Description
VWAP (Volume Weighted Average Price) is where volume and price meet—literally. It’s the average price paid over time, weighted by the size of trades. But in real trading, today’s VWAP often isn’t enough. Traders need to know how value has been building across multiple sessions.
MultiDay VWAP extends that view. It lets you anchor VWAP across 1, 2, 3, or 5 days—or even display rolling Weekly and Monthly VWAPs—so you can track whether price is trending away from value, returning to it, or consolidating around it.
Tip: When price rejects a rising multi-day VWAP from above, it often signals fading momentum. Conversely, price reclaiming a lost VWAP is often the first clue of a trend resuming.
Custom VWAP Display Options
Day-Based VWAP Anchors
Choose from multiple time horizons to track broader volume-weighted zones:
- 1 Day VWAP – Standard intraday view
- 2 Day VWAP – Tracks value zones over two full sessions
- 3 Day VWAP – Great for short-term swing or bias tracking
- 5 Day VWAP – Weekly composite of trading activity
Session-Based Anchors
- Weekly VWAP – Tracks the average price paid over the full trading week
- Monthly VWAP – Ideal for longer-term positioning and major value shifts
Pyramid Indicators 