The tip of the probe is located inside some voxel. If we re-project this voxel's values into the transfer function, we get valuable information about the data's behavior in a local neighborhood around the point.
These points are color-coded based on their second derivative values. The color of these points vary from blue to white to orange, to indicate negative, zero, and positive second derivatives, respectively. As Gordon explained earlier, when the relationship between the data value and gradient magnitude form an arch, as shown here, we know that we are in the midst of a boundary between two materials.