Anchored VWAP
VWAP accumulated from a bar you choose — an earnings day, a high, a breakout — instead of from the session's start.
Formula
AVWAP = Σ (Typical price × Volume) ÷ Σ Volume, from the anchor bar
How to read it
Price above it means everyone who bought since the anchor is, on average, in profit.
How to use it
Measures who is winning since an event; often acts as support or resistance.
In Kereon
Charts · Superchart. Anchored 120 bars back unless you choose a bar; optional standard-deviation bands.
Also called: avwap, vwap from, anchored.