Astreka

Session VWAP & ADR Exporter

Calculate key intraday levels and export for your trading platform

Get session VWAP with volatility bands, prior day levels, opening range, and average daily range metrics. One-click export to CSV or JSON for Sierra Chart, TradingView, and other platforms.

About This Tool

VWAP (Volume Weighted Average Price): Shows the average price weighted by volume, providing a benchmark for institutional trading levels.

VWAP Bands: Standard deviation or ATR-based bands around VWAP help identify potential support/resistance zones and mean reversion opportunities.

Prior Day Metrics: Previous session's high, low, and midpoint often act as key psychological levels for the current session.

Opening Range (ONH/ONL): First candle high/low marks the initial price discovery zone and breakout levels.

ADR (Average Daily Range): Historical average range helps set realistic profit targets and stop levels based on typical volatility.

Professional VWAP & Trading Levels Calculator

What is VWAP?

VWAP (Volume Weighted Average Price) is a trading benchmark that represents the average price a security has traded at throughout the day, weighted by volume. Institutional traders use VWAP to ensure they're executing orders at fair prices, making it a critical level for day traders and swing traders to monitor.

Understanding VWAP Bands

VWAP bands extend above and below the VWAP line at 1, 2, and 3 standard deviations (or ATR multiples). These bands help identify:

  • Potential support and resistance zones
  • Overbought and oversold conditions
  • Mean reversion trading opportunities
  • Breakout and breakdown levels

Key Trading Metrics Explained

Prior Day Levels

Previous day's high, low, and midpoint serve as psychological levels where price often finds support or resistance. Many traders watch these levels for potential reversals or breakouts.

Opening Range (ONH/ONL)

The opening range high (ONH) and low (ONL) represent the first candle's price extremes. Breakouts above ONH or below ONL often signal the day's directional bias and can lead to significant moves.

Average Daily Range (ADR)

ADR calculates the average difference between high and low over a specified period (20 or 60 days). This metric helps traders:

  • Set realistic profit targets based on typical volatility
  • Adjust position sizing according to expected movement
  • Identify unusually quiet or volatile sessions
  • Plan stop-loss placement with appropriate buffer

How to Use This Tool

  1. Enter your symbol (e.g., SPY, ES, NQ) and select the trading date
  2. Choose your band method: Standard Deviation for typical price volatility or ATR for true range-based bands
  3. Click Calculate to generate all key levels instantly
  4. Export your levels: Copy to clipboard or download as CSV/JSON for import into Sierra Chart, TradingView, or other platforms

Export Formats

Our tool supports multiple export formats for seamless integration with your trading platform:

  • CSV Format: Compatible with Sierra Chart, Excel, and spreadsheet applications
  • JSON Format: Structured data for TradingView Pine Script, custom indicators, or API integration
  • Clipboard Copy: Instantly paste levels into your charting software or trading journal

Who Should Use This Tool?

  • Day traders looking for intraday support and resistance levels
  • Swing traders monitoring institutional price levels
  • Options traders planning entries around key VWAP zones
  • Algorithmic traders needing precise level data for backtesting
  • Educators teaching technical analysis and market structure

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