How to interpret nonparametric density on scatterplot

[#1]

For the scatterplot matrix in the multivariate platform, I have done the Spearman correlation and added the non-parametric density to the plot. How does one interpret it? There are gray regions and black dots and red regions with red dots.  What is the meaning of the coloration?  The manual speaks only about how to add it the graph and is silent on its interpretation.

Andy

[#2]

From JMP Help:

Nonpar Density

Shows or hides shaded density contours based on a smooth nonparametric bivariate surface that describes the density of data points. Contours for the 10% and 50% quantiles of the nonparametric surface are shown.