← All guides Day Structure
Day Structure classifies the current trading session into one of 7 Market Profile day types — each with distinct implications for intraday strategy.
The 7 day types
- Trend Day: Strong directional move from open. Initial Balance (IB) range small, price continues in one direction. Trade with trend, look for pullbacks to VWAP.
- Normal Day: Moderate IB, single distribution, rotational. Price stays near VWAP. Fade extremes, mean-revert.
- Normal Variation: Similar to Normal but with a late directional extension. Can fool traders fading the initial range.
- Neutral Day: Balanced, two-sided trading, IB expands both ways. No clear edge — reduce size, trade smaller.
- P-shape (Long Liquidation): Strong rally then rotation lower as longs take profit. Distribution at highs. Fade late rally attempts.
- B-shape (Short Covering): Weak sell-off then recovery as shorts cover. Support at lows. Fade late weakness.
- Double Distribution: Two distinct price clusters separated by a gap. Trade the gap as a reference level.
Confidence and entropy
Each classification comes with a confidence score ("firm", "developing", "uncertain"). Early in the session, entropy is high — more types are plausible. As the session progresses, the classifier accumulates evidence and sharpens. Don't over-trade a "low confidence" reading.
Combining with market context
Day Structure is most powerful when it confirms GEX context. A Trend Day in negative GEX territory (momentum-amplifying) is a high-conviction setup. A Trend Day in strongly positive GEX is more likely to stall at the Call or Put Wall.