VWAP (Volume Weighted Average Price) is the average price weighted by volume — institutions often use it as a fair-value benchmark for the session or lookback window.
PEPS VWAP Analyzer builds an anchored VWAP from Binance spot OHLCV on 25 USDT pairs (1H, 4H, 1D), adds volume-weighted ±1σ / ±2σ bands, ranks states by strength, and charts the full VWAP path.
What is VWAP?
Typical price × volume accumulates into VWAP so high-volume bars pull the average more than quiet bars.
Bands are volume-weighted standard deviations around VWAP. Price above VWAP often means buyers are in control of the window; below means sellers.
Reclaim/reject flags mark recent crosses of VWAP — useful for continuation or mean-reversion setups.
How to read the PEPS VWAP chart
Yellow line = VWAP. Green bands = ±1σ. Red bands = ±2σ.
Distance in sigma shows how extended price is versus VWAP (e.g. +1.8σ is near the upper band).
States describe location: above/below VWAP, outside ±1σ/±2σ, at VWAP, or a fresh reclaim/reject.
Strength ranks how decisive the extension or cross is — higher scores mean clearer structure.
Using VWAP Analyzer on PEPS Crypto
Pick a timeframe tab (1H, 4H, 1D). Higher timeframes produce smoother VWAP structure.
Filter by bias or state, then click a row. The chart draws VWAP and σ bands across recent candles.
Strength (0–100) ranks extension vs VWAP and reclaim/reject clarity.
Open linked tools: Trend Following for EMA bias, Support & Resistance for zones, Multi-Timeframe for alignment.
How it works
- Data refreshes about every 10 minutes from Binance spot OHLCV (~200 candles per scan).
- VWAP is anchored from the start of the fetched window; bands use volume-weighted variance of typical price vs running VWAP.
- The action guide under the chart suggests practical next steps based on VWAP bias.
- Search by symbol or filter states from the dropdown to focus on setups you trade most.
- Times in the table follow your GMT selector in the site header.
What to consider
- VWAP states are rule-based heuristics — not financial advice. Fees, slippage and news are not modelled.
- Anchored VWAP changes as the lookback window rolls; it is not a classic session (midnight) VWAP unless the window matches.
- Futures volume can differ from spot data used here.
- Low-cap pairs outside the 25-symbol universe are not scanned.
- Practice reading VWAP reclaims on higher timeframes before sizing live positions.
Frequently asked questions
- What is the difference between VWAP and a simple moving average?
- VWAP weights each bar by volume, so high-participation prices matter more. A simple MA treats every bar equally.
- Why is price above VWAP called bullish?
- It means the auction is trading above volume-weighted fair value for the window. That can fail — always confirm with trend and levels.
- Is this tool suitable for beginners?
- Yes. Start on 4H/1D, click rows, and compare close vs VWAP and σ distance before risking capital.
Conclusion
VWAP turns volume-weighted fair value into actionable structure: midline, bands and reclaim/reject.
Treat each VWAP state as a hypothesis — let acceptance or rejection prove it, then align with your risk plan.