i What this calculator does
This calculator works out the Volume-Weighted Average Price (VWAP) for a session, the average price weighted by how much volume traded at each price level, giving a more representative average than a simple price mean.
Enter up to three price and volume pairs from the session, and the calculator returns the combined VWAP, a tool many day traders reference alongside support and resistance levels.
This calculator is for educational purposes only. Leave Price 3/Volume 3 at 0 if you only have two data points.
How to use the VWAP Calculator
The inputs carry workable values from the start. Nothing has to be entered to get a number on screen.
- 1. Price 1
- 2. Volume 1
- 3. Price 2
- 4. Volume 2
- 5. Price 3 (optional, 0 to skip)
- 6. Volume 3 (optional)
The result panel reports:
- VWAP Volume-weighted average price
- Total Volume Combined session volume
Alongside the headline figures, the calculator reports vwap, vwap, total volume, price 1 vs vwap. Those are the numbers that usually explain why the headline result came out where it did.
Below the figure, the calculation is shown in full, so you are not asked to take it on faith.
Where the result will inform a real decision, it is worth running the calculation at more than one set of inputs. A single figure tells you what happens if your assumptions hold exactly; a range tells you how much room there is for them not to.
Write down the assumptions with the answer. A result without its inputs is impossible to revisit, and revisiting is usually where the value is.
See also: Beta Calculator.
Frequently asked questions
What does VWAP actually tell a trader?
VWAP shows the average price an instrument has traded at over a session, weighted by volume at each price level, giving a more representative 'true average' than a simple price average, since it reflects where the bulk of actual trading activity occurred.
How do traders typically use VWAP in their strategy?
Many use VWAP as a benchmark, price trading above VWAP is often read as relative strength within the session, price below VWAP as relative weakness, institutional traders also commonly use VWAP to evaluate whether their own execution achieved a fair average price.
Does VWAP reset each trading day?
Yes, standard VWAP is calculated fresh for each trading session, starting from the session's open, this makes it specifically a single-session tool rather than a longer-term multi-day average like a moving average.
Can I use this calculator for any market, or just stocks?
The underlying calculation applies to any market with available price and volume data, forex, indices, shares, and crypto alike, though volume data quality and availability can vary by instrument and broker.
Is VWAP the same as a simple moving average?
No, a moving average simply averages price over a set number of periods regardless of volume, VWAP specifically weights each price by how much volume traded there, giving genuinely different, often more meaningful, results during high-volume moves.
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