{"slug":"anchored-vwap-explained","qid":"anchor_vs_session","label":"Daily session VWAP against a VWAP anchored on one date (AAPL)","post_title":"Anchored VWAP Explained: Formula and Uses","post_url":"/blog/anchored-vwap-explained#q-anchor_vs_session","columns":["session_date","bar_label","session_vwap","anchored_vwap"],"rows":[{"session_date":"2026-04-01","bar_label":"Apr 1","session_vwap":255.02,"anchored_vwap":255.02},{"session_date":"2026-04-02","bar_label":"Apr 2","session_vwap":254.69,"anchored_vwap":254.87},{"session_date":"2026-04-06","bar_label":"Apr 6","session_vwap":259.09,"anchored_vwap":256.1},{"session_date":"2026-04-07","bar_label":"Apr 7","session_vwap":250.85,"anchored_vwap":254.1},{"session_date":"2026-04-08","bar_label":"Apr 8","session_vwap":258.27,"anchored_vwap":254.94},{"session_date":"2026-04-09","bar_label":"Apr 9","session_vwap":259.39,"anchored_vwap":255.48},{"session_date":"2026-04-10","bar_label":"Apr 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8","session_vwap":307.64,"anchored_vwap":285.76},{"session_date":"2026-06-09","bar_label":"Jun 9","session_vwap":292.03,"anchored_vwap":285.96},{"session_date":"2026-06-10","bar_label":"Jun 10","session_vwap":291.41,"anchored_vwap":286.08},{"session_date":"2026-06-11","bar_label":"Jun 11","session_vwap":294.11,"anchored_vwap":286.22},{"session_date":"2026-06-12","bar_label":"Jun 12","session_vwap":291.6,"anchored_vwap":286.31},{"session_date":"2026-06-15","bar_label":"Jun 15","session_vwap":296.01,"anchored_vwap":286.49},{"session_date":"2026-06-16","bar_label":"Jun 16","session_vwap":298.53,"anchored_vwap":286.68},{"session_date":"2026-06-17","bar_label":"Jun 17","session_vwap":297.1,"anchored_vwap":286.85},{"session_date":"2026-06-18","bar_label":"Jun 18","session_vwap":298.07,"anchored_vwap":287.22},{"session_date":"2026-06-22","bar_label":"Jun 22","session_vwap":298.67,"anchored_vwap":287.41},{"session_date":"2026-06-23","bar_label":"Jun 23","session_vwap":296.88,"anchored_vwap":287.59},{"session_date":"2026-06-24","bar_label":"Jun 24","session_vwap":294.86,"anchored_vwap":287.73},{"session_date":"2026-06-25","bar_label":"Jun 25","session_vwap":277.45,"anchored_vwap":287.35},{"session_date":"2026-06-26","bar_label":"Jun 26","session_vwap":282.32,"anchored_vwap":286.93},{"session_date":"2026-06-29","bar_label":"Jun 29","session_vwap":282.07,"anchored_vwap":286.83},{"session_date":"2026-06-30","bar_label":"Jun 30","session_vwap":288.09,"anchored_vwap":286.86}],"shape":"series","sql":"SELECT\n    toString(date)                AS session_date,\n    formatDateTime(date, '%b %e') AS bar_label,\n    round(toFloat64(vwap), 2)     AS session_vwap,\n    round(\n        sum(toFloat64(vwap) * toFloat64(volume)) OVER (ORDER BY date ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW)\n      / sum(toFloat64(volume))                   OVER (ORDER BY date ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW)\n    , 2)                          AS anchored_vwap\nFROM global_markets.stocks_daily_aggs\nWHERE ticker = 'AAPL'\n  AND date >= '2026-04-01'\n  AND date <= '2026-06-30'\nORDER BY date","computed_at":"2026-08-07T15:34:21.643829+00:00","elapsed":0.002233457}