To showcase the longevity of VWAP's impact, we compiled chart examples dating back to 2010. To ensure consistency, all of the examples utilize an intraday chart of SPY — a popular ETF that tracks the S&P 500.
2010
1/13/2010 — Intraday VWAP with deviation bands
9/20/2010 — Intraday VWAP with deviation bands
2011
3/11/2011 — Intraday VWAP with deviation bands + prior day's VWAP
9/20/2010 — Intraday VWAP with deviation bands
2012
4/10/2012 — Intraday VWAP with deviation bands
9/6/2012 — Intraday VWAP with deviation bands
2013
5/14/2013 — Intraday VWAP with deviation bands
9/20/2013 — Intraday VWAP with deviation bands
2014
2/3/2014 — Intraday VWAP with deviation bands
11/21/2014 — Intraday VWAP with deviation bands + prior day's VWAP
2015
4/28/2015 — Intraday VWAP with deviation bands + prior day's VWAP
12/4/2015 — Intraday VWAP with deviation bands
2016
1/29/2016 — Intraday VWAP with deviation bands
7/7/2016 — Intraday VWAP with deviation bands + prior day's VWAP
2017
1/3/2017 — Intraday VWAP with deviation bands + prior day's VWAP
8/8/2017 — Intraday VWAP with deviation bands + prior day's VWAP
2018
3/13/2018 — Intraday VWAP with deviation bands + prior day's VWAP
8/2/2018 — Intraday VWAP with deviation bands + prior day's VWAP
2019
3/1/2019 — Intraday VWAP with deviation bands
8/23/2019 — Intraday VWAP with deviation bands + prior day's VWAP
2020
3/12/2020 — Prior day's VWAP
12/14/2020 — Intraday VWAP with deviation bands + prior day's VWAP
2021
1/4/2021 — Intraday VWAP with deviation bands + prior day's VWAP
7/6/2021 — Intraday VWAP with deviation bands
2022
2/23/2022 — Intraday VWAP with deviation bands + prior day's VWAP
4/21/2022 — Intraday VWAP with deviation bands + prior day's VWAP
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