RTH VWAP (Held Until Next Open)
Description:
A session VWAP that anchors to the regular trading session only (9:30 AM to 4:00 PM ET). Pre-market and after-hours volume are excluded from the calculation, so the line reflects where institutional flow actually traded during the cash session.
How it works
The VWAP resets at the 9:30 ET open and updates bar by bar through 4:00 PM ET.
At the close, the line stops updating. A dotted line then holds the closing VWAP through after-hours and the next morning’s pre-market, until the next open.
That closing level is useful as a reference for gap fills, overnight reaction, and where price sits relative to the prior day’s fair value going into the open.
Optional standard deviation bands (off by default) are available for the regular session.
Settings
Price Source: defaults to HLC3.
Show Std Dev Bands: toggles the upper and lower bands.
Band Multiplier: adjusts the band width.
Usage notes
Works on intraday timeframes only.
Enable Extended Trading Hours in chart settings to see the dotted line on after-hours and pre-market bars.
Session times are fixed to US Eastern, so it behaves the same regardless of your chart’s time zone.
The first session on a chart has no prior close, so the dotted line begins after that session ends.
This script is for educational and informational purposes only and is not financial advice. Always do your own research and manage your risk.
Suggested tags: vwap, session vwap, rth, volume, intraday, day trading, extended hours, support resistance
A session VWAP that anchors to the regular trading session only (9:30 AM to 4:00 PM ET). Pre-market and after-hours volume are excluded from the calculation, so the line reflects where institutional flow actually traded during the cash session.
How it works
The VWAP resets at the 9:30 ET open and updates bar by bar through 4:00 PM ET.
At the close, the line stops updating. A dotted line then holds the closing VWAP through after-hours and the next morning’s pre-market, until the next open.
That closing level is useful as a reference for gap fills, overnight reaction, and where price sits relative to the prior day’s fair value going into the open.
Optional standard deviation bands (off by default) are available for the regular session.
Settings
Price Source: defaults to HLC3.
Show Std Dev Bands: toggles the upper and lower bands.
Band Multiplier: adjusts the band width.
Usage notes
Works on intraday timeframes only.
Enable Extended Trading Hours in chart settings to see the dotted line on after-hours and pre-market bars.
Session times are fixed to US Eastern, so it behaves the same regardless of your chart’s time zone.
The first session on a chart has no prior close, so the dotted line begins after that session ends.
This script is for educational and informational purposes only and is not financial advice. Always do your own research and manage your risk.
Suggested tags: vwap, session vwap, rth, volume, intraday, day trading, extended hours, support resistance
כתב ויתור
המידע והפרסומים אינם מיועדים להיות, ואינם מהווים, ייעוץ או המלצה פיננסית, השקעתית, מסחרית או מכל סוג אחר המסופקת או מאושרת על ידי TradingView. קרא עוד ב־תנאי השימוש.
כתב ויתור
המידע והפרסומים אינם מיועדים להיות, ואינם מהווים, ייעוץ או המלצה פיננסית, השקעתית, מסחרית או מכל סוג אחר המסופקת או מאושרת על ידי TradingView. קרא עוד ב־תנאי השימוש.