Let's consider on an example how traded the previous contract on s&p 500 mini futures.With the help of volume counter I look for the prices
with the maximum volumes for the contract. A principle is simple: in the beginning of the contract investors open long-term positions and that forms a trend.
After accumulation of large volume there is "working off" of prices with max volumes and strong movement.The market comes back to the prices with large volume and without "pressing them through" it "flies away".
The first prices with large volumes in the beginning of the contract: 1179 / 1250 / 1252/ 1250 / 1210.



Chart shows all the contract that began in September:



Market declined.After strong movement on sale on the prices 967 and 968 new maximum volumes for contract appeared, that means that possibly the trend may be reversed or
may also continue to decline for a long time. The market has given sales from that prices.And declined again. After that the new volume of the contract has been made on
the price 870,and that new max volume reversed the market to the previous max volume on 967-968.



All given movements of the market are used for opening positions on "buy or sell", only when it is confirmed by intraday volume and there is an intraday-deal in the same way.