Session Levels: PM, PD, Asia, POC, VWAP
Session Levels: PM, PD, Asia, POC, VWAP
Overview
This indicator puts the intraday reference levels most day traders mark by hand into one overlay: previous day high/low, pre-market high/low, Asia session high/low, a developing volume Point of Control, and VWAP. Each level is labeled on the right with its exact price. A compact bias panel summarizes where price sits relative to all of them, so you can read session context at a glance.
Why these levels together:
These are the levels where intraday auctions most often stall, sweep, or reverse. Previous day and pre-market extremes mark where earlier participants defended price. The Asia range is the overnight balance that London and New York often run. POC and VWAP show where today's volume and average price sit, which tells you whether price is trading at value or away from it. Reading them together shows confluence (levels stacked close together), whether the market is accepting above or below yesterday's range, and where the next magnet is after a level breaks.
How it works
• Session detection: each bar is assigned to a session by its open time in the selected timezone (default New York, DST-aware). Overnight windows such as 20:00–00:00 are supported. Sessions are typed as HHMM-HHMM and are fully adjustable.
• Previous day high/low: by default, the high/low of the prior regular session (09:30–16:00 ET). Set "Previous day basis" to Full trading day to use the full exchange day including overnight (CME futures: 6pm–5pm ET). Levels lock when the session closes, so they stay correct through the overnight session. RTH-only stock charts are handled.
• Pre-market high/low: tracked live during pre-market (default 04:00–09:30 ET) and held afterward.
• Asia high/low: tracked during the Asia session (default 20:00–00:00 ET) and held until the next one starts.
• Developing POC: a volume profile is built incrementally from each reset (trading day start or RTH open, your choice). By default, volume comes from the 1-minute bars inside each chart bar, and each 1-minute bar's volume is spread evenly across the price rows it traded through. This keeps the POC close to a true volume profile on 5m–30m charts. Where 1-minute history isn't available, chart bars are used instead. Row height is automatic (previous profile range ÷ 200, rounded to the tick) or a fixed number of ticks. With 1-tick rows, the POC is reported at an exact price. The previous POC can also be shown.
• VWAP: volume-weighted average of HLC3, anchored to the same reset as the POC.
Bias panel
The panel reports price relative to VWAP (and whether VWAP is rising or falling), the POC, the prior day range, the pre-market range, and the Asia range. Five of those items add up to a score from −5 to +5: above/below VWAP, VWAP slope, above/below POC, prior-day location, and pre-market location. +3 or higher reads Bullish, −3 or lower reads Bearish, and anything between is Mixed/balance. The panel describes where price is right now relative to accepted value and recent extremes. It is context, not a prediction or a trade signal.
Alerts
Alert conditions are included for price crossing each level and for the bias turning bullish or bearish.
Notes
• Use a 30-minute or lower chart. Above 30m, bars straddle session boundaries (for example, 09:00–10:00 contains both pre-market and RTH), so session highs and lows can't be exact. The script shows a reminder in that case.
• For stocks, turn on extended hours to see pre-market and Asia levels.
• POC and VWAP require volume from your data feed.
• Pre-market, Asia, POC, and VWAP update live while their session is forming. They're developing levels by design. Locked levels (previous day, completed pre-market, completed Asia) do not repaint.
• All calculations use the chart's own symbol and session, so levels match the candles you see.
• This is a charting tool, not trading advice.
Overview
This indicator puts the intraday reference levels most day traders mark by hand into one overlay: previous day high/low, pre-market high/low, Asia session high/low, a developing volume Point of Control, and VWAP. Each level is labeled on the right with its exact price. A compact bias panel summarizes where price sits relative to all of them, so you can read session context at a glance.
Why these levels together:
These are the levels where intraday auctions most often stall, sweep, or reverse. Previous day and pre-market extremes mark where earlier participants defended price. The Asia range is the overnight balance that London and New York often run. POC and VWAP show where today's volume and average price sit, which tells you whether price is trading at value or away from it. Reading them together shows confluence (levels stacked close together), whether the market is accepting above or below yesterday's range, and where the next magnet is after a level breaks.
How it works
• Session detection: each bar is assigned to a session by its open time in the selected timezone (default New York, DST-aware). Overnight windows such as 20:00–00:00 are supported. Sessions are typed as HHMM-HHMM and are fully adjustable.
• Previous day high/low: by default, the high/low of the prior regular session (09:30–16:00 ET). Set "Previous day basis" to Full trading day to use the full exchange day including overnight (CME futures: 6pm–5pm ET). Levels lock when the session closes, so they stay correct through the overnight session. RTH-only stock charts are handled.
• Pre-market high/low: tracked live during pre-market (default 04:00–09:30 ET) and held afterward.
• Asia high/low: tracked during the Asia session (default 20:00–00:00 ET) and held until the next one starts.
• Developing POC: a volume profile is built incrementally from each reset (trading day start or RTH open, your choice). By default, volume comes from the 1-minute bars inside each chart bar, and each 1-minute bar's volume is spread evenly across the price rows it traded through. This keeps the POC close to a true volume profile on 5m–30m charts. Where 1-minute history isn't available, chart bars are used instead. Row height is automatic (previous profile range ÷ 200, rounded to the tick) or a fixed number of ticks. With 1-tick rows, the POC is reported at an exact price. The previous POC can also be shown.
• VWAP: volume-weighted average of HLC3, anchored to the same reset as the POC.
Bias panel
The panel reports price relative to VWAP (and whether VWAP is rising or falling), the POC, the prior day range, the pre-market range, and the Asia range. Five of those items add up to a score from −5 to +5: above/below VWAP, VWAP slope, above/below POC, prior-day location, and pre-market location. +3 or higher reads Bullish, −3 or lower reads Bearish, and anything between is Mixed/balance. The panel describes where price is right now relative to accepted value and recent extremes. It is context, not a prediction or a trade signal.
Alerts
Alert conditions are included for price crossing each level and for the bias turning bullish or bearish.
Notes
• Use a 30-minute or lower chart. Above 30m, bars straddle session boundaries (for example, 09:00–10:00 contains both pre-market and RTH), so session highs and lows can't be exact. The script shows a reminder in that case.
• For stocks, turn on extended hours to see pre-market and Asia levels.
• POC and VWAP require volume from your data feed.
• Pre-market, Asia, POC, and VWAP update live while their session is forming. They're developing levels by design. Locked levels (previous day, completed pre-market, completed Asia) do not repaint.
• All calculations use the chart's own symbol and session, so levels match the candles you see.
• This is a charting tool, not trading advice.
Aviso legal
As informações e publicações não se destinam a ser, e não constituem, conselhos ou recomendações financeiras, de investimento, comerciais ou de outro tipo fornecidos ou endossados pela TradingView. Leia mais nos Termos de Uso.
Aviso legal
As informações e publicações não se destinam a ser, e não constituem, conselhos ou recomendações financeiras, de investimento, comerciais ou de outro tipo fornecidos ou endossados pela TradingView. Leia mais nos Termos de Uso.