pivot calculation open high low close

when i look in my data from the esm7 (esmini) i have difficulty in understanding what open and what close values are used for the classic pivot calulation. the website fills in the open en close for the previous day for which they calculate the pivots but i have different data all together when i look up open and close in my data. what time stamps are used to find the open and the close values. Can anyone help me with that?
kind regards and thanks for your help
skippie

Here are the figures for ES U7 on 13 June 2007. They don't match the figures that you have quoted.

"I am trying to calculate 'classic' pivots that matches mypivots - what OHLC do I use?"

for the pivots on the 14th of june. i am trying to find the corresponding data for the ohlc to calculate the pivot. i see of course the values in my pivots but i cannot find those values in the data set of the esu7. what times do i have to look at? why is the value different when i look in the pages from 13th and the 14th?

If you want to calculate the pivots that were calculated on 13 June 2007 for ES U7 then you should use the OHLC for that date on that page. i.e. 1507.5/1531.75/1503.75/1530.25. If you plug those into the Pivot Point Calculator you will see that it comes up with the same values.

quote:

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Originally posted by skippie

for the pivots on the 14th of june. i am trying to find the corresponding data for the ohlc to calculate the pivot. i see of course the values in my pivots but i cannot find those values in the data set of the esu7. what times do i have to look at?

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Look at the all sessions times.

quote:

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why is the value different when i look in the pages from 13th and the 14th?

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On the page for the 14th, the values for the 13th have moved to the left hand column. Take a look at the date above the values.

i do understand what you say but i try to find in the graph where i find these values and i am not able to find them! i want to know at what time and date i have to look to find those values in my chart to draw the pivot lines in the graph for 14th. we need to built our own indicator in our software and therefor we need to tell exactly where to find the values for the calculation

The open is at 16:30 EST the day before and the close is at 16:15 on the same day.

thanks agin i am going to find out. finally we will get there!
good work day trader!

Hi there, Daytrader. Thanks for your input into this thread.
I am trying to figure out exactly how this calculation is done as well so I can automate it based on minute data I have for the ES.

Could you please help clarify. The OHLC for the 14th of June are as follows from the mypivots site (http://www.mypivots.com/dn/archive.aspx?symbol=11&date=06/14/07):

O=1514.75 H=1527.00 L=1514.00 C=1524.75

I understand how these values are used to calculate the "classic" pivots, however I am unsure about how to derive this information from minute data I have.

If I look at the Open from the 13/6/07 at 16:30 EST - which, as I understand should be 1514.75 - my minute data actually has an Open of 1530.25 (at 16:31 EST). Even if I look a few minutes either side of this, there is nothing that is close to 1514.75.

Have I missed the point here? The same goes for the rest of the High, Low and Close for the 14th - I can't seem to see where they come from in relation to my minute data.

Thanks very much for your help!

hi day trading, me here again as well. we use data import from Interactive brokers. it is impossible for us to find these values as have been publised in the mypivots website. could you please give for one day the OHLC with the actual timestamps?
thanks a lot
skippie

I didn't know that poster - thanks for the update. I do know that I've done considerable research on when the pit is going to disappear and I think that it will be gone (at least in its current form) within the next few years.