Pivots

I like to calculate the pivot points myself. Where can I find the 'official' high/low/close of the previous day (extended market hours) for es, er2, ym ?

 

http://elitetrader.com/vb/showthread.php?s=&threadid=70067&highlight=calculate+pivots

 

See ... that is exactely the problem! Are those pivots correct?

I have other numbers for ES (from IB)

Yesterday 16-april-07

high = 1477
low = 1462.5
close = 1473.5

 

Or maybe ... which formula should I use ?

 

any of those numbers are followed by large number of people just pick one give you the highest level of confident.

 

http://www.cme.com/trading/dta/hist/daily_settle_prices.html?type=idx

http://www.cbot.com/cbot/pub/page/0,3181,862,00.html

 

http://www.puretick.com/pivotpointtrading.html

 

Nobody needs to watch another one of your fucking videos.

This is all you need!

http://www.mypivots.com/dn/

el surdo

 

http://www.mypivots.com/dn/

I have noticed the numbers are slightly skewed on fridays and emailed them about it...

 

They just use O H L C from the CME, etc websites, what do you mean by "skewed"?

el surdo