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Report catalog and glossary, open without an account

Which reports exist and what each Market Profile term means -- this is public. What requires an account is seeing the real numbers calculated on the data.

Report catalog -- 101 in total

market open & close

  • gap fill
  • gap fill (RTH session)
  • gap fill (London session)
  • gap fill (Asia session)
  • gap fill by gap size
  • ICT: retracement to the midnight open (NY)
  • directional bias
  • return magnitude (%) on up days vs. down days, by weekday
  • IB: initial balance breakout
  • IB: single/double break
  • IB: break rate by IB size
  • IB: extension beyond the range
  • IB as a % of the day's range
  • Afternoon IB (2-4PM ET): which side prints first
  • IB confluence -- which side breaks first + where it closes (includes the 'which side first' data)
  • IB: breakout (London session)
  • IB: breakout (Asia session)
  • IB: retracement from the extreme
  • previous day's range -- continue or reverse on the break?
  • ORB: opening range breakout
  • opening candle continuation
  • power hour continuation
  • power hour: does it print a new high/low?
  • overnight continuation

chart patterns

  • outside / inside days
  • inside bars -- does it break yesterday's range in the same session?
  • engulfing candles
  • fair value gaps
  • price vs. 50-day SMA, by weekday

range & volatility

  • the day's range vs. its own ADR (compressed/normal/expanded regime)
  • true range (ATR)
  • how far price pulls back before confirming the day's direction
  • volume by weekday
  • volume expansion continuation

support & resistance

  • pivot points
  • fibonacci levels
  • value area overlap
  • value area: extension beyond the range
  • POC migration
  • profile shape (P/b/D/double distribution) + excess

performance tracking

  • seasonality (monthly)
  • seasonality (day of month)
  • green & red streaks
  • day type (Atlas)

session analysis

  • market session correlation
  • which session (Asia/London/NY) makes the day's high or low
  • Does London break Asia's range?
  • Does New York break London's range?
  • average range by session and weekday
  • average volume by session and weekday
  • does the NY session break the overnight range?
  • does NY touch the midpoint (Half Back) of the overnight range?
  • does the opening range predict the range of the rest of the day?

weekly analysis

  • new week opening gap (NWOG)
  • previous week's range
  • which day makes the week's high/low
  • retracement to the weekly open
  • does the rest of the week break the Monday+Tuesday range?

macro events

  • NFP Friday vs. a normal Friday -- effect on the IB
  • NFP: range and direction vs. a normal day
  • CPI: range and direction vs. a normal day
  • FOMC: range and direction vs. a normal day
  • PPI: range and direction vs. a normal day
  • GDP: range and direction vs. a normal day
  • PCE: range and direction vs. a normal day
  • Jobless Claims: range and direction vs. a normal day
  • Retail Sales: range and direction vs. a normal day
  • CPI: reaction candle (08:30-08:45 ET) vs. the day's closing direction
  • FOMC: return % before/during/after
  • NFP: return % before/during/after
  • CPI: return % before/during/after
  • PPI: return % before/during/after
  • GDP: return % before/during/after
  • PCE: return % before/during/after
  • Jobless Claims: return % before/during/after
  • Retail Sales: return % before/during/after
  • FOMC: event volume vs. baseline
  • NFP: event volume vs. baseline
  • CPI: event volume vs. baseline
  • PPI: event volume vs. baseline
  • GDP: event volume vs. baseline
  • PCE: event volume vs. baseline
  • Jobless Claims: event volume vs. baseline
  • Retail Sales: event volume vs. baseline

confluence & intraday windows

  • ORB + IB confluence -- when both break the same side, probability that the day closes in that direction
  • Opening range breakout (15 min) -- breaks the high, the low, both, or neither
  • Power hour -- does it print a new session high or low in the last hour?
  • First-hour range of the session (absolute and %), by weekday
  • In which 30-minute window does the day's high or low usually occur?
  • How far the New York session extends beyond the same day's Asian session range

opening & daily volume

  • Does today's open print above, inside or below yesterday's range?
  • Volume trends: monthly average, weekly average and year-by-year breakdown
  • Today's color (green/red) conditioned on yesterday's color

open interest

  • Open Interest: trend confirmation (price vs. OI)

liquidity (bid/ask)

  • actual bid/ask spread by weekday
  • bid/ask spread: event day vs. baseline

live intraday (last ~6 months)

  • engulfing candles -- hit rate by R:R (live, intraday)
  • intraday momentum by hour of the day (live)
  • average volume and range by hour of the day (live)
  • streak of consecutive same-color candles (live)
  • adverse excursion (data-backed stop) after an IB break (live)

TradingView indicator

A real Initial Balance overlay (first 60 minutes of RTH, the same Atlas definition used across the whole platform) and gap vs. the previous RTH close -- to paste straight into your own TradingView chart. Version 1: deliberately does NOT include VAH/POC/VAL, because calculating them properly requires real time-at-price (TPO) data, not a volume proxy -- see the script's comments for details. Initial version: paste it into TradingView's Pine Editor and let us know through the contact form if you find a compile error (it has not been tested there yet).

download perfiltrade-ib-gap-overlay.pine

Glossary

The same vocabulary shown when you hover over any technical term inside the platform (Term.tsx component), gathered here.

Every glossary concept is developed, with data and its sample, in the learning guides.

Balance vs. Trend
Atlas's most basic read: if price keeps rotating inside/near the IB, the day is a balance day (rotational). If it extends beyond the IB without coming back, the day is a trend day.
Base Rate
The simple historical frequency of an event: how many times something happened out of all cases, with no opinion or prediction.
Bid/Ask Spread
The difference between the best buy price (bid) and sell price (ask) at a given moment -- it measures real liquidity. A wide spread means market makers are not willing to commit size; moves in that context are more fragile.
COT (Commitment of Traders)
The CFTC's weekly report on large-trader positioning -- the contrarian/macro read on who is positioned where.
Day Type
Atlas's classification of the session's character (trend, normal, normal variation, double distribution, neutral) based on how the profile developed.
Excess (rejection tails)
Two or more consecutive TPO periods with a single touch (single print) at the session extreme -- a sign that the market tested a price, was strongly rejected, and did not return. A long tail = strong rejection.
Gap
The difference between yesterday's close and today's open. A large unfilled gap suggests imbalance; one that fills quickly suggests the market has already "corrected" the opening mismatch.
Half Back
The midpoint (50%) of the overnight session range (Asia+London). Río uses it as the first structural level New York tests: if it rejects it and keeps going against the overnight bias, longer-term money does not agree with that bias.
Initial Balance (IB)
The price range (high-low) of the first hour of the RTH session (9:30-10:30 ET). Atlas uses it as the day's reference for balance vs. imbalance.
Market Generated Information
Atlas's central concept: the market itself (via TPO, volume, rotation) generates the information a trader needs -- there is no need to predict, you have to READ what price is already showing about balance, acceptance and rejection.
n (sample size)
How many observations back the percentage shown. An 80% with n=5 is noise; an 80% with n=200 is a real base rate.
NWOG (New Week Opening Gap)
The gap between last week's close and this week's open -- the weekly version of the daily gap fill.
Open Interest (OI)
The total number of open (unclosed) contracts at the end of the day for the front-month contract. Crossed with price direction it gives the classic read: price up + OI up = trend confirmed with new money; price up + OI down = short covering (more fragile).
ORB (Opening Range Breakout)
The price range of the first N minutes (15 by default) after the RTH open -- a shorter version of the Initial Balance.
Outstanding Level
A high, low, settle or Half Back from a previous session that price has not yet touched. Río teaches that these levels are not "forgotten" -- the market tends to come back for them sooner or later.
POC (Point of Control)
The price with the MOST time/TPOs in the session -- where the market spent the most time trading. It is the day's "center of gravity", not necessarily the closing price.
Profile Shape (P/b/D/double distribution)
P-shape: short and wide on top, narrow tail below (bullish close/short covering). b-shape: the opposite (bearish close/liquidation). D-shape: symmetric bell (balanced day). Double distribution: two value areas separated by a valley -- the day "broke" between two distinct ranges.
RTH (Regular Trading Hours)
The regular CME index futures session: 9:30am-4:00pm New York time, distinct from Globex's near-24h range.
Score (Discovery)
edge_magnitude x sample_confidence -- how far the percentage is from 50/50, multiplied by how reliable the sample size is (linear ramp up to n=30).
Seasonality
The statistical pattern of average return by month or day of the month over years of history -- base rate applied to the calendar.
Single Prints
Price levels touched by exactly ONE TPO period (30 min by default) -- they form when price moves quickly through a zone without spending time there. Many single prints in a row = directional movement, not rotational.
TPO (Time Price Opportunity)
The basic unit of Atlas's Market Profile: each time interval marks the prices it touched, building the session's profile.
VAH (Value Area High)
The upper edge of the Value Area -- the top limit of where 70% of the volume/time occurred. Crossing it with force suggests the day is becoming directional, not rotational.
VAL (Value Area Low)
The lower edge of the Value Area -- the bottom limit of the session's 70% of volume/time. The mirror image of VAH, on the downside.
Value Area
The price range where 70% of the session's volume/time occurred -- the "fair value" zone according to Market Profile.