Cluster Chart
A cluster chart is a footprint chart variant that displays total traded volume at each price level within a candle, without splitting by bid and ask side. It shows where trading activity was densest but does not reveal the directional aggression behind it.
A cluster chart displays the total volume traded at each price level within a candlestick: combining bid and ask volume into a single number per row. It provides a granular view of where activity was concentrated inside each candle, functioning as a per-candle volume profile.
Cluster chart vs footprint chart
| Feature | Cluster chart | Footprint chart |
|---|---|---|
| Volume per price level | ✓ Yes | ✓ Yes |
| Bid/ask split | ✗ No | ✓ Yes |
| Delta information | ✗ No | ✓ Yes |
| Imbalance detection | ✗ No | ✓ Yes |
| Complexity | Lower | Higher |
A cluster chart tells you where trading occurred. A footprint chart tells you where and who was aggressive. For pure volume analysis without order flow context, cluster charts are simpler and less cluttered.
What cluster charts reveal
High-volume nodes within a candle: price levels where significant two-sided activity occurred. These often act as intraday support/resistance because many participants transacted there.
Low-volume nodes within a candle: price levels traded through quickly with little activity. These are thin zones where price may move through rapidly on a retest.
Volume distribution shape: if volume is concentrated at the high of a bullish candle, it suggests buyers were active throughout the move. If concentrated in the middle, the candle may have been a two-sided auction.
Practical use
Cluster charts are useful for traders who want more granularity than a standard candle but find full footprint charts (with bid/ask splits) visually overwhelming. They are particularly common among volume profile traders who want to see per-candle POCs and volume nodes without the delta layer.