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Liquidity

What is Buy-Side Liquidity?

The pool of buy orders resting above resistance — shorts' stops and breakout longs.

The DefinitionBuy-Side Liquidity, defined

Buy-Side Liquidity is the cluster of buy orders sitting above obvious highs: swing highs, overnight highs, equal highs, and round numbers. It consists of stop-loss orders from short positions (which are buy orders) and pending breakout entries from momentum buyers. Smart money sells into buy-side liquidity because it's the deepest pool of willing buyers. Once taken, the price often reverses — which is why the sweep of buy-side liquidity is a classic short Reveal.

Why It MattersWhy Buy-Side Liquidity matters

Every obvious high is a target. Mark your buy-side pools before the session and you'll stop being surprised when price runs them.

In PracticeBuy-Side Liquidity — a real example

Example · New York Session

Equal highs at 5,847 and 5,847.25 — a magnet. Price runs to 5,848.50, fills the breakout buyers, reverses hard. Buy-side liquidity: taken.

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