BRVX Glossary · VWAP (volume-weighted average price) · Updated September 25, 2026
VWAP, the volume-weighted average price, is the average price an asset has traded at during a session, weighted by the volume at each price. It resets each session and is used as a benchmark for fair intraday value and for judging execution quality.
The formula
VWAP Σ(price × volume) ÷ Σ volume
Prices where more volume traded pull the average harder.
How it works
- Each trade Price × volume
- Running sums Since session open
- VWAP Sum ÷ volume
How it is used
- Above VWAP: buyers in control for the session; below: sellers.
- Institutions judge a fill as good if they bought below VWAP.
- Day traders treat VWAP as intraday support or resistance.
Limits
VWAP is cumulative, so it reacts less as the session goes on. It needs volume data and a defined session start; in markets that trade around the clock the anchor is a choice, not a given.
On BRVX
BRVX markets are quoted continuously, including weekends for stocks and commodities, so there is no natural session open. Traders who use VWAP on the BRVX TradingView chart anchor it to a chosen time, such as the US cash open.
Questions about VWAP (volume-weighted average price)
Is VWAP a good indicator for day trading?
It is widely used intraday as a fair-value line; it is less useful for multi-day trades.
What is anchored VWAP?
VWAP calculated from a chosen starting point, such as a major high or an earnings day, instead of the session open.
What is the difference between VWAP and a moving average?
A moving average weights each period equally; VWAP weights by traded volume and resets each session.
VWAP (volume-weighted average price): next steps on BRVX
VWAP (volume-weighted average price) on ETH/USDT: weekend candles included, leverage 5x to 100x, 0.08% to open and 0.08% to close.
Read next: Moving average, Day trading and Liquidity.
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