Day Trading Session Levels

A clean, session‑accurate framework for intraday traders - maps-out critical levels from the prior session to save you prep time in the morning.
Automatically adapts to equities and futures, with all levels time‑anchored to the exact bar where they occurred.
Features
Prior Day High / Low (PDH / PDL)

Tracks the true previous RTH session
Not based on calendar days
Futures‑aware weekend handling (Thursday → Sunday/Monday)

Overnight High / Low (ONH / ONL)

Combined overnight session
Equities: After‑Hours + Pre‑Market
Futures: Globex PM + Globex AM
Levels reset at the correct session boundary
Anchored to the bar where the extreme was made

Prior Day Value Area (VAH / VAL / POC)

Calculated by full volume profile of the prior RTH session
Identifies: POC (highest‑volume price), VAH / VAL (70% value area)
Optional shaded value‑area region extending into the current session

Automatic Session Detection

Adjusts logic for equities vs futures
Handles Globex structure, dead zones, and weekend behavior

Clean, Time‑Anchored Visuals

All levels extend forward using bar‑time anchoring
Consistent across all timeframes
Optional price‑scale markers and text labels

Minimal Mode

One‑click option to show only: PDH, PDL, ONH, ONL
Perfect for traders who want a clean, high‑signal chart.

This indicator was built with help from AI-coding tools. Please reach out to me if you find issues or have suggestions for improvement.

Notas de prensa

commented-out some un-used debug code

Notas de prensa

Updated some visuals.
ONH/ONL are now calculated as developing through the current overnight session and then remain fixed once regular trading hours begin. Reset upon end of regular trading hours session.

Notas de prensa

Unified session detection logic for futures versus equities.

Notas de prensa

Update Notes - 2026-06-02

Updated Script to Pine v6
Rebuilt the entire Prior Day RTH Volume Profile engine
Replaced the old index‑based VP logic with a new timestamp‑based session reconstruction system. This eliminates multi‑timeframe drift and ensures VAH/VAL/POC match TradingView’s fixed‑range VP far more closely.
Added timestamp tracking for RTH session boundaries
RTH start/end are now stored using actual bar timestamps, not bar indexes. This makes the script fully stable across all chart timeframes.
Optimized VP calculation for major performance gains
The volume profile is now computed once per day at RTH close, instead of recalculating on every bar. Runtime performance is significantly improved, especially on 1m/5m charts.
Replaced full-session rescans with cached session highs/lows
The script now uses the stored RTH high/low instead of scanning thousands of bars to rediscover them.
Improved volume distribution logic
Volume is now distributed uniformly across each bar’s high–low range, producing a smoother and more accurate per‑price histogram.
Reworked VAH/VAL/POC expansion logic
The 70% value‑area expansion now uses a centered, bidirectional accumulation around the POC for more consistent results.
Updated VAH/VAL/POC ray anchoring
Rays are now anchored to the start of the prior RTH session, ensuring consistent alignment with other session‑based levels.
General cleanup and stability improvements
Removed redundant loops, reduced lookback windows, and improved internal state handling for more predictable behavior.

Notas de prensa

Added Prior Day's Close (PDC) anchored ray & labels.

Notas de prensa

Fixed issue with PDC calculation, ensuring only a single ray is displayed on the chart from prior day, and no previous day before that.

Script de código abierto

Fiel al espíritu de TradingView, el creador de este script lo ha convertido en código abierto, para que los traders puedan revisar y verificar su funcionalidad. ¡Enhorabuena al autor! Aunque puede utilizarlo de forma gratuita, recuerde que cualquier republicación del código está sujeta a nuestras Normas internas.

ech0whiskey

Exención de responsabilidad

La información y las publicaciones no constituyen, ni deben considerarse como, asesoramiento o recomendaciones financieras, de inversión, de trading u otro tipo, proporcionadas o respaldadas por TradingView. Obtenga más información en Condiciones de uso.

Script de código abierto

ech0whiskey