VWAP — Đường Trung Bình Quan Trọng Nhất Daytrading | Vnstock (English)

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🔍 What is VWAP?

VWAP = Σ(Price × Volume) / Σ(Volume)

Reset every day (intraday VWAP). Unlike Moving Averages (MA), VWAP is volume-weighted, reflecting the \"real average price\" traders pay.

🎯 How to use

• Price > VWAP: institutional sentiment is bullish
• Price < VWAP: institutional sentiment is bearish
• Test VWAP from above: support; from below: resistance
• For daytraders: buy when the price crosses above VWAP from below with volume confirmation

⚡ VWAP Anchored

Anchored VWAP from a specific point (earnings date, breakout point), extremely useful for tracking institutional hold costs.

📊 Example

FPT 06/2024: Anchored VWAP from earnings at 110K. The price tested VWAP multiple times and bounced. Until it broke VWAP, leading to a trend reversal.

🚀 Vnstock

The price table displays VWAP and Anchored VWAP from the user's chosen date. A premium feature.

📚 Read more in this cluster:

• Volume basics
• Pivot Points

🚀 Apply now: Vnstock provides a free Stock Screener with 25 indicators. Open Vnstock →

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