Volume weighted average price |
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The volume weighted average price is concerned with the total volume traded within a given time frame, such as a single trading day.
Volume Weighted Average Price - VWAP
A trading benchmark used especially in pension plans.
Volume Weighted Average Price (VWAP)
The VWAP is arrived at by dividing the total value traded during the period by the total volume of shares traded during the same period of every traded security.
VWAP (Volume weighted average price)
Volume weighted average price (VWAP), which is calculated by dividing the value of trades by the volume over a given period. A closing 10 minute VWAP is used to set closing prices on the order book.
VWPT ...
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.
VWAP: Volume Weighted Average Price. Volume Weighted Average Price. Volume Weighted Average Price is equal to the sum of the volume of every transaction multiplied by the price of every transaction divided by the total volume for the trading day.
VWAP - Volume Weighted Average Price
VWAP is calculated by adding up the dollars traded for every transaction (price times shares traded) and then dividing by the total shares traded for the day.
VWAP - Volume Weighted Average Price. This is a simple average that adds up all the prices that were traded at during the day and divides by the number of price points that were observed.
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PVWAP = Volume Weighted Average Price Pj = price of trade j Qj = quantity of trade j j = each individual trade that takes place over the defined period of time, excluding cross trades and basket cross trades.
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VWAPs
Volume Weighted Average Prices. A trading benchmark calculated by adding up the value traded for every transaction (price multiplied by shares traded) and then divide by the total shares traded for the day.
- VWAP - Volume weighted average price of each bar. Each tick is weighted by it's volume to produce a weighted average price of all ticks within each bar.
- Big Volume % - Percent of volume within each bar which was classified as "Big Volume".
Volume Weighted Average Price VWAP. A measure of the price at which the majority of a given day's trading...
Acceleration Bands
Market Facilitation Index
Volume
Chaikin Money Flow (CMF)
Accumulation Distribution
Volume Oscillator (PVO)
Demand Index
On Balance Volume (OBV)
Money Flow Index (MFI)
VWAP (Volume Weighted Average price) ...
Essentially you are finding the average, historical stock price over a period of time. The most common types of moving averages are the simple moving average (SMA and the volume weighted average price (VWAP).
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Advanced Market Depth choices for ESP™ - Standard (set in preferences), Consolidated (aggregated price and amount available), and VWAP (volume weighted average price).
PronetFX
MT4 with ECN pricing.
 See also: Average price, Weighted average, Average, Trading, Volume
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