How did you calculate last week's pivot point for ES?
By email:
We use the all session contract to get the highs and lows from the market. If you look at the Daily Notes for E-mini S&P500 September 2010 you will see the weekly OHLC figures used as input into the weekly pivot point calculations in one of the boxes at the top. These figures come from the all sessions data. It looks like you are referring to the RTH data.
According to your website, the weekly pivot for week ending 6-Aug-2010 is 1117.
However, High of the week ending 30-Jul-10 was 1118.75, Low was 1083.5 and close was 1098.25. The average of those three values is 1100.17
If we look at last week, H=1127.75, L=1101.75, C=1119.5 which gives PP level of 1116.33.
Where did the 1117 come from?
We use the all session contract to get the highs and lows from the market. If you look at the Daily Notes for E-mini S&P500 September 2010 you will see the weekly OHLC figures used as input into the weekly pivot point calculations in one of the boxes at the top. These figures come from the all sessions data. It looks like you are referring to the RTH data.
Hello,
I aslo use the all session contract.
The High and the Close values are the same as mine.
However, the low value is differnt. According to my chart, the low value, 1101.75 was recorded on Sunday, August 1st, at 18:02.
Does your session include sundays?
Thanks,
Ofir
I aslo use the all session contract.
The High and the Close values are the same as mine.
However, the low value is differnt. According to my chart, the low value, 1101.75 was recorded on Sunday, August 1st, at 18:02.
Does your session include sundays?
Thanks,
Ofir
You are right. There had been a software update that caused some of the weekly values to be miscalculated. This has been fixed and the figures should be correct again.
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