Wednesday, June 29, 2016

Complete V W A P Analysis YTD





OVERBOT/OVERSOLD
Using Multiple Time Frame VWAP-

Curr Mo. Vwap is 207.01
   *when we sold off - brexit
We were oversold on a Monthly Basis-
Previous Mo. Vwap is 206.4
*That pus 2 Mo Cumm Vwap 206.75ish
We were much oversold on the Brexit event-


Now YTD Vwap is 200.54.
Also YTD at 200.51 is the 38.2%
  Fibanocci Ret from Feb Lowz Up

 So net net we are at par on a 
quaterly basis, but well in Uptrend
on YTD Basis whereas both YTD Vwap
and Fib Trend Supp 38.2% are 200.5
And with that Brexit drop we got extreme
short term oversold-
 ** This is a Chop zone,Be Careful 205-208ish,
Value comes low 200's, and Overbot comes 209-212- But just guide lines, because 
"at Highs,things always look good !"

Hope the math help'd with sum mental 
bookendzz

Peaazccz
BP


Sunday, May 22, 2016

Ranges Verses Vwap -





This Current Month has had Large Price Range,common in and around earnings season.I took a look at where vwaps were for the current month of some stocks I commonly follow and noticed something worth taking a more in depth look at. After doing cocktail napkin analysis, I thought it was worth exhibiting.

     
                   MONTHLY    RANGE             MONTHLY   VWAP          CURRENT***

SPY            208.54-202.78    *5.84                     205.69                             205.84
QQQ           107.49-104.4      *3.09                     105.85                             106.47
IWM           113.51-107.99    *5.52                     110.6                                110.79
AAPL           95.9-89.47        *6.43                      95.22                               93.13
AMZN         722.45-656        *66.45                   692.47                              702.8
BIDU           185.33-158.38   *26.7                     170.63***                        170.05***
FB                121.08-114.8      *7                         118.49                               117.35
NFLX           93.28-85.74       *7.54                      90.09                                 92.49
TSLA           243.19-203.66    *39.54                   216.03                              220.28

   So I found it really interesting that there have been large ranges,indecision and uncertainty but one thing IS certain, Vwap is an Excellent variable to be aware of. In this case BIDU is the clear cut winner, with IWM,SPY being close seconds,with the rest not far behind.The Monthly Vwap starts getting more important to know about 1/2way through.(2,3rd weeks). As the month progresses the Vwap will change less,barring any earnings smack in the middle. When 50% of the month is already in the books, you can start doing the math to see how much volume would have to trade to move the Vwap from Xprice to Zprice both up or down. But that will be in another quick study.
    Everybody's busy so I try to keep it brief, use the above study as you will-

Peacz,
  BP