VWAP Tracker
VWAP Tracker is a free online tool that plots a stock's intraday price against its volume-weighted average price (VWAP) and the classic ±1σ / ±2σ deviation bands — the chart day traders watch all day, rebuilt as a teaching lab with animated replay, bar-by-bar scrubbing and a band-reversion score. Everything runs in your browser on included sample sessions or your own pasted data; no live market feed.
How VWAP works
VWAP — volume-weighted average price — is the running average price of every share traded since the open: Σ(price × volume) / Σ(volume). Unlike a simple average, it weights each bar by how much actually changed hands, so the morning rush counts more than a quiet noon. Institutions benchmark their fills against it: buy below VWAP and you beat the day's average.
The bands are the volume-weighted standard deviation of price around VWAP, drawn at ±1σ and ±2σ. They answer "how stretched is this move?" — in a random walk roughly 95% of bars land inside ±2σ, so a touch of the outer band is where mean-reversion traders start paying attention.
The reversion score counts each run of bars beyond ±2σ and checks whether price later crossed back through VWAP before the close — the fraction that did. Watch a replay: on the trend day almost nothing reverts (score near 0%), on the chop day every stretch snaps back (score 100%). This is a teaching metric, not a trading signal — no live data here, just the mechanics.
Paste your own series
One bar per line: HH:MM,price,volume — e.g. 09:30,100.25,5200. At least 5 bars; volume must be a whole number.