$799 with DC Market Agent · no Order Flow+, no Tick Replay
Key levels indicator for NinjaTrader 8
In short: DC Key Levels draws the levels traders watch from closed sessions, scores each one by how price reacted there, and adds what a levels indicator normally does not have — the call wall, put wall and gamma flip from DC Market Agent, the expected move, and a plan of the day frozen at a fixed time. It needs neither Order Flow+ nor Tick Replay, so it runs on a plain NinjaTrader installation.
8- An old high nobody had traded back to oH 22.10 is the daily high of 22 October, 29993.25, which price had not traded back to since. It sat on the map all night; DC Market Agent's verdict listed it, so it is drawn 3 px wide.
- The night's high, 4 points under it Between 04:00 and 04:05 the session high printed at 29989.25, 4.00 points under that old high. The dotted TDH line and a violet swing line (iH) now mark it.
- What price did next From the 29989.25 high, price had traded down to 29927.75 by the 04:40 close.
- Levels close together form a zone Nearby levels are grouped into a zone, tinted from the session's open: red when the last 60-minute close was below it, green when above, and a star marks a strong one.
- Gamma levels from DC Market Agent The purple Call Wall, 29814.12, comes from the agent's gamma file, built from delayed Cboe option data and refreshed every 30 minutes; the Put Wall and the gamma flip sit below this view.
- Drawn where it formed, sized by score Every level starts at the bar it formed on, carries its name at the right and its price on the axis. Its width grows with its score, which counts how price reacted each time it came back there.
On recorded sessions
DC Key Levels on recorded NQ sessions
Moments from recorded NQ 12-26 trades, drawn by DC Key Levels' own rules in a NinjaTrader 8 chart window. Click a picture to see it full size.
Re-drawn from recorded NQ 12-26 trades on selected sessions — illustrations, not trading results.
The scoring engine is the difference
Every levels indicator draws lines. This one tracks how price actually reacted at each level — touches, rejections and breaks — and scores every level by that record: each rejection adds to it, each break and each touch without a reaction takes away.
A level that price rejected twice and never broke scores high; one it broke through scores low; an untouched, untested level starts with a bonus. Touches are counted at most once every fifteen minutes, so a single choppy stretch cannot inflate a score by touching the same price nine times in five minutes.
Stronger levels draw thicker, and the swing levels appear only once their score earns it, so the chart shows what has earned attention rather than everything that could be drawn.
What it draws
| Level | Colour | Naked | Tested |
|---|---|---|---|
| Yesterday’s high / low (YDH, YDL) | Orange | Solid | Solid |
| Older daily highs / lows (DH2, DL2…) | Orange | Solid | Dashed |
| Today’s high / low (TDH, TDL) | Orange | Dotted | |
| Session POC | Magenta | Solid; the last two days always, older days only while untested | |
| Value area high / low | Light blue | Solid; yesterday’s always, older days only while untested | |
| Weekly high / low, prior week | Red | Solid | Dashed |
| Prior day’s VWAP close (VWc) | DodgerBlue | Solid | — |
| Asia session high / low, today (AsH, AsL) | Grey | Dashed | — |
| Weekly POC (wPOC) | Magenta | Solid, always shown | |
| Untested weekly highs / lows (wH, wL) | Crimson | Dashed; the three nearest, while no later week has reached them | |
| Untested old highs / lows (oH, oL, with their date) | Brown | Dashed; the four nearest | |
| Swing highs / lows: intraday (iH, iL), 60-minute (SwH, SwL) | BlueViolet / teal | Drawn once the score reaches 4 (intraday) or 5 (60-minute) | |
| Call wall, put wall (from DC Market Agent) | Purple | Solid; they join the zones | |
| Gamma flip (from DC Market Agent) | Violet-red | Dash-dot; dotted and marked ? when the regime is unclear | |
For older days it keeps only the POC and value-area levels price has not traded through since — a POC from three days ago that price has already crossed is clutter, not information. Levels that sit close together also gather into translucent support and resistance zones; a zone of three or more levels, or with a score total of 18 or more, is drawn stronger and marked with a ★.
Gamma levels: Call Wall, Put Wall and the flip
DC Market Agent, which comes with Key Levels, estimates three gamma levels every 30 minutes and writes them to a file the indicator reads: the call wall and put wall, the strikes with the most gamma exposure above and below price, and the gamma flip, where net gamma exposure changes sign.
The walls join the support and resistance zones; the flip stays a separate dash-dot line, drawn dotted and marked GammaFlip ? when gamma is too balanced to call. With no file, or one older than 30 hours, no gamma line is drawn at all — nothing is guessed. A touch log writes every visit to those three levels to a CSV file, with what price did over the following hour, so you can review it later instead of remembering selectively.
Where the gamma comes from. Free Cboe index-option data, delayed by about 15 minutes — SPX for ES and MES, NDX for NQ and MNQ — converted to futures points. It is an estimate, refreshed every 30 minutes while the agent runs on your PC, and no data subscription is needed.
The plan of the day
At a fixed time — 08:00 and 15:00 chart time by default, one for the European session and one for the US session — the indicator freezes a plan: up to four levels above price and four below, in order of distance, with the ones beyond the expected move marked.
Each step is the next strong level — an anchor, or a score of 5 or more — at least 0.75 of the chart’s ATR beyond the previous one, so the ladder adapts to the day’s volatility; the number of steps and the gap are settings. It freezes deliberately: a plan that keeps rewriting itself as price moves is not a plan, it is a running commentary.
The plan takes no direction. Its header shows the gamma regime from the agent’s file, UNCLEAR when gamma is too balanced to call, or a question mark when there is no file: it says what it does not know rather than inventing it. That is the behaviour you want from something you are going to trust before the open.
Expected move
From the agent’s at-the-money implied volatility, or from the last 20 daily ranges when there is no gamma file. It shows in the panel and as the plan’s “beyond EM” marks; EM+ and EM− lines are an option, off by default.
Route map
The nearest zone above and below as boxes projected 15 bars forward, with arrows to them and to the next level beyond. Routes, not forecasts, and hidden while the plan is on, which it is by default.
On-chart panel
A tally of where price sits against VWAP, yesterday’s POC, today’s open and the hourly structure, a warning when a news event is under 90 minutes away, the expected move, the gamma regime with its walls and flip, and the next level above and below.
Confluence merging
When levels land on the same price they are drawn as one line with a combined label — iH+AsH, or iL+AsL — naming the most important first, in that level’s colour and style.
Priority order: Weekly › Daily › POC › VWAP › Swing › Value area › Asia. By default only levels at the identical price merge; the merge distance in ticks is a setting. Today’s high and low, the EM lines and the gamma flip always stay separate.
This keeps the chart readable rather than crowded: one label where several names share a price, instead of three lines you have to interpret at speed.
Swings that earned their place
Intraday swing highs and lows appear once their score reaches 4, and 60-minute swings at 5. A stricter option, proven swings, draws a pivot only after at least two rejections and one move away of 1.5 ATR within 30 minutes; it is off by default and can be limited to today’s session.
Light on your chart, the same session levels on every timeframe
The heavy work — building a volume profile to find the POC and value area — is done once per day from a background one-minute series, not from your chart’s bars.
Two consequences. The session levels are identical on every timeframe, so your one-minute execution chart and your fifteen-minute context chart show the same prices for them, with no discrepancies to reconcile in your head; swings and zones still follow each chart’s own bars. And the calculation costs almost nothing at runtime, because the expensive part happened at session close. With Order Flow+, the profile uses the real volume at each price; without it, each minute’s volume is spread evenly over that minute’s range.
Old levels are archived to disk and refilled automatically, so untested extremes survive a restart instead of quietly disappearing.
No Days-to-load setting to remember. When the chart holds fewer days than the levels need, the indicator requests the missing sessions itself in the background and keeps up to 220 of them in an archive on disk. Weekly levels show a dotted ?n/5 until the archive holds the whole week.
Key facts
| Platform | NinjaTrader 8, Windows |
|---|---|
| Order Flow+ required | No |
| Tick Replay required | No |
| Chart types | Any |
| Days to load | Any: missing sessions are fetched and archived automatically |
| Setting groups | Levels · Display · Relevance · Swing Pivots · S/R Zones · Agent · Colours |
| Defaults | 3 days back, merge at the identical price (0 ticks), Asia window 00:00–08:00 chart time, plan at 08:00 and 15:00 chart time |
| Gamma data | From DC Market Agent, included: delayed Cboe index options, every 30 minutes, for NQ, MNQ, ES and MES |
| Price | $799 one-time for DC Market Agent + Key Levels, lifetime updates, 3 machines. Key Levels is not sold on its own. |
This is the widest-audience product in the catalogue: it works on a free NinjaTrader licence with no order flow data at all.
DC Market Agent + Key Levels — $799
One payment, licensed for life, updates included — three machines, per person. Delivered the moment you pay: a portal account and a licence key. Stripe is the seller of record and the price shown is the total. Fourteen days to change your mind, no reason needed — you are not asked to waive that right.
Frequently asked questions
Do I really not need Order Flow+ or Tick Replay?
Correct. The volume profile behind the POC and value area is built from a background one-minute series rather than from tick data, so a standard NinjaTrader data connection is enough. It runs on a completely plain installation, as DC VWAP and DC Market Profile do. With Order Flow+ it uses the real volume at each price; without it, each minute’s volume is spread evenly over that minute’s range.
What is a naked level?
A level price has not traded back through since it formed. Older daily highs and lows and the weekly highs and lows stay solid while untested and turn dashed once price trades through them; older POC and value-area levels are simply dropped once tested. Which levels are still untested is worth having on the chart rather than in your memory.
Do I need a gamma data subscription?
No. DC Market Agent, which comes with Key Levels, estimates the call wall, put wall and gamma flip from free, delayed Cboe index-option data every 30 minutes, for NQ, MNQ, ES and MES, and writes them to a file Key Levels reads. With no file, or one older than 30 hours, no gamma line is drawn.
How does it fill in sessions the chart has not loaded?
From its archive, once the chart is connected; the first time, the indicator fetches them in the background. It keeps the map focused, too: older POC and value-area levels are dropped once price trades through them, and older daily levels far from price are left off.
Will the levels match on my other charts?
The session levels do: they are computed from a background one-minute series rather than from the chart’s own bars, so the same instrument gives the same prices on every timeframe. Swings and zones follow each chart’s own bars. Configure once, then right-click the indicator and choose Set as default.
Does it work with the absorption indicators?
That is the intended combination. Key Levels gives the structure that existed before today started; the absorption tools show where today’s flow is being eaten. A fresh absorption level sitting exactly on a naked POC is a very different proposition from one floating in the middle of nowhere.
Lock the founder price
Key Levels is not sold on its own: it comes with DC Market Agent, $799 for the two together. The founding bundle — all ten indicators, the copier and the Telegram agent, lifetime — is $922.50 for the first thirteen founders, then $1,845 up to fifty. Your licence and portal account are created with the email address you pay with.