Extra indicators
VWAP: Volume-Weighted Average Price
The average price of the day weighted by volume, a fair-value line many professional traders watch.
用通俗的话解释
If you bought evenly throughout the day, what would your average price be? VWAP answers that, giving more weight to prices where more trading happened. Prices above VWAP mean today's buyers are on average in profit.
计算方法
Running total of typical price times volume, divided by running total of volume, reset at the start of each day (each month on daily charts, each year on weekly and monthly charts).
VWAP = Σ (typical price × volume) ÷ Σ volume, typical price = (high + low + close) ÷ 3如何使用
- Above VWAP: buyers in control today; below: sellers.
- Pullbacks to VWAP in a trend are common entry points.
- Large orders are often judged against VWAP, which is why it can act as a magnet.
得出结论
- VWAP is most meaningful on intraday charts.
示例
A stock opens weak, rallies above VWAP by midday and stays there: buyers took control after the open.
示例中的价格仅作说明。
注意事项
- On currencies, metals and CFDs there is no central exchange volume. The chart uses "tick volume", the number of price changes in each candle, which follows real activity closely but is not the number of contracts traded.
一点历史
Became a standard benchmark for large institutional orders in the 1980s and 1990s.
仅供学习参考。 没有任何指标或形态能预测未来，本页内容均不构成投资建议。