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Bar Statistics

Bar Statistics renders a compact statistics footer below each candle, breaking down every bar into its core order flow components: buy volume, sell volume, total volume, delta, buy trades, and sell trades. Instead of reading individual cluster cells, you get an instant per-bar summary that reveals the participation balance at a glance.

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How It Works

For each candle on the chart, Bar Statistics extracts data from the underlying cluster (footprint) and displays it as a set of labeled rows beneath the candle. Each row represents a different metric, and its cell is color-graded to reflect the magnitude of the value relative to other bars. The indicator processes the following metrics per bar: Each metric is independently color-graded using the selected grading mode, allowing you to visually compare relative magnitudes across bars.

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Indicator Type

Side Panel (footer table) — renders as rows of colored cells directly below the candle chart. Does not occupy a separate subchart panel.

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Settings

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Toggling Rows

You can enable or disable any combination of the six rows. For a minimal setup, show only Delta to see net order flow. For full analysis, enable all six rows to compare volume, delta, and trade counts side by side.

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Grading Modes

The grading mode determines how cell colors are normalized — i.e., which range of values maps to the lightest and darkest color intensities. This is one of the most important settings because it controls what “high” and “low” mean visually.

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Choosing a Grading Mode

• visible (default) is the most versatile choice. As you scroll or zoom, the color normalization recalculates, always highlighting the standout bars in your current view.
• daily is useful for intraday traders who want to see where the session’s peak activity occurred.
• whole is ideal for higher timeframes where you want to compare today’s activity against weeks of history.
• individual has a narrow use case: it shows whether buy or sell volume dominated within each bar, but does not compare bars to each other.

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Practical Usage

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Identifying Institutional Participation

When a bar shows very high total volume but a relatively small delta, it indicates heavy two-sided participation — both buyers and sellers are active. This often occurs at institutional accumulation or distribution zones.

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Trade Count vs. Volume Divergence

Compare the trade count rows with the volume rows:

• High volume + low trade count = few large orders (institutional / whale activity)
• Low volume + high trade count = many small orders (retail / algorithmic noise)

This divergence is one of the most reliable footprints of smart money activity.

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Delta Confirmation

Use the delta row to confirm the direction of a breakout. A breakout candle with a large delta in the breakout direction suggests genuine aggression. A breakout with neutral or contrary delta is more likely to fail.

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Combining with Other Indicators

Bar Statistics pairs naturally with:

• Clouds — when Clouds highlights a specific price level, check Bar Statistics on that bar for the full breakdown.
• CVD (Cumulative Volume Delta) — CVD shows the running total, while Bar Statistics shows the per-bar contribution.
• Volume Profile — Profile shows where volume concentrated by price; Bar Statistics shows how volume broke down by direction on each bar.

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Alerts

Bar Statistics does not support alerts. For volume-based alerting, use the Delta or Volume indicators with anomaly highlighting enabled.

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Summary

Bar Statistics gives you a structured, color-coded decomposition of every candle without requiring you to read the raw footprint. It answers the essential order flow questions — who was more aggressive, how many participants were involved, and how does this bar compare to its neighbors — in a single glance.