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VWAP (Volume Weighted Average Price)

Indicators

The average price of a security weighted by the volume traded at each price level throughout the day. Used as a benchmark for institutional execution quality and as dynamic support/resistance.

Related Terms

Volume

The number of shares or contracts traded in a security during a given period.

Moving Average

A smoothed line that calculates the average price over a specified number of periods.

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Volume Indicators Deep Dive

Level 3: Technical Toolkit · 20 min