VFILabs Dynamic ATR Levels builds a complete 11-level structural grid from the previous day's range — then automatically shifts it as price moves so you always have relevant support and resistance levels on your chart. No manual adjustment. No arbitrary numbers. Pure structure.
The grid isn't arbitrary — each level zone has a specific role based on its distance from the GRAVITY center line. Price behaves differently at each zone.
Upper boundary. Price reaching this level is in extreme overbought territory. High-probability reversal zone.
Secondary reversal zone. Price here is extended — look for exhaustion signals to confirm reversals.
Standard support and resistance. Price tends to pause, test, and react at these intermediate levels.
The center of the grid. Price is constantly pulled back here. Changes color based on level spacing — gold for wide markets, blue for narrow.
Mirror of the upper S/R levels. Support in downtrends, resistance on bounces back toward GRAVITY.
Secondary reversal zone on the downside. Price here is oversold — look for absorption signals to confirm longs.
Lower boundary. High-probability reversal zone. Price reaching this level has moved far from structure.
Every level is derived from actual price action — not arbitrary tick counts or percentages. The grid adapts daily so it always reflects the current market's natural range.
At the start of each session, the study reads the prior day's high and low to establish the natural range of that market.
The range is divided by your configured divisor (default 8) to get level spacing. Optional whole-number rounding keeps levels at clean prices.
The GRAVITY (Level 0) is anchored to the current day's open, previous close, or midpoint — your choice. All 11 levels are spaced from there.
When price moves beyond your configured boundary (default ±5 levels), the grid shifts automatically. You always have structural context without touching any settings.
The center GRAVITY line turns gold when level spacing is wide (trending market) and blue when narrow (consolidating market) — a built-in market condition indicator.
Every feature is designed to give you maximum structural context with minimum chart clutter.
Configurable upper and lower boundaries. When price moves past them the grid shifts automatically — you never lose structural context no matter how far price moves.
The center GRAVITY line changes color based on level spacing vs a configurable threshold. Gold means wide spacing — trending conditions. Blue means narrow — consolidating conditions.
Every level displays its name on the right side of the chart — Extreme High, Reversal Low, GRAVITY — so you always know what zone price is in without counting levels.
A hidden subgraph outputs the current zone index (-5 to +5) so other studies can read where price is in the grid. Works seamlessly with VFILabs OrderFlow for zone-aware signals.
Choose whether GRAVITY anchors to the current day's open, the previous day's close, or the midpoint of the previous day's range — matching your trading style.
The grid is calculated from daily structure but displayed on any intraday timeframe. The same levels apply whether you're on a 1-minute chart or a 15-minute chart.
Sensible defaults work out of the box on ES, NQ, and most liquid futures. Adjust as needed for your specific market.
| Input | Default | Description |
|---|---|---|
Divide Range By Controls level spacing |
8 | Previous day range ÷ this number = level spacing. Higher = tighter levels. Lower = wider spacing. |
Round to Whole Number Snaps levels to clean prices |
Yes | Rounds level spacing to the nearest whole number. Keeps levels at clean round prices — recommended for most futures markets. |
Center Level On GRAVITY anchor price |
Current Open | Choose Current Open, Previous Close, or Midpoint. Current Open is the most common — aligns GRAVITY to the day's starting price. |
Use Current Day If No Previous First session fallback |
Yes | If no previous day data exists (e.g. first bar on chart), uses current day range instead. Ensures levels always display. |
Shift Down When Price Exceeds Upper auto-shift boundary |
5 | When price reaches zone +5 (Extreme High), the grid shifts down automatically. Keep at 5 unless you want tighter tracking. |
Shift Up When Price Below Lower auto-shift boundary |
-5 | When price reaches zone -5 (Extreme Low), the grid shifts up automatically. Mirror of the upper boundary. |
Narrow/Tick Threshold GRAVITY color trigger |
30 | GRAVITY turns gold when spacing exceeds this tick count (trending). Turns blue when below (consolidating). Adjust to your market's normal daily range. |
Your license key is emailed automatically within seconds of purchase from sales@vfilabs.com. Run the included installer, enter your key, and the study installs directly to your Sierra Chart Data folder.
The level spacing is calculated once per trading day from the previous day's range and cached. It does not change during the session. The auto-shift feature adjusts the reference price when price moves past a boundary, but historical levels on closed bars are not altered.
Any market in Sierra Chart with OHLC data — futures, forex, stocks, crypto. No bid/ask volume required. Works on any timeframe from 1 minute to daily.
Yes — Dynamic ATR Levels outputs a zone index subgraph that the AI OrderFlow study can read for zone-aware signal filtering. It also forms the structural backbone of the full Depth Intelligence suite.
Yes — your license covers up to 2 machine activations. Contact sales@vfilabs.com if you need to move to a new machine and we will reset your activation.
Add Dynamic ATR Levels to your Sierra Chart setup and trade with a real structural grid — built from the market's own daily range, adapting automatically every session.
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