Volume Profile

Pivot Anchored


Volume Profile, Pivot Anchored by DGT

Where smart money left its mark — anchored to the turns that matter.

The Pivot Anchored Volume Profile (paVP) builds a volume distribution profile between consecutive Pivot High and Pivot Low points, revealing where participation was concentrated during each significant price swing. Rather than resetting on a fixed calendar schedule, the profile anchors naturally to market structure — making it particularly effective for swing traders and anyone studying price discovery between turning points.


Volume Profile / Price by Volume

For each completed pivot-to-pivot range, the indicator calculates the full volume distribution across configurable price levels. High-volume nodes identify areas of strong market acceptance, while low-volume gaps often act as fast-travel zones where price moves with little resistance.

Point of Control (PoC), Value Area High (VAH), and Value Area Low (VAL) are calculated automatically for each profile. The Value Area captures the configurable percentage of total traded volume (default 68%) surrounding the PoC. The PoC can optionally be extended forward — until the last bar, until price crosses it, or until price touches it.

The developing profile between the last confirmed pivot and the current bar updates in real time, giving continuous visibility into the emerging structure.


Pivot Point Labels

Labels at each pivot display configurable information — price, percentage change from the preceding pivot, and cumulative traded volume. Label content can be set to show Pivot Points, Profile High/Low, or Value Area High/Low boundaries. Hovering any label reveals a full tooltip with profile statistics including traded volume, average volume per bar, price range, PoC, VAH, VAL, and value area width.


Alerts

Built-in alerts fire when price touches or crosses the PoC, VAH, or VAL of the developing profile, and when a high-volume bar is detected — enabling real-time notification without manual monitoring.


Volume Weighted Colored Bars

Bars are colored relative to a volume moving average using Fibonacci-derived thresholds (1.618× for abnormally high, 0.618× for unusually low). Deep green and dark red mark high-conviction bars. Aqua and orange flag low-participation moves. Standard bars retain conventional green/red coloring.


Profile row count, width, placement, and background fill are fully configurable. Value Area background fill and individual VAH/VAL colors can be adjusted independently.