Source for Pivot data?

Discussion in 'Data Sets and Feeds' started by mgabriel01, Jan 16, 2008.

  1. I am using the CBOT and CME links for daily settlement prices to calculate pivot data ---

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

    http://www.cme.com/html.wrap/wrappedpages/end_of_day/daily_settlement_prices/es.html?h=1


    I noticed that the timestamp for the CME settlements is around 5PM EST

    and the timestamp for the CME ES settlements is around 8PM EST


    2 questions for the more experienced:
    1) Am I using the best sources possible to calculate the pivots?
    2) Are these 2 sources using 24 hours worth of data or less?

    Thanks in advance for your help
     
  2. I guess I need to clarify
    The closing price is what it is
    I guess Im asking... the H and the L --- do CBOE represent 24 hours worth or data?

    or some other timeframe ---- and is that significant in calculating pivots


    Thanks in advance for your help
     
  3. dude,dude,dude...save yourself some time and effort..got to www.mypivots.com it is all there and more and free!!..simply the best!!!!!!!!!!
     

  4. as tedious as it may sound - I like to understand as best I can 'how' the answer is arrived at - in addition to the answer itself


    In any event thanks very much for the link