The Lab
July 10, 2026

Anchored VWAP

Volume-weighted averages from the moments that matter.

VWAP stands for Volume-Weighted Average Price. It shows the average price a stock has traded at over a period of time, but it gives more weight to days with heavy trading volume. A day with lots of shares changing hands matters more than a quiet day with low volume.

Because so many professional traders and institutions compare their own buy and sell prices to VWAP, it acts less like a traditional indicator and more like a running record of what the average market participant actually paid.

A daily VWAP resets at the start of every new trading day. This makes it very useful for day traders, but it doesn’t carry much meaning over longer time frames.

Anchored VWAP works differently. Instead of resetting every day, you choose a specific starting point that matters such as the stock’s all-time high, a major low, the beginning of the year, or the last earnings report. From that point forward, it calculates the average price all the way to the present, weighted by volume.

This creates a visible price level that many traders watch. It can act as support when the stock is falling and resistance when the stock is rising.

The tool gives you nine different Anchored VWAP options. Each one starts the average from a different point in time, so you can quickly see what the average buyer has paid since that moment.

Eight of the nine appear at once in a grid of tiles above the chart, every anchor except Custom Date, which only exists once you choose a date. Each tile shows the current VWAP value, how far price is from it, and a green or red arrow (green = price is above, red = price is below). Click any tile to switch the chart to that anchored VWAP.

What the Tool Shows You

VWAP

Anchored VWAP Line

The volume-weighted average price. It’s drawn directly on the chart so you can clearly see where price meets or crosses this average.

Bands

Deviation Bands

Volume-weighted bands at ±1 and ±2 standard deviations. Most price action stays inside the ±1σ bands. The ±2σ bands highlight when price has moved to stretched levels.

Anchors

Nine Anchor Points

Switch between nine useful starting points: 52-week high, 52-week low, year-to-date, quarter-to-date, month-to-date, past year, highest volume day, last earnings report, or any custom date. The chart updates instantly when you change the anchor.

Distance

Distance Tiles

Quick overview of every anchor’s current VWAP level. Each shows how far price is from that VWAP, with a green or red arrow indicating whether price is above or below it.

How Traders Use the Anchored VWAP Tool

1

Map Dynamic Support and Resistance

Treat the VWAP line and its bands as moving support and resistance levels that shift with the stock, instead of using fixed horizontal lines.

2

Gauge How Stretched a Move Is

Check where price sits relative to the deviation bands. When price rides the upper +2σ band, the move has extended well beyond what the average buyer has paid since the anchor. The lower −2σ band shows the opposite extreme on the downside.

3

Compare Multiple Anchors

Use the distance tiles to see which anchored VWAP levels are closest to the current price. When the VWAPs from different anchors (such as the 52-week high, the low, and last earnings) cluster near the same price, that level usually carries more significance than any single one alone.

See where the average buyer sits on your stock today

Open the Anchored VWAP Tool

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