what is VWAP (Volume-weighted average price)? VWAP is a ratio of the cumulative share price to the cumulative volume traded over a given time period. (typically intra day) VWAP Formula? add the high, low, and close, then divide by three. Multiply this by the volume for that period VWAP = Cumulative Typical Price x Volume/Cumulative Volume Where Typical Price = … [Read more...] about vwap trading strategy intraday indicator