
Layer 1 Aggression
Who is initiating right now?
The delta value, the diagonal bid/ask comparisons, and the sequence of traded volume inside the bar.
Layer 2 Liquidity
Who is meeting the aggression?
Absorption, stopping volume, layering in, trapped traders. Including the proof that absorption and delta divergence at the same bar are the same event with two names.
Layer 3 Location
Does this price even matter?
Prominent POCs, naked POCs, POC clusters, unfinished business, volume holes. All generated by the footprint itself, no external indicators.
Layer 4 Result
Did the aggression produce anything?
Delta efficiency, expansion, follow-through. The layer that tells you whether all that effort actually moved the market, and the layer that vetoes continuation trades right before they blow up in your
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