VWAP NYO Deviation

VWAP - Deviation At NYO
A clean, real-time overlay indicator that instantly shows how the major liquid markets are opening relative to their developing daily VWAP — plus powerful historical context in one compact table.
What the table displays (updated live on every chart):

Symbol – ES1!, CL1!, GC1!, 6E1!, BTCUSD
Deviation (%) – Today’s RTH open (9:30 AM EST) vs. the VWAP up to that exact moment, expressed as a percentage.
→ Green background = opening above average deviation
→ Red background = opening below average deviation
Avg Abs Dev (%) – Historical average absolute opening deviation (all completed days on your chart)
Touch VWAP % – Percentage of completed trading days where price touched the daily VWAP at least once during Regular Trading Hours (9:30–16:00 EST)

Additional features

On your main chart symbol, a clean colored label automatically appears at the exact 9:30 AM EST bar showing that symbol’s opening VWAP deviation (green up / red down).
Fully automatic EST/New York timezone handling — works on any timeframe and any symbol you’re viewing.
Table text size is fully customizable (tiny → large / auto).

Best for

Futures & BTC day traders who use VWAP as a primary reference
Quick cross-market bias check at the open
Mean-reversion / VWAP magnet strength analysis
Monitoring how “stretched” the open is versus historical norms

Simply add the indicator, and the table appears in the top-right corner. The more history loaded on your chart, the more accurate the average deviation and touch percentage become.
Perfect companion for any VWAP-based strategy.
Enjoy! 🚀