Five (5) Day VWAP definition
Five (5) Day VWAP means, as of a particular date, the average of each daily VWAP for the five (5) consecutive Trading Days occurring immediately prior to (but not including) such date. For the avoidance of doubt, the Five (5) Day VWAP shall be determined by calculating the daily VWAP for each of the five (5) Trading Days immediately preceding the relevant date, adding together all of the daily VWAPs for such five (5) Trading Day period, and dividing such sum by five (5).