Volume Profile
Order Flow Analysis glossary · Footprint & Delta Analysis
Definition
A horizontal histogram of total volume traded at each price level over a chosen session or period, derived from Market Profile theory. Key levels read off the profile are the POC (highest-volume price — the session's fairest), VAH and VAL (upper and lower bounds of the 70% value area), high-volume nodes (acceptance zones) and low-volume nodes (rejection zones the market moved through quickly). The profile reveals where price was accepted versus rejected, which traditional time-based charts cannot show.
Volume Profile in plain English
A normal chart shows price over time; a volume profile flips your thinking to price over ACTIVITY — it's a sideways bar chart where longer bars mark the prices where the most trading happened. This instantly reveals where the crowd agreed a price was fair (long bars, called high-volume nodes or 'acceptance' zones) versus prices everyone rushed past without dealing (short bars, low-volume nodes or 'rejection' zones). Key readouts include the POC (the busiest price — the fairest), and the VAH and VAL, which are the top and bottom edges of the range holding the middle 70% of all volume. Like seeing which snack tables at a party got mobbed and which stayed empty, it tells you where value really lived — something a plain time-based price chart simply can't show.
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