List of Flash News about VWAP
| Time | Details |
|---|---|
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2025-11-21 14:42 |
BTC Relief Rally and Liquidity Squeeze: $85K-86K Inflection, Longs Swept Below $81K and Shorts Above $83K, Watch VWAP and Passive vs Taker Flow
According to @52kskew, BTC is seeing a relief rally and squeeze with price trading around a prior LTF floor and breakdown area that often acts as an inflection for rotation lower or continuation toward $85K-86K, source: @52kskew. The move lower and higher today was led by one firm targeting positioning, with longs swept below $81K and shorts swept above $83K, source: @52kskew. Key zones highlighted are the $81K and $83K liquidity sweep areas and the $85K-86K continuation/inflection region, source: @52kskew. Monitoring focus is on passive versus taker flow and VWAPs to gauge acceptance or rejection at these levels, source: @52kskew. |
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2025-11-20 21:47 |
Stock Market Open vs Close: Intraday Volatility, Auction Imbalances, and BTC/ETH Correlation — Trading Takeaways
According to @StockMKTNewz, the post contrasts the stock market at the open versus the close, highlighting frequent intraday swings and visualizing sentiment shifts between the opening range and the closing auction (source: @StockMKTNewz). U.S. equities typically exhibit a U-shaped intraday volume pattern with the highest activity and volatility clustering at the open and close, increasing whipsaw risk for intraday traders (source: NYSE market data). Practical setups include managing risk around the opening range, using VWAP for mean-reversion or trend confirmation, and tracking end-of-day imbalance prints into the Closing Cross to navigate late-session reversals (source: Nasdaq Closing Cross and NYSE auction methodology). Because U.S. equity moves often transmit to digital assets in the late U.S. session, monitoring BTC and ETH around the 3:50–4:00 p.m. ET auction window can improve crypto risk management on high-beta days (source: Kaiko correlation research and U.S. market auction schedules). |
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2025-11-18 04:12 |
Float Turnover Math: 500% of Tradeable Float, VWAP 1.10-1.20, and 58% One-Day Crash After Spoofing and Naked Short Selling Lawsuit
According to Roger James Hamilton, a 120-session period with 2.5 million average daily volume totals about 300 million shares traded versus a 60 million tradeable float, implying roughly 500 percent float turnover, source: Roger James Hamilton on X, Nov 18, 2025. He states the price range was 0.80 to 1.58 with an estimated VWAP around 1.10 to 1.20, meaning buyers across five full float cycles were in above 1.00 on average with a minimum cost near 0.80, source: Roger James Hamilton on X, Nov 18, 2025. He adds that after a lawsuit alleging spoofing and naked short selling, the stock moved after-hours from 0.84 to 1.30 on 10 million volume, then to 1.56 overnight before a limit, and on Monday pre-market there were no shares left to borrow, source: Roger James Hamilton on X, Nov 18, 2025. He reports that despite the borrow constraint, price fell from 1.56 to a 0.66 after-hours low on Monday, a 58 percent one-day drop on 72 million volume that exceeded the tradeable float, source: Roger James Hamilton on X, Nov 18, 2025. He characterizes the outcome as Hanky Panky in his hypothetical, source: Roger James Hamilton on X, Nov 18, 2025. |
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2025-08-02 19:21 |
How a Supply Shock Can Trigger Exponential Token Market Cap Growth: Insights for Crypto Traders
According to @kwok_phil, a supply shock can cause a token's market cap to surge dramatically because market cap is calculated as circulating supply multiplied by price, and price is set by the most recent trades using the volume-weighted average price (VWAP). In a thin order book, even a small trade can significantly impact the token price, leading to drastic market cap changes. This mechanism is critical for crypto traders to monitor, as sudden liquidity shortages can result in rapid price and cap movements, presenting both risk and opportunity (source: @kwok_phil). |