Three levels come from one children hierarchy on the series data. plotOptions.treemap.levels styles each depth separately, so the sector strip is taller and heavier than the industry strip. Colour is a second metric per datum (colorValue) run through colorScale.gradient, which pins its midpoint at zero so a flat day is neutral and equal moves either way read equally strongly. The strip under the chart is colorScale.gradientLegend, and it is drawn from that same scale.