A profile with five price levels
Our example has volumes of 10, 30, 50, 20 and 10 at prices 100 through 104. Total volume is 120 units. The point of control is 102 because its 50 units form the largest individual volume. Equal maxima require a documented tie-breaking rule.
Value area depends on conventions
A target share of 70 percent requires at least 84 of the 120 units. In a simple method, we start at the POC and add the adjacent price level with greater volume: first 101, then 103. The range from 101 to 103 contains 100 units, exceeding the target.
This example describes that particular method. Software may group price levels, add pairs or resolve ties differently. VAH and VAL comparisons therefore need matching settings.
Read the profile alongside order flow
High volume at a price does not establish which side will win afterward. Check the interval, profile resolution and price response. Delta coloring adds execution-side classification for aggressive buying or selling; it does not count all buyers and sellers in the market.
| Price | Volume |
|---|---|
| 104 | 10 |
| 103 | 20 |
| 102 · POC | 50 |
| 101 | 30 |
| 100 | 10 |