VWAP (Volume-Weighted Average Price) is the average price weighted by volume across a session. Institutions use it as a benchmark for fair execution.
How traders use it
- Price above VWAP is bullish for the session, below bearish.
- It acts as a dynamic support and resistance line.
- A common intraday reference for entries and exits.
See it in dtcharts
Study order flow and volume live in the dtcharts terminal with the order-flow and volume-profile tools.