![]() ![]() Not a recommendation of a specific security or investment strategy.ĭo Not Sell or Share My Personal Information The period on which cumulative calculations of VWAP and deviations are performed. The number of deviations defining the distance between VWAP the Upper band. The number of deviations defining the distance between VWAP and the Lower band. Standard deviations are based upon the difference between the price and VWAP. The Upper band (overbought level) is plotted a specified number of standard deviations above the VWAP, and the Lower band (oversold level) is plotted similarly below the VWAP. The VWAP plot is accompanied with two bands serving as overbought and oversold levels. Where size i is the volume traded at price i. ![]() The Volume-Weighted Average Price (VWAP) is calculated using the following formula: ![]()
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