hard · Volume Profile Analysis auction-market-theory

A Market Profile chart shows that the session high has only a single TPO letter printed at it — the H period — and no other period touched that price. The high was never revisited and the market sold off from it sharply. In contrast, the session low shows four TPO letters from four consecutive periods.

How should a skilled profile reader interpret these two extremes?

  1. The single-TPO high is an excess tail indicating strong rejection — it is a well-formed high; the multi-TPO low is a poor low that is vulnerable to being revisited
  2. The single-TPO high is a poor high that is likely to be tested in a future session; the multi-TPO low is an excess tail showing strong rejection from below
  3. Both extremes are equally reliable since TPO count at the extreme does not affect the quality of the high or low
  4. A single-TPO extreme is always a trend-day signature and signals the market will continue through it in the next session

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