we must first understand why the price moves. Below is a picture of the DOM. The price ladder is the breakdown of resting limit orders between 5 levels indicative buyers (Green) and 5 levels indicative sellers (Red). The price level is marked yellow is the last price paid. In the parentheses, the number of contracts last traded. By reading the flow of orders we are trying to draw attention to shifts in the balance between buyers and sellers, and at an early stage to position ourselves before those who only follow the price, and various price-based indicators, ie majority. Order flow trader trying These forecasts rich no a few seconds ahead, so the method is primarily of interest to intraday speculators
