WZR Charts, page-2054

Market depth is hard to master. After 20 years of full time trading the things that I look out for are the frequency of large trades, ignore any small trades. I only look at the depth of the first 2 lines in the buy or sell column in any company. The main thing for me is the volume and price direction.

Some say that bids that are stacked below or above the first two lines can be fake but I am a firm believer that if it's in the depth it's available to buy or sell. It's the off screen traders that you have to watch out for the most though in my experience!