Volume Weighted Average Price
The VWAP (Volume Weighted Average Price) is the benchmark indicator for institutional traders. It represents the average price at which an asset has been traded throughout the session, weighted by volume. Our version goes further with standard deviation bands and multi-timeframe integration.
Three configurable band sets (1σ, 2σ, 3σ) to identify statistical extremes.
Display VWAP levels from previous sessions as references.
Close, HL/2, HLC/3, OHLC/4 and more to adapt the calculation.
Visualize the VWAP from higher timeframes on your chart.
Colors, line styles and transparency are fully configurable.
Discover how the VWAP can improve your trading
Compare your execution price to the VWAP as institutional traders do.
Trade returns to the VWAP when price reaches extreme deviation bands.
Use the price position relative to the VWAP to determine the session bias.
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