Institutional Footprint Zones

This script visualizes price-based footprint zones derived from repeated reactions, volume absorption behavior, and market structure alignment.
Its purpose is to help traders contextualize price movement, not to generate buy/sell signals.

Core concepts used

1. Demand–Supply Zones
Zones are identified from areas where price shows repeated reaction and imbalance resolution.
Zones are automatically invalidated once price decisively breaks beyond their defining structure.

2. Absorption Footprint Detection
The script highlights areas where price stalls despite participation, suggesting potential absorption rather than continuation.
This is based on candle structure and relative participation behavior, not order book data.

3. Market Structure Mapping
Trend context is derived from swing progression (higher highs / higher lows or lower highs / lower lows).
Structure is used only as a context filter, not as a timing signal.

4. Higher-Timeframe Fibonacci Confluence
Key Fibonacci levels from a selectable higher timeframe are projected onto the active chart to help identify areas of confluence with structure and zones.