Is the Shenzhen VOA only good in Shenzhen?

I need a Chinese visa but I'm already outside the US. I fly from to HK (where I know I won't need one) the will take the train to Shenzhen and from Shenzhen will fly to Shangai. If I get the Shenzhen VOA, as long as only stay on PRC for 5 days, I'm fine to fly to Shanghai, correct? Thank you!