VWAP Calculator
Compute the Volume Weighted Average Price — the institutional benchmark for crypto trading
VWAP Calculator
About This Calculator
The VWAP Calculator computes the Volume Weighted Average Price — the average transaction price weighted by volume at each price point. VWAP is the gold standard used by institutional traders, market makers, and hedge funds to evaluate execution quality and identify fair value.
VWAP Formula
- VWAP = Σ(Price × Volume) / Σ(Volume)
- Cumulative throughout the trading session, resets each day
- Gives more weight to price levels where high volume traded
- Input: Enter price,volume pairs — one per line (e.g., 50000,150)
How Traders Use VWAP
- Trend Confirmation: Price above VWAP = bullish; below VWAP = bearish
- Support/Resistance: VWAP acts as dynamic support/resistance intraday
- Execution Benchmark: Institutional algorithms aim to fill near VWAP
- Entry Signals: Price pulling back to VWAP in an uptrend = buy opportunity