Anchored VWAP is exactly what it sounds like. It is the average price, weighted by volume, and anchored to a particular time. Volume weighted average price or VWAP is traditionally used on an intraday basis as a benchmark. Some traders like to know where price is relative to the average of all shares traded so far in a session. Some are even judged against it and therefore prefer to buy below the VWAP and sell above it.
What is Anchored VWAP?
What is Anchored VWAP?
What is Anchored VWAP?
Anchored VWAP is exactly what it sounds like. It is the average price, weighted by volume, and anchored to a particular time. Volume weighted average price or VWAP is traditionally used on an intraday basis as a benchmark. Some traders like to know where price is relative to the average of all shares traded so far in a session. Some are even judged against it and therefore prefer to buy below the VWAP and sell above it.