medium · Volume Profile Analysis auction-market-theory

On NQ, the morning's Initial Balance spans 20,400 to 20,480 (80 points). In the afternoon, price extends to 20,560 and then retraces back to 20,490 by the close.

How wide is the range extension for this session and what area represents 'accepted' value above the IB?

  1. Range extension = 80 points; accepted value above IB is 20,480 to 20,560
  2. Range extension = 80 points; but nothing above the IB is accepted because price retraced
  3. Range extension = 160 points (the full session range); the IB is irrelevant to measuring extension
  4. Range extension = 80 points; the close at 20,490 confirms acceptance only between 20,480 and 20,490

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