VWAP calculator
Volume-weighted price and bands.
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Anchored VWAP
The average price paid since a bar that mattered: a swing high, a low, a news day. From your bars and volume, with the swing points done for you.
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The bars
The anchored VWAP
From 10 bars ago, the anchored VWAP is 2,322.01; the close, 2,319.40, is below it (-0.11%): buyers since then are under water on average.
- The run
- The close crossed below the line on the last bar.
- From the swing points
- Highest high, 8 bars ago: 2,324.19, the close below it (-0.21%). Lowest low, 12 bars ago: 2,316.56, the close above it (+0.12%).
- Read it with care
- Many traders anchor at a swing high or low, a gap or a news bar, and watch the line as support or resistance. It is an average of what was paid, not a level the market must respect. Tick volume from a broker is a stand-in for real volume.
The close and the VWAP anchored 10 bars ago on the last bars. The last bar is marked.
| Bar | Close price | Anchored VWAP |
|---|---|---|
| 5 ago | 2,301.90 | 2,318.17 |
| 4 ago | 2,316.30 | 2,317.00 |
| 3 ago | 2,329.80 | 2,318.39 |
| 2 ago | 2,338.50 | 2,320.29 |
| 1 ago | 2,332.10 | 2,321.65 |
| Last | 2,319.40 | 2,322.01 |
Education only, not investment advice. The answer comes from the numbers you typed in, not from your account or the market. Simulated results are hypothetical and have limits: real trading has slippage, gaps, changing results and emotions. Trading leveraged products can lose money quickly, including all of it. Risk warning
Educational only, not financial advice; trading involves risk.
The average price since a bar that mattered
A plain VWAP starts at the session open. An anchored VWAP starts at a bar you choose, so it shows the average price everyone has paid since then. With the price above it, those buyers are in profit on average; below it, they are under water, and many sell into a rally back to it. Anchoring at the swing high and the swing low gives the two lines traders watch most.
See the session VWAP and its bands with the VWAP calculator, where the volume traded with the volume profile, and the swing points themselves with the support and resistance finder.
Not advice. Arithmetic on the bars you type; past levels do not promise future ones.
Next tools
Volume profile calculator
Where did the volume trade?
Support and resistance calculator
Levels where price turned.
Pricing
Three ways in. Pick yours.
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Baroq never holds your money and never trades for you. Educational only, not financial advice; trading involves risk.