Is value migrating higher or lower?
MARKET STRUCTURE · VALUE MIGRATION · ADVANCED
Market Profile value-area migration across sessions: is today's value area moving higher, lower, or overlapping the prior session? A migration percentage and scenario framing for each direction.
Is value migrating higher or lower?
Pick an instrument and a past session date. I'll compare today's value area against the prior session's: migrating higher, migrating lower, or overlapping (balance), with a migration percentage.
What does "value migration" actually measure?
It compares the current session's value area (VAH/VAL/VPOC) against the prior session's. If the current value area sits clearly above the prior one, value is migrating higher: a sign of directional conviction, not just a one-session spike. If the two overlap, the market is in balance, rotating rather than trending.
What is the migration percentage?
How much the value area shifted relative to the prior session's value area width, expressed as a percentage. A small percentage means the two value areas mostly overlap; a large one means a clean, non-overlapping shift.
How is this different from Session Structure?
Session Structure classifies the shape of a single session (trend/balance/normal/etc.) using the initial balance and range extension. Value Migration only compares where value sits now versus where it sat last session, which is one of the inputs Session Structure also uses internally, surfaced here on its own.
Which exchanges and instruments does this support?
Binance and Bybit perpetual futures. Pick any date up to yesterday (UTC).
What does the invalidation level mean?
The price level that would undo the current migration read: for a "higher" migration, a rotation back below the prior value area's low invalidates it; for "lower," a recovery back above the prior high does.