Using VWAP With Order Flow

VWAP and order flow can complement each other.

VWAP represents the volume-weighted average price over a chosen period. Many traders use it as a reference for understanding where current price sits relative to the session's average traded price.

Suppose NQ pulls back toward VWAP during an uptrend.

Rather than automatically buying the touch, I would examine whether selling pressure slows, buyers become more active, and price begins to recover.

Alternatively, sustained trading below VWAP could suggest a weaker intraday environment.

These observations are not guarantees, and VWAP can behave differently across market conditions.

The idea is to use VWAP for context and order flow to examine the market's response.