Order Flow
Volume Profile / Value Area
A histogram of volume by price level, not by time. The busiest level is the point of control, and the tightest band holding about 70% of the session's volume is the value area.
Step the tape, watch the profile build
Play, pause, or step the candlestick tape one bar at a time. Every bar's simulated volume gets split across the price levels its high-to-low range actually touched, weighted toward where it closed, and added to the horizontal histogram on the right. POC, VAH, and VAL redraw on the price chart after every bar. Click any histogram level to see its exact share of total volume, and flip on "trade back to value" to track how often price returns inside the value area after closing outside it.
Click a histogram bar to see its share of total volume.
Press play or step to begin the session.
How it works
- Volume is allocated by price, not by bar. Every bar's volume gets spread across the price levels between its high and low, weighted so levels closer to that bar's close receive a larger share, a simplified stand-in for the idea that more contracts typically trade near where price settles.
- The point of control (POC) is the single busiest price level. Whichever level has accumulated the most volume so far becomes the POC, and it can move as new bars print.
- The value area (VA) is built outward from the POC. Starting at the POC, this tool keeps adding whichever neighboring level, above or below, has more volume, one level at a time, until the levels included hold about 70% of the session's total volume. The top of that band is VAH, the bottom is VAL.
- Everything here recomputes live, using only bars that have actually printed. POC and the value area at bar 10 can look completely different from POC and the value area at bar 40, this is a running session profile, not a fixed end-of-day snapshot.
- "Trade back to value" tracks a simple mean-reversion idea. Whenever a bar closes outside the current value area, this tool watches the next 5 bars for any close back inside it, and tallies how often that actually happens.
Where this breaks
This volume is simulated and the allocation is simplified
A real volume profile is built from actual executed trade volume at each price tick, matched to where those trades actually printed. The volume on this page is a randomized number loosely scaled to each bar's range, and the split across price levels here uses one clean rule, overlap with the bar's high-low range weighted toward the close, when a real intrabar volume distribution can be lumpy, front-loaded, or back-loaded in ways a simplified split can't capture. The value area algorithm here also adds one level at a time rather than the two-at-a-time grouping some platforms use, which can shift VAH and VAL by a level or two versus a professional charting package. None of this is calculated from a real order book, and a real session's POC can also get dragged around by a single large print in a way this simulation doesn't model.