TPO Weekly Profiles Crimson shows the regular-session auction of each week as one shaded TPO (Market Profile) next to a weekly volume profile. It is preset for ES (S&P 500 futures) and is the first chart of the Crimson Day Trading Suite: the zoomed-out view that tells you what the market has been doing all week before you look at a single intraday bar.

What is on the chart

• Shaded weekly TPO profiles for the regular trading session (RTH). The darker the shade, the earlier in the week that part of the profile was built.
• Single prints that highlight gaps and weak spots in the market structure
• Weekly volume profiles next to the TPO, for a volume-based view of the same auction
• A custom green Open Marker that standard Sierra Chart does not offer

Reading the shading

The shading turns the weekly profile into a timeline. If the dark (early-week) blocks sit low and the light (late-week) blocks sit high, the market migrated value higher through the week. If the light blocks fold back into the dark ones, the week rotated and went nowhere. Single prints show where price moved too fast to build a fair auction, the levels that often get revisited and tested.

Good to know

• Preset for ES. For other markets, match the session times and price scaling.
• TPO is an Advanced Sierra Chart feature. We recommend Package 11.
• Also included in the Crimson Day Trading Suite (chart 1 of 6). See all Sierra Chart TPO and Market Profile templates.
• For your preparation: the Volatility & Range Projection indicator shows the expected size of each session, based on the market’s volatility index.