Session volume profile
A Volume Profile calculated separately for each individual trading session, rather than pooled across many days.
What the numbers mean
No lookback: one profile is drawn for each trading session, with the row count controlling resolution. The reference levels reset with every session.
- One profile per session; levels reset each day
- Rows — the resolution setting
- Prior-day POC, VAH, VAL — the three levels day traders carry forward
How it is used
Standard for day trading: the prior session's point of control and value-area edges are watched as the levels around which the next session opens and rotates.
- Opening above the prior value area → the market is repricing higher
- Opening inside it → a rotational day is more likely
- Prior POC → the most common intraday target
How it relates to everything else
This is the day-trading form of volume profile, and it pairs directly with VWAP and daily pivot points — all three produce levels for the same session from different inputs, and their overlaps are what traders weight most heavily.
- Prior POC + today's VWAP → a heavily watched combination
- One session is a small sample; a single block trade can distort the profile
- Overnight news makes yesterday's levels much less relevant
What to watch for
A single session is a small sample, so its profile can be dominated by one large trade, and overnight news makes the previous session's levels much less relevant.