Bookmap Footprint, CVD & Volume Profile | KS8 Heatmap
Heatmap, footprint, CVD, and Volume Profile answer different questions. The advantage comes from knowing which evidence each view represents and where they agree or conflict.
Heatmap: where displayed liquidity lives
The heatmap tracks resting order-book liquidity and its history. It helps reveal persistent concentrations, walls that pull, refilling behavior, and areas where passive interest changes as price approaches.
Footprint: how transactions distribute
Footprint-style analysis organizes executed buy and sell activity by price. Imbalances can reveal where aggression is concentrated, while a failure of price to respond to that aggression can add absorption context.
CVD: how aggressive pressure accumulates
Cumulative Volume Delta aggregates aggressive buy volume minus aggressive sell volume through time. Divergence becomes relevant when CVD and price tell different stories, but the interpretation still depends on location, liquidity, structure, and the chosen data/session settings.
Volume Profile: where the market traded
Volume Profile summarizes executed volume across price. Point of Control, value-area regions, and high- or low-volume areas can frame acceptance and rejection, while the heatmap adds the separate question of where resting liquidity is currently displayed.
A practical multi-view workflow
- Start with location and market structure.
- Identify meaningful displayed liquidity and watch whether it holds, pulls, refills, or is consumed.
- Use footprint and CVD to evaluate aggressive participation and possible absorption or divergence.
- Use Volume Profile to understand where traded activity has concentrated.
- Require agreement or explicitly document contradiction before acting on the analysis.