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.
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.
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.
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.
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.
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.