Support Board
Date/Time: Wed, 04 Nov 2026 20:37:01 +0000
Post From: Weekly VWAP the same as monthly?
| [2026-11-04 20:12:51] |
| John - SC Support - Posts: 48429 |
|
1. On an historical chart set to 1 day bar period, a 1 day VWAP is always going to be at the Last price. This is by definition of how the VWAP is calculated. 2. The reason your weekly and monthly VWAP is the same is that the week and the month both started on the same day, and until next week, they will give the same result. 3. You have the same result with an Intraday chart, because you have the option for "Based on Underlying Data" set to "No". On an Intraday Only chart set to a 1 day bar period, if you set "Based on Underlying Data" to "Yes", then the 1 day VWAP will be different from the last price. But you will have the same issue with the Weekly and Monthly being the same. 4. Your Historical 1 day chart is not setup as a Continuous Futures Contract chart. Depending on what you are wanting to see, you may want to change that. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |