0
$\begingroup$

I was wondering, is it possible to calculate a daily VWAP (Volume weighted Average Price) from the close snap shot (close price, high, low open and total volume traded over the day)?

If so is there a formula?

Many thanks

$\endgroup$
2
$\begingroup$

No, you need the volume at each traded price level.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.