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
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