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Fair Value Gaps in Trading

Jul 9, 2025

Overview

This lecture introduces the concept of fair value gaps (liquidity voids/imbalances) in trading, explaining what they are, their significance, and how they can improve trade decision-making.

Introduction to Fair Value Gaps

  • Fair value gaps, liquidity voids, and imbalances all refer to the same market concept.
  • These occur in price ranges where there are no opposing buy or sell orders.
  • Large, rapid price moves (big candles up or down) indicate a liquidity void.
  • Liquidity voids are the opposite of liquidity pools where orders reside.

How Fair Value Gaps Work

  • A fair value gap forms during market moves when there’s no opposing liquidity to stop price movement.
  • In an uptrend, a price surge with no sell orders creates a liquidity void.
  • In a downtrend, a sharp drop with no resting buy orders signals an imbalance.
  • When price revisits the gap, market makers can execute orders with less resistance.

Trading With Fair Value Gaps

  • Fair value gaps are best used to identify potential retracement areas in trending markets.
  • Traders can look for price reactions or break of structure on lower timeframes after a gap fills.
  • This approach provides more market-based confirmation than traditional support/resistance strategies.
  • The method can be applied to any timeframe or financial market.

Practical Insights and Application

  • Combining liquidity sweeps, break of structure, and fair value gaps can provide high-confluence trade setups.
  • These concepts serve as building blocks for a flexible trading strategy.
  • Using multiple forms of confirmation increases trade confidence and reliability.

Key Terms & Definitions

  • Fair Value Gap / Liquidity Void / Imbalance — A price range in which there are no opposing market orders, leading to swift price movement.
  • Liquidity Sweep — When the market takes out orders clustered at certain price levels.
  • Break of Structure — A price action signal indicating a change or continuation in market direction.

Action Items / Next Steps

  • No formal homework; instead, do something productive or challenging after watching this lecture.
  • Tomorrow’s topic: Techniques to spot fair value gaps and improve trading discipline.