VWAP Periodic Close

The VWAP Periodic Close plots the level where the volume-weighted average price finished each period — daily, weekly, monthly, quarterly and yearly — and keeps those closes on the chart as labeled horizontal references. It extends the idea behind periodic VWAPs: instead of watching each period's running average, you archive where it ended, building a ladder of settled value. Each period toggles independently, and several historical closes (three months, three quarters, even three years back) can be held on screen at once, every level timestamped by its label.

How to Trade the VWAP Periodic Close?

• Price revisiting a prior close: past period closes frequently act as support or resistance — watch how price behaves when it returns to a weekly or monthly level.
• Clusters of closes: levels from different periods stacking in one area mark a zone the market has repeatedly accepted as fair value.
• Higher-timeframe framing: quarterly and yearly closes set the broad context, while daily and weekly levels serve shorter-term timing.

Because each line records where a full period's volume-weighted trading concluded, the levels behave much like an anchored VWAP read as a level: dormant benchmarks the market remembers long after the period ends.

VWAP Periodic Close Settings

• VWAP Close Level: toggles the close level for each period — daily, weekly, monthly, quarterly and yearly.
• VWAP Origin: shows or hides the VWAP line itself for each period.
• VWAP Source (default HLC3): the price source fed into the VWAP calculation.
• Historical Closes: how many past levels to keep; more closes add context but crowd the chart.
• Line/Label Offset: shifts lines and labels for readability.
• A theme input switches the palette between Day, Night and Custom.

Frequently Asked Questions

How is this different from a regular anchored VWAP?

An Anchored VWAP tracks a running average from one anchor you choose and keeps evolving. The VWAP Periodic Close records the finished value of each calendar period instead, so you get fixed horizontal levels rather than a curve — better suited to support and resistance work.

Which timeframes does it cover?

Daily, weekly, monthly, quarterly and yearly closes, each with its own toggle, plus historical levels reaching months, quarters or years back. Labels identify the period and timestamp of every plotted close.

Is the VWAP Periodic Close free?

Yes — it is a free LuxAlgo original. Add it to your charts from this page, or run and backtest it in LuxAlgo's AI, Quant, without any subscription.