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Session Volume Profile

Volume distribution analysis by session with profile shape classification

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Session Volume Profile — Strategy Guide

Volume Distribution by Session

This report analyzes how volume is distributed across price levels within each trading session. It identifies the POC (Point of Control), value area boundaries, and classifies the profile shape to reveal the session's market structure.

Profile Shapes

D-Shape (Normal) — Balanced distribution with POC near center. Indicates a fair price was found and the market is in balance.

P-Shape — High volume concentrated in the upper portion. Indicates buying activity and potential for upward continuation.

b-Shape — High volume concentrated in the lower portion. Indicates selling activity and potential for downward continuation.

Double Distribution — Two distinct clusters of volume separated by a low volume area. Indicates the market moved from one value area to another.

Trading Strategy

Trade from value area edges back toward the POC for mean reversion setups. The POC acts as a price magnet — when price deviates from it, there's a statistical pull back toward the highest-volume price. Use profile shape to confirm trend direction: P-shape profiles support long positions, b-shape profiles support shorts.

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Using the Session Volume Profile Report

Pro Tip

Compare the current session's developing profile shape to the completed profile shapes from the report. If a P-shape is forming during the current session, and the report shows P-shapes historically lead to continuation, you have a statistical edge for directional trades.

Session Bias

Gap Fill