VWAP

[Tino]

In this thread, discussions on the VWAP tool in exo charts can be discussed here.

[Pozo]

Right on…. trending -or- rotation.

The question that I find myself asking when coming to the EXO charts is as follows:

1) Where is price in relation to the VWAP?

If price is at the VWAP, I wait.  See where it has come from and where it may be heading.  Is there vectors left behind?  How did price react last time it was at the VWAP?

2)What time is it?  Is there news coming out?  Is it London open? NY open? Lunchtime?

3)What happened in the Delta region?  Have we been seeing large pushes down? Up? Consolidating after?

Basically my day starts at the VWAP.

[Tino]

The questions you asked above, ultimately, we have to try and find those instances and put them here and see how they play out for us.

[Tino]

Here is an example of Vwap rejections…which gives us the idea they are in a trend, or one would say imbalance…. Can you see the stacked buyers trapped at the top of the Vwap… look at the hybrid chart…

[Pozo]

Anyone noticed how theres a break between the Session Vwaps on London vs Nasdaq and it feels like they typically have to come back to the previous session Vwap near the open to solidify the movement? Or am I seeing things?

[Author]

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