Which is better, more reliable? Which do you use? ES pluses are that many earnings announcement, econominc releases, etc come out premarket... But I hate it when a high or low price is incorporated from like 12am at night...
Doesn't the ES follows closely the SPX, at least during trading hours? You can trade your SPY shares after hours if you want, too.
I only use ES high, low and close from rth(regular trading hours) data for the pivots. After hours trading doesn't have the influence of the rest of the market therefore it is skewered.