Sry I meant to post this in the General Discussion Im still struggling with this concept. I hate it when things don’t click. Anyway, how would we go about computing an intraday VWAP. Lets say the volume is 10000 On an intraday basis, I fail to see what the point is considering we would just wind up with our current price. Example: closing price = 10$ —> 10$*10000/10000 = 10$. What am I missing here? The formula is P*Q/Q So we just wind up with P???

What? to do a weighted average, you’d need all the prices at which a particular volume traded. so if a stock start at 10 and the follwing trades happen 100 sh, at price of 10.50 500 sh, at price of 11 200 sh, at price of 10. Your intraday volume weighted average would be 100x10.50 + 500x11 + 200x10 = 8550/800 shares traded. so your answer would be 10.6875 even though the last trade was done at 10.

Man I love this forum. Ok this is what I thought. Im asking b/c my supervisor was telling me the above. (what I wrote). I knew something didn’t add up. Thanks!