medium · Volume Profile Analysis profile-shapes

After observing a D-shaped balanced profile on the ES that ended with the POC at $5,610, the next session opens with price driving directly to $5,635 — well above the prior VAH — and volume begins building at the higher level.

According to auction-market theory, what is the most likely carry-forward scenario?

  1. Responsive sellers will immediately drive price back down to yesterday's fair value because that prior level remains the only valid anchor.
  2. The market is attempting to establish a new, higher value area; if volume continues to develop at the higher level, value acceptance has occurred
  3. The prior session's D-shaped balance structure guarantees that price must return to its session POC within roughly thirty minutes of the new session open.
  4. The previous session's prior VAH level is automatically inherited and then adopted as the new session's developing session POC reference.

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