ClearPath Trader

Volume Weighted Average Price (VWAP)

Average price weighted by volume, usually reset each session. Benchmark for institutional execution and intraday bias.

Category: Volume · Complexity: ★★☆☆☆ (2/5)

Tags: volume, live-overlay, volume

Live chart overlay: VWAP

Volume Weighted Average Price (VWAP) chart illustration

Formula

VWAP = Σ(TP·V) / Σ(V) from session open (TP=(H+L+C)/3)

How to read

Intraday institutional benchmark. Price above VWAP = buyers paying up vs the average print; below = selling below average.

Limitations

Resets each session. Not a daily/weekly trend MA unless you use anchored VWAP.

Typical settings

Session VWAP; bands optional ±σ

Volume Weighted Average Price (VWAP) is part of the ClearPath Encyclopedia of Indicators — 190 models explained with standard SVG illustrations, so you can study an indicator before you put it on a live chart.

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