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VWAP

   Also found in: Acronyms, Wikipedia 0.01 sec.
VWAP
The volume-weighted average price.
Volume Weighted Average Price
The price of a security in which a higher trading volume affects the price more than a lower trading volume. It is calculated by dividing the dollar value of transactions by the average volume. It is sometimes used to determine the relative strength of a trend.
Volume Weighted Average Price (VWAP)

What Does Volume Weighted Average Price (VWAP) Mean?

A trading benchmark that is used most often in pension plans. VWAP is calculated by adding up the total dollar value traded for all transactions (share price multiplied by number of shares traded) and then dividing by the total quantity of shares traded for the day (see the accompanying formula).

Investopedia explains Volume Weighted Average Price (VWAP)

The theory is that if the price of a buy trade is lower than the VWAP, it is a good trade. The opposite is true if the price is higher than the VWAP.

Related Terms:
• Ask
• Benchmark
• Bid
• Volume
• Weighted Average
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Order types available include: Take Profit, Stop Loss OCO, Immediate, VWAP TWAP and Call Level.
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Another observation: on down days, the VWAP for the SPY is the magical barrier that simply refuses to be breached.
The Mysterious Case Of The Vanishing Bull Volume by International Business Times - US ed.
For a trader who buys a stock at several different prices and share volumes, the VWAP is the break-even price before transaction costs.
Which daily price is less noisy? by Ting, Christopher / Financial Management
 
 
 
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