an imbalance, returns to the price range, and exhibits buying power, suggesting a continued upward move.
  • Market Sentiment: Supports the idea of price continuation in the same direction as the initial move.

Continuation Confluence

  • Explanation: Imbalances act as a form of continuation confluence.
    • They indicate where market wants to continue moving but are not essential for market movement.
  • Order Blocks vs. Imbalances: Both are continuation confluences but differ from liquidity filling, which acts as a market magnet.

Practical Use

  • Order Blocks Revisited: Similar to imbalances, if price revisits an order block and shows buying or selling power, it indicates continuation in that direction.
  • Example Scenarios:
    • Downside Order Block: Market moves up, revisits price range, and sells off, confirming the move down.
    • Upside Order Block: Market moves down, revisits price range, and buys up, confirming the move up.

Key Concepts to Remember

  1. Fair Value Gaps: Imbalance of market orders in a price range.
  2. Market Sentiment: Directional move determines the type of imbalance.
  3. Price Movement: Revisiting imbalanced range with buying/selling power suggests continuation.
  4. Continuation Confluence: Fair value gaps and order blocks aid in predicting market direction.

Next Steps: Review identification methods and apply practical examples for better understanding.


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