In this lesson, we focus on another extremely popular and liquid contract, which is the ETF for the SPY, which tracks the S&P 500 index.
As you will see from the lesson, the AVWAP is a wonderful indicator for trading all markets and instruments, and whether they are stocks, ETFs, or futures, it works in the same way. All you need to do is decide which of the variants you prefer to use and apply it to your chosen timeframes, whether an intraday trader as here or on slower timeframes as a longer-term swing or trend trader.