Anchored VWAP Multi-Anchor Analysis

Volume-weighted average price anchored to key structural dates: YTD, earnings, 52-week extremes, peak-volume day, and IPO. AVWAP acts as support when price is above and resistance when price is below. Where multiple AVWAPs stack within 0.25% — a confluence zone — the level carries the combined weight of all anchors.

Anchor Points
Enter a ticker and select anchors to begin.
Select anchors and click Run Analysis.
Methodology — avwap-2026-06-06-v1
  • AVWAP formula: AVWAP = Σ(tp × vol) / Σ(vol) from anchor date to today, where tp = (H+L+C)/3
  • Bands: ±1σ and ±2σ using population variance weighted by volume
  • Signal thresholds: ABOVE / BELOW with AT band ±0.15% around AVWAP
  • Confluence detection: anchors within 0.25% of each other — STRONG ≥3 lines, MODERATE = 2 lines
  • AVWAP as S/R: Acts as support when price is above (buyers established cost basis here), resistance when below. Multiple confluent lines = compounded institutional cost basis
  • Anchor sources: YTD (Jan 1) · Earnings (Polygon financials) · 52w High/Low (daily bars) · Peak Volume Day (last 90 trading days) · IPO (Polygon ticker details)
  • Data: Polygon.io adjusted daily OHLCV · Cache TTL 5 min