Volume Profile Analysis Glossary: Key Terms and Definitions
- Below value
- Buying tail
- Day timeframe trader (DTF)
- Expectancy
- Flexible Profile
- Federal Open Market Committee (FOMC)
- Half-position rule
- Imbalance
- Long liquidation
- LVN (Low Volume Node)
- Normal variation day
- Open Test Drive (OTD)
- Short covering
- Single print
- Trailing stop
- Volume Profile
- Confluence
- Confluence score
- Day type
- Excess high / Excess low
- Fisher z-transformation
- Normal day
- Open Drive
- Overnight inventory
- Position sizing
- Tick
- Trend day
- True Range (TR)
- Ask
- Bracket Profile
- Footprint chart
- Initiative activity
- Liquidity
- Open Auction (OA)
- Order flow
- Profile migration
- Support/Resistance flip
- Three-wave post-release pattern
- Value Area High (VAH)
- Walking the stop
- Auction failure
- Buying imbalance
- Drawdown
- Liquidity sweep
- Neutral day
- Non-trend day (inside day)
- Pip
- POC (Point of Control)
- Poor high (poor low)
- Reversal day
- Risk-free rate
- Selling tail
- Stacked imbalances
- Swap (Rollover)
- Swing high/Swing low
- Above value
- Accumulation
- Balanced profile
- Bid
- Chandelier Exit
- Composite Profile
- Delta
- Developing POC
- Exhaustion delta
- HVN (High Volume Node)
- Iceberg order
- MAE (Maximum Adverse Excursion)
- NFP (Non-Farm Payrolls)
- Rejection
- Revenge trading
- Round number
- Selling imbalance
- Sortino ratio
- Stop-Loss (SL)
- Value Area Low (VAL)
- Absorption
- Calmar ratio
- COT (Commitments of Traders)
- Distribution
- Divergence (CVD/price)
- Other timeframe trader (OTF)
- Profile Value Area
- R (Risk Unit)
- Spread
- VWAP (Volume-Weighted Average Price)
- b-shape profile
- Break-even stop
- CVD (Cumulative Volume Delta)
- D-shape profile
- Excess
- Imbalanced profile
- Initial Balance (IB)
- Kelly Criterion
- MFE (Maximum Favorable Excursion)
- Open Rejection Reverse (ORR)
- Pain trade
- R:R (Reward-to-Risk ratio)
- Ranked Profile (Sorted Profile)
- Session Profile
- Slippage
- Surprise
- Three-day rule
- Time-weighted profile (TPO)
- VA (Value Area)
- Value migration
- Algorithmic execution
- ATR (Average True Range)
- Auction Market Theory
- Double-distribution trend day
- ECN (Electronic Communication Network)
- Initial Balance Extension
- Market Profile
- Naked POC (nPOC, Virgin POC)
- P-shape profile
- Range Profile
- Responsive activity
- Sharpe ratio
- Spoofing
- Trapped traders
- Walk-forward testing