| QUANT | Depth Mapper | 

This wise tool, is only designed to be read and studied in daily time units! Indeed, you will find on it, one and the same price bar (in the form of Japanese candlesticks) which will in fact represent the price bar of the day! The daily price bar (daily time unit).

With this tool, you will be able to measure with great precision three main elements: the volume delta per price level; the last available quantity seen in the order book per price level; and the maximum quantity that has been printed in the order book per price level.

The goal here is very simple with this tool! It is going to be able to detect the main price zones where there has been strong iceberg activity (iceberg build-up) ; as well as the main price zones where there has been a large liquidity leak! (drastic reduction of limit orders after the start of the market strike).

This is a very useful tool for relying on price zones that we will be able to observe as soon as the price approaches them! We will also notice that these detected zones very often make magnet, then rejection. Like a big limit order in the orderbook. These are certainly price zones of interest for market algorithms.