Key Levels, Weekly & Yesterday VA (Intraday VA & VWAP)

Key Levels – Sessions, Value Areas & VWAP (with Smoothed Developing POC)

This indicator is designed to remove the guesswork from marking the most important auction-market levels on your chart. It automatically plots price areas where market participation is highest and where reactions are most likely to occur — without manually drawing lines every session.

It is built around core auction market theory concepts:

Yesterday’s High / Low

Yesterday’s Value Area High (YVAH) & Value Area Low (YVAL)

Yesterday’s Volume Point of Control (YVPOC)

Today’s developing Value Area (TVAH / TVAL)

Today’s developing Volume Point of Control (TVPOC – smoothed)

Current session VWAP

Last week’s High / Low

Weekly Opening Range High / Low (WKOH / WKOL)

All levels are optional and can be switched on/off in the settings.

The goal of this tool is simple:

👉 show you where business was done
👉 show you where business is developing now
👉 help you frame trades without clutter

🧭 How to use this indicator for level marking / analysis

You do not need to draw anything manually.

The indicator highlights:

prior value areas that often act as support/resistance

developing value as the session builds

price levels where the most volume occurred (VPOC)

VWAP as a fair value reference line

This makes it suitable for quick visual “drop-down” style analysis:

Identify where price is relative to value

Mark confluences:

VAH / VAL overlap with prior week’s levels

price interacting with VWAP

revisits of YVPOC

Note whether value is:

developing higher

developing lower

balanced

You can think of these levels as areas of interest, not precise ticks.

⚡ Day trading approach (practical and simple)

This indicator is not a signal generator.
It is a framework to organize intraday trades with context.

🟢 Trend Day

Conditions:

price above VWAP

smoothed developing TVPOC drifting up

breaks above TVAH

Then:

look for pullbacks to VWAP or TVAL

target prior highs or VAH

🔴 Downtrend Day

Conditions:

price below VWAP

smoothed TVPOC drifting down

breaks below TVAL

Then:

look for pullbacks to VWAP or VAH

target prior lows or VAL

🔁 Balanced / Range Day

Conditions:

VWAP flat

TVPOC flat

price oscillates through POC

Then:

fade extremes

sell VAH / yesterday high

buy VAL / yesterday low

target → daily POC or VWAP

This is where the smoothed TVPOC helps — stability instead of noise.

🎯 About the smoothed developing TVPOC

The indicator calculates:

raw intraday Volume Point of Control (TVPOC)

applies user-controlled smoothing

This helps prevent the POC from “sticking to price” and makes it easier to read as:

an intraday value magnet

a bias gauge when drifting

a profit target in mean-reversion structures

You can adjust the smoothing length in settings depending on how responsive you want it to be.

🛑 Important notes

Not a buy/sell signal tool

Levels are zones, not exact ticks

Works across futures, indices, FX, and crypto

Best paired with your own trigger entry method (order flow, oscillator, price action, etc.)

✔️ Best timeframes

5m – 15m for day trading

1h – 4h for swing context

Daily for macro value structure