VWAP Complete Guide

Prix moyen pondéré par le volume

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What is VWAP?

Le Volume Weighted Average Price (VWAP), ou Prix Moyen Pondéré par le Volume (PMPV), est un indicateur de volume utilisé en analyse technique. Il aide les traders à identifier les points d'entrée et de sortie potentiels en analysant la dynamique des prix, la direction de la tendance ou la volatilité.

Signal Types

Bullish VWAP Cross

Occurs when the price crosses from below to above the VWAP line, signaling a potential shift to bullish intraday momentum.

Bearish VWAP Cross

Occurs when the price crosses from above to below the VWAP line, signaling a potential shift to bearish intraday momentum.

Dynamic Support/Resistance

In a trending market, price often bounces off the VWAP line, confirming the strength of the current trend.

Related Indicators

FAQ

Why is VWAP primarily used for intraday trading?

Standard VWAP calculations reset at the start of each trading session. This makes it highly sensitive to the current day's cumulative volume and price action, but less relevant for long-term historical analysis unless using an 'Anchored VWAP'.

What is the difference between VWAP and a Moving Average?

A Simple Moving Average (SMA) only considers price over a set number of periods. VWAP incorporates volume, meaning a price move on high volume will impact VWAP significantly more than a move on low volume.

How do institutional traders use VWAP?

Institutions use VWAP as a target for execution. Buying below VWAP or selling above it is considered a 'good fill' because the order was executed at a price better than the market average for that day.

Reviewed by KlineVision Research Team, CFA Charterholder, 10+ years quantitative research· 23 avr. 2026

Parts of this page (FAQ, introductions) are AI-assisted. Core data and statistics are algorithmically computed. All pattern definitions are human-reviewed.

Data source: EODHD · Last updated: 23 avr. 2026

Avertissement : Cette page est basée sur des données de marché publiques et une analyse technique algorithmique. Elle ne constitue pas un conseil en investissement.

Data source: EODHD · © 2026 KlineVision AI