What is VPOC (Volume Point of Control)?
The single price level with the highest traded volume in the period — the magnetic centre of the auction.
Definition
VPOC = the price level (or narrow band) within a period that traded the most volume. It is the apex of the volume-by-price profile. Daily VPOC, weekly VPOC, and composite (multi-day) VPOC are the three most-watched flavours. Unlike VWAP (a moving average), VPOC is a static level until the next session.
Why it matters for trading
- VPOC acts as a magnet. After a session ends, price re-tests the prior session's VPOC ~70% of the time within 3 trading days — the volume cluster represents the agreed fair-value zone.
- A breakout that *closes above* yesterday's VPOC with sustained volume confirms a regime shift. A failed breakout that returns inside VPOC is high-probability mean-reversion.
- Composite VPOC (5-day or 20-day) defines major support/resistance shelves. Institutional desks position around these levels because liquidity depth is structurally higher there.