Quiet VWAP cross · Indicator-based · reading up
14 hits in 76 candles · test this one alone Sign in to be alertedLast seen Mon 21 Sep 2026, 14:40 IST
The most recent hit of VWAP cross on the 5-minute candles completed at Mon 21 Sep 2026, 14:40 IST, 10 candles ago, an up reading. It is not in progress now. Since then the close has moved +0.76% to 226.56.
What the candles did
Closed at 224.84, above the session VWAP of 224.51 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 13 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 13 (23%). Median move in the hit's direction -0.13%; best +0.28%, worst -1.31%. Within the window the move typically reached +0.33% in the hit's favour and -0.45% 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 12 hits on this name
- Mon 21 Sep 2026, 14:40 IST up Closed at 224.84, above the session VWAP of 224.51 after being below it.
- Mon 21 Sep 2026, 13:30 IST down Closed at 224.00, below the session VWAP of 224.53 after being above it.
- Mon 21 Sep 2026, 13:25 IST up Closed at 224.90, above the session VWAP of 224.53 after being below it.
- Mon 21 Sep 2026, 12:25 IST down Closed at 224.55, below the session VWAP of 224.56 after being above it.
- Mon 21 Sep 2026, 12:20 IST up Closed at 224.66, above the session VWAP of 224.56 after being below it.
- Mon 21 Sep 2026, 12:15 IST down Closed at 224.56, below the session VWAP of 224.56 after being above it.
- Mon 21 Sep 2026, 11:20 IST up Closed at 224.57, above the session VWAP of 224.40 after being below it.
- Mon 21 Sep 2026, 11:10 IST down Closed at 224.13, below the session VWAP of 224.40 after being above it.
- Mon 21 Sep 2026, 11:05 IST up Closed at 224.82, above the session VWAP of 224.40 after being below it.
- Mon 21 Sep 2026, 10:35 IST down Closed at 224.16, below the session VWAP of 224.40 after being above it.
- Mon 21 Sep 2026, 09:40 IST up Closed at 224.65, above the session VWAP of 223.81 after being below it.
- Mon 21 Sep 2026, 09:30 IST down Closed at 223.40, below the session VWAP of 223.89 after being above it.