Field note
Building Composite Profiles for Weekly Planning
How to stitch five session profiles into a weekly composite without losing the story of each day’s auction.
A weekly composite is useful only if you still remember how each session contributed volume. Blindly merging five days can hide a Monday trend day that still dominates the week’s point of control.
Print or export each session profile first. Note single prints, unfinished auctions, and whether value migrated. Only then merge into a composite and mark the weekly POC and value area.
If Monday’s high-volume node sits far from the rest of the week, ask whether later sessions accepted that level or left it as a reference for a later revisit. Composites that ignore day-type context tend to produce false mid-week levels.
In the Volume Profile Intensive we practice this on Hong Kong equity futures and a liquid FX pair so participants see how composites behave differently when the cash session is short versus nearly continuous.