100 shares at $10 plus 300 at $12 have a volume-weighted average price of $11.50 for those trades, not the simple $11 price average.
Technical Analysis
VWAP
Volume-weighted average price: the average traded price weighted by volume over a period.
Plain-English context
Put the definition to work.
Specify the interval and included venues. A favorable comparison with VWAP alone does not establish a profitable decision.
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