VWAP (Volume-Weighted Average Price) is the average price over a period weighted by volume, so it reflects where most trading actually happened. Institutions use it as a fair-value benchmark for execution, which makes it act as a magnet and a dynamic support/resistance. An anchored VWAP starts from a chosen event, like a major high or low.
This term belongs to Charting & method. See how it fits the bigger picture in The Method, part of the free DEGEN ACADEMY — or watch it play out on the live terminal.
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FAQ
What is VWAP?
VWAP (Volume-Weighted Average Price) is the average price over a period weighted by volume, so it reflects where most trading actually happened. Institutions use it as a fair-value benchmark for execution, which makes it act as a magnet and a dynamic support/resistance. An anchored VWAP starts from a chosen event, like a major high or low.