medium · Volume Profile Analysis auction-market-theory

A session in the DAX opens at $18,250, which is 50 points above yesterday's range. In the first 15 minutes, the price rallies to $18,320 on heavy volume (3.5x average) and shows no lower wicks on the 5-minute candles.

What is the recommended strategy for the morning session?

  1. Enter short expecting a 'reversal day' due to the opening gap.
  2. Enter long on the first shallow pullback to the VWAP.
  3. Wait for a 'gap fill' back to yesterday's high before entering.
  4. Fade the move at the first major resistance level.

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