VWAP
Technical analysisVolume Weighted Average Price — the session’s average price weighted by volume traded at each level.
In plain terms
What the average participant paid today. Institutions benchmark their fills against it.
Every term is defined twice: once the way a filing would put it, and once the way somebody would explain it to you across a table. The second one is usually the one that sticks.
Showing 2 terms
Volume Weighted Average Price — the session’s average price weighted by volume traded at each level.
What the average participant paid today. Institutions benchmark their fills against it.
VWAP computed from a chosen starting bar rather than from the session open.
The average price everyone has paid since an event. Above it, they are in profit; below it, they are not.