Anchored VWAP

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 runs eight different Anchored VWAPs on every ticker at once, one per column, so you can see what the average buyer has paid since each of those moments without switching between them.

• 52-Week High. Shows the average price paid since the stock made its high over the past year. When price reclaims this level, traders who bought near the top are roughly back to even.
• 52-Week Low. The average price since the stock hit its low. Buyers who purchased near the bottom are in profit above this line. It often acts as support during pullbacks.
• Year-to-Date. The average price from the first trading day of the current year. It gives a clean view of who is ahead or behind for the year so far.
• Quarter-to-Date. The average price from the first trading day of the current quarter. It is the level that decides who is up or down on the quarter that portfolios get reported on.
• Month-to-Date. The average price from the first trading day of the current month. The shortest of the calendar anchors, so it sits closest to price and moves the fastest.
• Past 1 Year. A rolling 12-month average, anchored to the first session inside the last 12 months. It shows the average price over the past full year.
• Highest Volume Day. Anchored to the heaviest-volume session of the past year, whichever direction it went. That session is usually where the largest repositioning happened, so this tracks the average price paid since the busiest day of business in the stock.
• Last Earnings. Anchored to the most recent earnings report. It tracks the average price since the market reacted to earnings and shows whether buyers since that report are winning or losing.

All eight appear at once as columns in a table, one row per ticker. Each cell shows how far the latest close sits from that anchored VWAP, colored green when price is above the line and red when it is below, with the level itself underneath. Every column sorts by closest or furthest from its line, and clicking a row opens the chart with all eight drawn on it.