Market Profile (TPO)

Price-time volume distribution for professional traders

Overview

Market Profile (TPO - Time-Price Opportunity) visualizes volume traded at each price level over time, originally developed by JP Steidlmayer. It reveals where prices spent the most time (accepting price) and where they spent the least (rejecting price).

Key Use: Identify fair value, volume nodes, and rejection levels for support/resistance trading.

Key Components

Point of Control (POC)

Price level with most volume traded - fair value anchor

Value Area

Range where ~70% of volume traded - where market finds balance

Unfaired Gaps

Prices where little volume traded - likely target for retracement

Use Cases

Day Trading Targets

POC = day's fair value; above/below = target zones.

Support/Resistance

Edges of value area provide strong support/resistance.

Gap Fills

Unopened gaps above/below value area often get filled.

Characteristics

✓ Advantages

  • • Clear support/resistance levels
  • • Professional traders tool
  • • Intraday edge discovery

⚠ Limitations

  • • Complex interpretation
  • • Requires charting software
  • • Better for liquid markets

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