WyckFlow VWAP
Multi-anchor VWAP with volume-weighted bands
WyckFlow VWAP computes the volume-weighted average price from a chosen anchor — session (RTH/ETH), intraday sessions (Asia/London/NY), week, month, a rolling N-day window, or a fixed date/time — and draws it as a line, optionally colored by its slope (rising/falling/flat). Around the line, up to three pairs of bands (volume-weighted σ, percent, or ATR distance) mark statistical extremes where the market typically reverts to VWAP or confirms a trend. The prior-period VWAP (yesterday's or last week's) stays on the chart as a horizontal S/R level stretched across the current period — algorithms remember it and often react sharply there.
Standalone subscription for a single study. Cancel anytime.
Cheaper in a bundle →What it does
- VWAP from any anchor: RTH/ETH, intraday sessions, week, month, rolling N-day window, fixed date/time
- Up to 3 band pairs — volume-weighted σ, percent, or ATR distance
- Optional value cloud (transparent fill between VWAP and the outer band)
- Prior-period VWAP as an extended S/R level
- Slope-colored line (rising/falling/flat)
- Right-edge labels + level extension to the right
- Cross-VWAP and band-touch alerts
How to read it
Price holding above/below VWAP with a rising/falling slope = a strong trend — chasing counter-trend band touches is risky.
A ±2σ to ±3σ touch in a flat market = a statistical extreme, a mean-reversion candidate — always wait for lower-timeframe confirmation.
A pullback to VWAP (or ±1σ) in a strong trend = a trend-direction entry once absorption confirms it (e.g. on the footprint).
The prior-period VWAP acts as a strong horizontal S/R level — algorithms remember it.
Recommended presets
Where to start by market and trading style — fine-tune to your own feed.
| Use case | Anchor | Bands |
|---|---|---|
| US index futures, day trading (ES/NQ) | Intraday sessions or RTH | ±1σ, ±2σ |
| Swing / multi-day context | Weekly / Rolling N days | ±1σ, ±2σ, ±3σ |
| A specific event (news, swing) | Anchored to date/time | as needed |
