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Daily Volume-Weighted Average Price

A form of volume-weighted average price that is calculated based on daily transactions. In other words, it is the dollar amount traded for every transaction (price times securities traded) related to the total number of securities traded for a specific day. Daily volume-weighted average price is used by traders as a benchmark for daily positions. For example, some traders may favor long positions when price is higher than its daily VWAP and short positions when it is lower.


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