Volume Profile

Period Anchored 

Anchored Volume Profile by DGT

Track where the market truly accepted price — and where it didn't.

The Anchored Volume Profile (aVP) combines a fully adaptive Volume Profile, VWAP with asymmetric deviation bands, and key anchor-level references into a single, cohesive framework. Designed for traders who want to understand market structure through the lens of volume — not just price.

Volume Profile / Price by Volume

Displays the distribution of traded volume across price levels for each anchor period, revealing where the market spent the most time and showed the greatest participation.

Point of Control (PoC), Value Area High (VAH), and Value Area Low (VAL) are calculated automatically. The Value Area captures the configurable percentage of total volume (default 68%) closest to the PoC — a concept rooted in market profile theory.

Optional Bull/Bear Dominance overlay visualizes directional aggression at each price level, helping distinguish absorption from conviction.

Anchor Period

The profile and VWAP reset at the start of each anchor period. Available anchors include Session (RTH), Day, Week, Month, Quarter, Year, and Earnings Event. Auto (Smart) mode selects the most appropriate anchor based on the chart timeframe automatically.

VWAP & Deviation Bands

Volume Weighted Average Price is calculated from scratch at each anchor reset. Two deviation band pairs — inner and outer — can be displayed in either Symmetric or Asymmetric mode. Asymmetric mode calculates upper and lower deviations separately based on directional volume, revealing absorption zones and directional pressure more accurately than a standard symmetric envelope.

Previous anchor VWAP close is available as a reference level for the developing period.

Previous Anchor Levels

High, Low, and Close of the completed anchor period are plotted as labeled reference lines, providing immediate context for where price is trading relative to the prior structure.

Volume Weighted Colored Bars

Bars are colored based on their volume relative to a moving average, using a Fibonacci-derived threshold (1.618× for high, 0.618× for low). Abnormally high volume prints in deep green or dark red. Low participation bars appear in aqua or orange. Standard bars retain the conventional green/red coloring.

Notes

Earnings Event anchor is available for stocks only and uses actual or standardized earnings data. The developing anchor profile can be displayed in isolation via the Show Developing Anchor Only option, with a horizontal offset control for chart readability. Profile placement (Left / Right), row count, and width are fully configurable.