Discussion in 'Index Futures' started by maildigger, Apr 17, 2007.

  1. 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 ?
  2. nkhoi

    nkhoi Moderator

  3. 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
  4. Or maybe ... which formula should I use ?
  5. nkhoi

    nkhoi Moderator

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


  7. Surdo


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

    el surdo
    #10     Apr 19, 2007