Volume

Volume profile

A sideways histogram of how much volume traded at each price over the bars on your screen, drawn behind the candles, with the price where the most business was done and the band where most of it happened.

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Reading the profile

The Point of Control (POC) is the price row with the most volume — where the market agreed on value, and where price is often drawn back. The Value Area, between VAH and VAL, is the band holding 70% of the volume: above it price is expensive relative to that business, below it cheap.

Thick rows are prices the market accepted and act as support and resistance; thin rows are prices it passed through quickly. Green is the volume of rising bars, red of falling bars.

Using the volume profile

  1. 1Open the ▾ beside the volume-bars (VSA) button in the toolbar and switch on Volume Profile.
  2. 2Zoom or scroll to choose the period — the profile covers the bars on screen.
  3. 3In the same menu set the number of price rows, the Value Area percentage, the width and which side it grows from.

Questions

Where does the volume at each price come from?

A daily bar records its high, low and total volume but not where inside that range each share traded, so each bar’s volume is spread evenly across its range — the standard approximation when tick data is not available.

Why 70% for the Value Area?

It is the common convention — roughly one standard deviation of a normal distribution. You can change it in the menu.

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