Donchian channel calculator
Breakout highs and lows from bars.
Free risk tools
VWAP calculator
The average price weighted by volume, its bands, and how far the price has run from it.
Free, no sign-up On sale: Desk and Desk + Signals. See the plans
- Free
- No sign-up
- Nothing you type is stored
The bars
The VWAP
The VWAP of these 21 bars is 2,312.20. The last close, 2,319.40, is 7.20 (0.31%) above it, inside the first band.
- The bands
- One band is 19.61: the volume-weighted spread of the prices around the VWAP.
- Where the volume traded
- The plain average of the bars is 2,311.10, so more of the volume traded at higher prices.
- Read it with care
- Many intraday traders treat the VWAP as the session's fair price, but a price above it is not a reason to buy on its own; a trend can stay far from it all day.
The VWAP and its bands, and how far the last close is from each. The band nearest the close is marked.
| Level | Price | Close minus level |
|---|---|---|
| +2 bands | 2,351.42 | -32.02 |
| +1 band | 2,331.81 | -12.41 |
| VWAP | 2,312.20 | 7.20 |
| -1 band | 2,292.59 | 26.81 |
| -2 bands | 2,272.98 | 46.42 |
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 price the volume paid
The VWAP adds up price times volume for every bar since the session opened and divides by the total volume, so the bars where most of the trading happened count most. Large funds use it as a yardstick for their fills: buying below the VWAP means paying less than the average buyer that day.
The bands are the volume-weighted standard deviation around it. A price two bands away has run a long way from where most of the volume traded; some traders fade that, others read it as a strong trend. Start the bars at the session open, because the VWAP resets each day. Size the trade with the position size calculator and measure the bars with the ATR calculator.
Not advice. Arithmetic on the bars you type; the VWAP describes what happened, not what comes next.
Next tools
ATR calculator
Average true range from your bars, and ATR stops.
Moving average crossover calculator
Two averages and their last cross.
Pricing
Three ways in. Pick yours.
See all plans · Try one agent free
Baroq never holds your money and never trades for you. Educational only, not financial advice; trading involves risk.