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VWAP

Volume Weighted Average Price.

The VWAP is the average of the price of every print, weighted by the size of the print.  This is a common way to summarize the price of a stock on a given day.  For example, some brokers will accept an order where the client gets a price based on the VWAP.  Also, some institutions grade their traders by comparing the trader's performance to the VWAP.  The VWAP has become more important recently because of its use in algorithmic trading.

The alerts server computes the VWAP on every print.  Some alerts are based on the VWAP.

Alert Types

We offer the following alert types which are related to this topic.  Click on the icon for a detailed description of the alert, or click on the "more" link for additional examples of each type of alert.

Type Recent Examples More Examples
Time (NY) Symbol Message
Crossed above VWAPJul 23rd, 3:13:02 PMFLOPrice crossed above VWAP (29.4991). Confirmed by volume.more
Crossed below VWAPJul 23rd, 3:13:08 PMVSHPrice crossed below VWAP (9.0267). Confirmed by volume.more
Positive VWAP DivergenceJul 23rd, 3:13:09 PMTBBKTrading 11% above VWAPmore
Negative VWAP DivergenceJul 23rd, 3:13:07 PMCBFTrading 3% below VWAPmore

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