Order flow: Volume Profile, Magnets and Value Drift
Where most volume traded during the session, and how that "value" moves.
Three indicators built on the same data, how much volume went through at each price during the session, which is where the market “accepted” to trade.
Volume Profile (session)
Shows a horizontal histogram beside the chart: how much volume traded at each price level during the session.
- How to read it: the longest band is the POC (Point of Control, the most-traded price); around it sits the Value Area (where about 70% of the volume went through). These are natural reference zones.
Volume Magnets (HVN)
Extracts the High Volume Nodes and draws them as horizontal “magnet” lines of support/resistance. The strongest node (the POC) is bold, the others fade: that way the main magnet stands out.
Value Drift
Recomputes value as the session develops, not only at the end: POC, VAH and VAL become lines that migrate through the day.
- How to read it: a rising POC = acceptance is moving higher (a directional bias signal); falling, the opposite.
See also The footprint, which shows the same volume split between bid and ask candle by candle.