medium · Volume Profile Analysis auction-market-theory

A trader identifies a 'Poor High' on the E-mini S&P 500 at 5680.50 characterized by 5 TPO periods touching the level without excess. The current price is 5665.00.

If the market rallies back toward the High, what is the most statistically likely auction outcome?

  1. The level will break and the auction will extend higher.
  2. Price will stall 2 ticks below and reverse to the POC.
  3. The auction will balance exactly at the Poor High.
  4. The level will act as strong resistance and reject price sharply.

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