VWAP and anchored VWAP
The average price paid, weighted by volume, over a chosen period.
Technical indicators
Live NSE examples below
What is VWAP and anchored VWAP?
The volume-weighted average price is the average price at which a stock traded, weighting each price by the volume done there. Intraday traders use the session VWAP as a fair-value benchmark; institutions use it to judge their own execution. Anchored VWAP starts the calculation from a chosen event, such as a 52-week low or results day, and shows the average cost of everyone who bought since then.
Formula
Typical price = (high + low + close) ÷ 3
VWAP = Σ(typical price × volume) ÷ Σ(volume) over the chosen window
20-day VWAP: the last 20 sessions. Anchored VWAP: from the anchor date to today.
How to read it
- Price above an anchored VWAP means the average buyer since the anchor is in profit and likely to defend that level.
- The VWAP from the 52-week low often acts as support in young uptrends; from the 52-week high, as resistance in downtrends.
- Our site computes VWAPs on daily bars (a 20-day and 50-day rolling VWAP plus anchors at the 52-week high, 52-week low and start of the year), not intraday ticks.
Common mistakes
- Comparing a daily-bar VWAP with the intraday VWAP on a trading terminal. They answer different questions.
Live: NSE stocks matching this today
Uptrends holding above the anchored VWAP 384
| Stock | Change % | Anchored VWAP (52W low) | % vs AVWAP 52W low |
|---|---|---|---|
| DBLDilip Buildcon Limited | -0.99% | ₹420.74 | +0.13% |
| JAMNAAUTOJamna Auto Industries Limited | +3.37% | ₹128.84 | +0.31% |
| MOBIKWIKOne Mobikwik Systems Limited | -1.37% | ₹208.64 | +0.45% |
| BANDHANBNKBandhan Bank Limited | +2.29% | ₹177.90 | +0.62% |
| TARCTARC Limited | -2.34% | ₹129.14 | +0.64% |
| PROTEANProtean eGov Technologies Limited | +20.00% | ₹584.05 | +0.74% |
| SCHAEFFLERSchaeffler India Limited | -2.36% | ₹4,087 | +0.76% |
| TEXRAILTexmaco Rail & Engineering Limited | -0.20% | ₹113.49 | +0.83% |
Use it on Flash Finance
Related concepts
Moving averages (SMA, EMA, 50 and 200 DMA)The average closing price over a window, used to define the trend.Support and resistancePrice zones where buying (support) or selling (resistance) has repeatedly stepped in.Delivery percentageThe share of traded volume that was actually delivered, not squared off intraday.
