Value Area Position % Indicator: Formula, Settings and How to Read It
Value Area Position % locates a bar's close relative to that bar's own value area: 0% sits on the value area low, 100% on the value area high, and anything outside that range means the bar closed beyond the prices where most of its volume traded.
Senzoukria · Indicators · Updated September 2026
Value Area Position % ships with the Senzoukria desktop app, in the Volume group of the indicator catalogue. It is drawn in its own panel below the chart.
What Value Area Position % measures
The value area comes from the same Steidlmayer construction as Value Area Width — 70% of bar volume by default, two-tick expansion, ties resolved upward — and the close is then expressed as a percentage of the distance from VAL to VAH. The figure is deliberately left unbounded, because a close outside the value area is precisely the observation worth having and clamping it to 0-100 would erase it. Nothing is plotted when the value area has no width, which happens on single-price bars and on bars whose volume sits entirely on the point of control, nor when tick size is unknown, since the value area walk is defined in ticks.
The formula, as implemented
This is not a description of how the indicator is usually defined elsewhere — it is what the shipped code computes, documented next to the implementation:
Position du CLOSE dans la Value Area de la barre, en % : value = (close − VAL) / (VAH − VAL) × 100 VA = même algorithme Steidlmayer que `value-area-width` (défaut 70 %, marche 2 ticks, égalité → UP). POURQUOI : dire que le close est « dans la valeur » ou « hors valeur » est la lecture Market Profile de base. > 100 % = la barre ferme AU-DESSUS de la zone où 70 % du volume s'est traité (rejet haussier / acceptation en cours plus haut) ; < 0 % = miroir ; ~50 % = clôture en pleine valeur, rien à conclure. Convention : valeur NON bornée — sortir de [0, 100] est précisément le signal, la borner le détruirait. VA plate (VAH = VAL : barre à un niveau, ou distribution entièrement concentrée sur le POC) → null : pas de largeur, pas de position. Tick size inconnu → null (la VA se marche en ticks).
How to read it
- Above 100% the bar closed higher than the band where most of its own volume traded: the extreme was held into the close instead of being pulled back into value.
- Below 0% is the mirror, with the close beneath the accepted band.
- Around 50% the bar closed in the middle of its own value and there is nothing directional to take from it.
- A run of consecutive readings on the same side of the band describes sustained acceptance away from value, which carries more than a single excursion.
- The reading is relative to each bar's own value area, so it does not say whether price is inside or outside the session's value — that needs a session profile.
Parameters and defaults
Value Area % defaults to 70 and is adjustable from 50 to 95, with the plot color as the only other input. A lower percentage narrows the band, so the close falls outside it far more often and the series spends much of its time beyond 0-100. A higher percentage widens the band until nearly every close registers inside it and excursions become rare. The default is the conventional Market Profile figure and keeps excursions meaningful.
| Parameter | Type | Default | Range |
|---|---|---|---|
| Value Area % | number | 70 | 50 – 95 |
What it does not show
This is a per-bar reading, not the Market Profile concept of trading inside or outside session value; it is not a substitute for a session value area. It uses the close alone, so it says nothing about how long price spent outside value during the bar. Bars with two separate volume clusters give a value area spanning an untraded gap, which makes the percentage misleading. It carries no information about the aggressor side at the close. Like the rest of the value area family it depends on complete per-level data and is blank on single-price bars.
Using it in Senzoukria
Add it from the Indicators panel of any footprint chart or candle chart. It runs on futures data from Rithmic or Databento and on crypto pairs from Binance and Bybit, on the same engine — the calculation does not change with the venue, only the data feeding it does. Market data subscriptions are billed by the provider, separately from the app.
Related indicators
- Volume — Volume
- Buy/Sell Volume — Volume
- Average Trade Size — Volume
- Volume ROC % — Volume
- Relative Volume — Volume
- Trade Count — Volume
See the full indicator library, or start with the order flow guide if you are new to reading aggression, delta and absorption.
Frequently asked questions
- What does it mean when a bar closes outside its value area?
- That the final price was beyond the band where most of the bar's volume traded: above the value area high the close held above the accepted prices, below the value area low it held beneath them. It describes acceptance at the extreme for that bar alone and says nothing about the session's value area.
- Why is value area position not limited to 0 to 100 percent?
- Because the excursions are the point. A close outside the value area is the observation the indicator exists to surface, so the value stays unbounded: a reading of 130 means the close sat well above the band, and clamping it to 100 would destroy that distinction.
- What is the difference between value area position and POC position?
- POC position locates the single heaviest-traded price within the bar's high-low range. Value area position locates the close within the band holding 70% of the bar's volume. The first describes where the auction concentrated, the second whether the bar finished inside or outside what it had accepted.