Definition:            
Volume Weighted Average Price - VWAP A trading benchmark particularly used in pension plans. VWAP is calculated by adding up the dollars traded for every transaction (price times shares traded) and then dividing by the total shares traded for the day.

The theory is that if the price of a buy trade is lower than the VWAP, it is a good trade. The opposite is true if the price is higher than the VWAP.            
Usage:            
Use this software to verify your VWAP trading orders.

Send comments and suggestions to nitin3000@hotmail.com            
Delete the existing rows and Insert a new row under Volume, Price for each trade, that has been executed for the period, that you are calculating the VWAP for.

Copy the formula under the Dollars traded column to any new rows added from an existing row. Refer to excel help on how to do that.

All the good trades will be highlighted with green color and bad trades will be highlighted with Red