Traders Laboratory - View Single Post - Trading With Market Statistics.II The Volume Weighted Average Price (VWAP).
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Old 07-03-2007, 08:32 PM
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Re: Trading With Market Statistics.II The Volume Weighted Average Price (VWAP).

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A quick question: the VWAP constantly moves throughout the current trading day. I see you have the horizontal line, is this line the close of previous day?
Torero- the line shown is the VWAP value for the end of the day (blue line). Similarly for the Peak Volume Price (red line). I purposely drew these as horizontal lines so that you could see the relationship between the two. When we start looking at the dynamics of the lines in the upcoming videos, you will see how the lines change with time.
JERRY.

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