Anchored VWAP

The Anchored VWAP allows you to calculate the volume weighted average price from any significant point on your chart: a swing high/low, a gap, a news event, or any other market event. It is the ideal tool to measure how the market values a move since its origin.

Key Features

  • 8 price calculation methods

    Close, Open, High, Low, HL/2, HLC/3, OHLC/4, Typical Price to adapt the calculation to your style.

  • Triple deviation bands

    Three standard deviation band sets (1σ, 2σ, 3σ) to identify extremes.

  • One-click anchoring

    Simply click on the desired anchor point to instantly create the VWAP.

  • Event anchoring

    Easily anchor to swing points, gaps, economic announcements, etc.

  • Line extension

    Extend levels to the right for better visibility.

Use Cases

Discover how the Anchored VWAP can improve your trading

Swing analysis

Anchor the VWAP to swing highs/lows to measure the strength of the move and identify support/resistance levels.

News trading

Anchor to economic announcements to see how the market values the information over time.

Gap analysis

Anchor to gaps to determine if the gap will be filled or if the move will continue.

Ready to anchor your analyses?

Download FlowMatrix for free and discover the Anchored VWAP.

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