medium · Volume Profile Analysis auction-market-theory

What structural feature on a Volume Profile defines 'Excess', and how does it differ from a 'Failed Auction'?

  1. Excess is simply a dense high-volume node sitting at the very top of a profile, while a Failed Auction is just an ordinary low-volume node below.
  2. There is no difference between them; 'Excess' is merely the classic Market Profile term while 'Failed Auction' is the equivalent newer Volume Profile term.
  3. Excess is a sharp tail/wick at a session extreme signifying auction completion, whereas a Failed Auction is a brief probe with no time for discovery.
  4. Excess can only ever form during 'Trend Days', whereas Failed Auctions are strictly restricted to 'Normal Days' and never appear on any other recognized day type.

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