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



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
 
Back
Top