Quiet VWAP cross · Indicator-based · reading up
10 hits in 76 candles · test this one alone Sign in to be alertedLast seen Mon 21 Sep 2026, 15:10 IST
The most recent hit of VWAP cross on the 5-minute candles completed at Mon 21 Sep 2026, 15:10 IST, 4 candles ago, an up reading. It is not in progress now. Since then the close has moved -0.23% to 21.81.
What the candles did
Closed at 21.86, above the session VWAP of 21.80 after being below it.
What this pattern is taken to mean
The close crossed the session's volume-weighted average price. Read as price moving to the other side of where the day's volume has traded.
What followed on this name's own record
After 8 earlier hits on this name's 5-minute candles, the close 12 candles later went the hit's own way (up after an up reading, down after a down one) 3 times of 8 (38%). Median move in the hit's direction -0.07%; best +1.89%, worst -0.96%. Within the window the move typically reached +0.37% in the hit's favour and -0.44% against it. On this name it has more often gone the other way.
An observation from stored candles, not advice. Nothing here is a forecast; the decision, and the risk, are yours.
The rule, exactly as checked
- Compute the session VWAP: cumulative Σ(typical price × volume) / Σ volume, typical price = (high + low + close) / 3, reset at each session's first candle.
- The pattern completes on a candle whose close is above VWAP while the previous close was at or below it (up), or the reverse (down).
- Candles without volume from the feed are skipped.
The last 10 hits on this name
- Mon 21 Sep 2026, 15:10 IST up Closed at 21.86, above the session VWAP of 21.80 after being below it.
- Mon 21 Sep 2026, 15:05 IST down Closed at 21.80, below the session VWAP of 21.80 after being above it.
- Mon 21 Sep 2026, 12:30 IST up Closed at 21.74, above the session VWAP of 21.66 after being below it.
- Mon 21 Sep 2026, 11:40 IST down Closed at 21.64, below the session VWAP of 21.66 after being above it.
- Mon 21 Sep 2026, 11:35 IST up Closed at 21.66, above the session VWAP of 21.66 after being below it.
- Mon 21 Sep 2026, 11:30 IST down Closed at 21.65, below the session VWAP of 21.66 after being above it.
- Mon 21 Sep 2026, 11:15 IST up Closed at 21.68, above the session VWAP of 21.66 after being below it.
- Mon 21 Sep 2026, 09:35 IST down Closed at 21.64, below the session VWAP of 21.71 after being above it.
- Mon 21 Sep 2026, 09:25 IST up Closed at 21.78, above the session VWAP of 21.70 after being below it.
- Mon 21 Sep 2026, 09:20 IST down Closed at 21.62, below the session VWAP of 21.69 after being above it.