Just doing a VWAP on a spreadsheet for the month of May so far. Looking forward to Tomorrow's trading and don't forget the below info. GLTA
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 Column 9 Column 10 0 VWAP = Total Sum (Volume x Close ) / Total Sum (Volume) ASX:TV2 1 2 Date/Time Open High Low Close Volume Volume x Close 13-Vwap 8-Vwap MVWAP 3 2/05/2016 0.015 0.015 0.014 0.014 3524000 49336 4 3/05/2016 0.014 0.015 0.014 0.015 1323200 19848 5 4/05/2016 0.014 0.014 0.014 0.014 183000 2562 6 5/05/2016 0.014 0.014 0.014 0.014 708400 9917.6 7 6/05/2016 0.014 0.014 0.014 0.014 990300 13864.2 8 9/05/2016 0.014 0.014 0.013 0.013 308500 4010.5 9 10/05/2016 0.013 0.023 0.013 0.023 78874800 1814120.4 10 11/05/2016 0.026 0.034 0.026 0.031 143533600 4449541.6 0.0277 11 12/05/2016 0.031 0.031 0.031 0.031 12 13/05/2016 0.031 0.031 0.031 0.031 13 16/05/2016 0.033 0.046 0.031 0.046 190357700 8756454.2 14 17/05/2016 0.043 0.045 0.036 0.039 111638400 4353897.6 15 18/05/2016 0.04 0.043 0.037 0.042 51958100 2182240.2 0.0371 16 19/05/2016 0.041 0.042 0.038 0.038 48191200 1831265.6 0.0373 17 20/05/2016 0.038 0.038 0.038 0.038 0.0374 18 23/05/2016 0.038 0.038 0.038 0.038 0.0374 19 24/05/2016 0.034 0.04 0.031 0.033 79985900 2639534.7 0.0369 20 25/05/2016 0.033 0.033 0.033 0.033 0.0369 0.0367
After buying or selling a security, institutions or individuals can compare their price to VWAP values. A buy order executed below the VWAP value would be considered a
good fill because the security was bought at a below average price. Conversely, a sell order executed above the VWAP would be deemed a good fill because it was sold at an above
average price. VWAP = Anticipation is for players and Confirmation is for suckers in trading!
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Ann: Trading Halt-TV2.AX, page-224
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