medium · Volume Profile Analysis profile-shapes

An index moves from 5,600 to 5,620 during a morning session, producing a P-shape profile with the upper value area between 5,612 and 5,620. The afternoon session produces a distribution centered lower, between 5,595 and 5,610.

What does the downward migration of value from morning to afternoon tell a volume profile analyst?

  1. Value is migrating higher; the afternoon distribution above 5,595 confirms buyer dominance
  2. The sessions are independent; value area migration has no analytical significance in intraday profile work
  3. Value accepted in the morning was rejected by the afternoon auction; the market found a lower fair value range, suggesting sellers took control after the morning P-shape exhausted short covering
  4. The afternoon distribution confirms the P-shape is permanent; the market will return to 5,620 by the end of the week

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