VWAP (Volume Weighted Average Price)

The average price paid, weighting each trade by its size.

VWAP averages price weighted by volume, so the prices at which the most shares actually changed hands count for the most. Large institutions use it to judge whether they bought better or worse than the market did.

Trading above VWAP means the current price is above the day's typical transaction price.

True VWAP is an intraday measure reset each session. Where Supath computes it from daily closing bars, it is an approximation, and is labelled as such.

Analysis only: Supath AI does not give investment advice. Consult a SEBI-registered financial advisor before making investment decisions.