TradingAI

The average traded price weighted by volume since the session open. Institutions benchmark fills against it, so it acts as intraday fair value.

Sustained trade above VWAP = buyers in control (bullish bias); below = sellers in control. First reclaim or loss of VWAP often starts the day's trend leg.

Price-vs-VWAP is a core regime input and appears as a Why-chip on every index page. Strategies key entries off it (e.g. Bull Put Spread needs price above VWAP).

VWAP resets daily (useless for positional views) and whipsaws on range days — pair it with ADX and support/resistance.

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