Rotation factor
The rotation factor is a Market Profile statistic that scores each time bracket against the previous one: plus one for a higher high and plus one for a higher low, minus one for a lower high and minus one for a lower low, zero when an extreme is unchanged. The running total over the session summarizes whether the day's auction has been rotating up or down.
Senzoukria · Glossary · Updated September 2026
The scoring rule
Compare each bracket, usually thirty minutes, with the one before it. The high scores +1 if it is higher, −1 if it is lower, 0 if it is equal; the low scores the same way. A bracket therefore contributes between −2 and +2, and the rotation factor is the sum since the first bracket. The statistic belongs to the day-timeframe tools described in Market Profile literature, notably Dalton's Mind Over Markets.
A worked example
| Bracket | High | Low | High score | Low score | Bracket total | Running total |
|---|---|---|---|---|---|---|
| A | 5,010.00 | 5,000.00 | — | — | — | 0 |
| B | 5,012.00 | 5,003.00 | +1 | +1 | +2 | +2 |
| C | 5,011.00 | 5,004.00 | −1 | +1 | 0 | +2 |
| D | 5,015.00 | 5,006.00 | +1 | +1 | +2 | +4 |
| E | 5,015.00 | 5,009.00 | 0 | +1 | +1 | +5 |
| F | 5,013.00 | 5,008.00 | −1 | −1 | −2 | +3 |
Reading the total
- A total that keeps rising says each half-hour auction has been pushing higher, which often accompanies one-timeframing and range extension.
- A total hovering near zero describes rotation around a center, typical of balance.
- A change in the slope of the running total, as in bracket F above, shows the rotation turning, without saying whether it will persist.
- The number ignores how far the extremes moved: a one-tick higher high and a twenty-point higher high score the same.
Rotation factor versus higher-high / lower-low counts
A bar-structure count that gives +1 only when both the high and the low are higher, −1 only when both are lower and 0 otherwise scores the example differently: B +1, C 0, D +1, E 0 because its high is unchanged, F −1, for a total of +1 instead of +3. The rotation factor credits each extreme separately, so it registers partial progress that a strict structure count ignores.
In Senzoukria
There is no rotation factor indicator. The bracket highs and lows are readable from the Market Profile (TPO) overlay with 'TPO letters' and 'Split columns', which keeps each bracket in its own column, or simply from a 30-minute chart. The Higher High / Lower Low indicator in the Structure & sessions group computes the strict version described above, +1, −1 or 0 per bar, and its rolling sum on 30-minute bars is the closest built-in reading.
Related
- One-timeframing
- Market profile
- TPO (time price opportunity)
- Higher High / Lower Low indicator
- Balance area
- Trend day
In the same section
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Frequently asked questions
- What is a strong rotation factor?
- There is no universal threshold, since the value depends on the number of brackets in the session and on how the instrument usually trades. Compare the total and its slope with previous sessions of the same instrument and the same session definition, rather than with a fixed number.
- Should the rotation factor be computed on the overnight session too?
- It can be computed on any sequence of brackets, but Market Profile practice usually applies it to the regular trading hours profile. Mixing the thin overnight brackets with the day session changes both the count and its meaning, so keep one convention.