I have been asked about 24 hour trading a lot recently. For most stocks on most days it won't matter much because the overnight volume is likely to be low relative to regular trade hours (RTH) For stocks with a catalyst that causes large volume outside of RTH, it makes sense to include that price and volume action. Notice how the price of $NVDA reacted to the Sunday night open of the stock vs the RTH. The black VWAP includes the 24 hour session and the red is just RTH. There was significant volume (esp premarket) but you can see how the RTH volume opening bar made the overnight nearly irrelevant. About an hour into day, the 2 vwaps converged (red circle) and then traded pretty much identically. We see this same action each day with $ES_F - most days the overnight VWAP is quickly overwhelmed by the 930am VWAP. There are unusual times when it makes sense to be aware of both because the overnight range was large enough and came with enough volume to still hold significance These are my evolving thoughts which are likely to shift as the market gives us more feedback on 24 hr trading. On a side note, the TradingView colors of sessions remind me of ice cream