ES VAH5847.25ES VAL5832.50ES POC5840.00ES IB H5849.75ES IB L5836.00ES IB RANGE13.75NQ VAH20485.25NQ VAL20410.75NQ POC20455.00NQ IB H20492.50NQ IB L20407.25NQ IB RANGE85.25PRIOR D POC5838.50OVN HIGH5851.00OVN LOW5829.25
AMT Desk
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0313:05

Value Area High & Low

70% of the session's volume by definition. VAH and VAL are the edges of fair. Outside that range you are by definition in a price discovery zone.

VIDEO · 13:05Value Area High & LowEMBED YOUR VIDEO HERE

The Value Area is the price range that contains 70% of the session's traded volume. The high end is VAH, the low end is VAL. By statistical definition, this is where the market agreed value was — not the average, not the close, but the range where most business actually happened.

VAH and VAL are the most-watched intraday levels by institutional desks for one reason: they're the line between 'accepted' and 'being probed.' Inside the value area, you're in balance. Outside, you're either in price discovery or being rejected back in.

The three opening relationships matter: open inside value, open above value, open below value. Each one carries a different statistical expectation for what the rest of the day looks like. None of them is a trade by itself — they're context.

How to actually trade those three opens — which one fades, which one extends, what to do when an extension fails — that's the engine of the paid course.