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Help with Euro Stoxx 50 close price


quote:
I am wondering when the Stoxx 50 close price is calculated please?
I think that it is @ 22:00 but wondering why it is not 17:30pm?
Close on the S&P ER... is 16:15
I have friends that use E Signal and they use the 17:30 candle as the close.
I use your pivots. They end up being quite different.
Thanks in advance

I've just compared those to the Daily prices provided by eSignal and they look the same to me. If you place a 'D' in the Interval for a chart in eSignal the figures that I see are the same as the ones that we have on the web for Friday.

The Eurex web site appears to have the same figures that we do for Friday:
http://www.eurexchange.com/market/quotes/IDX/STX/BLC/FESX/200809_en.html

If you could provide some web links to the prices that are different I could take a look for you...
Hello Day Trading,

Eurex uses the price at 17:30 CET for its settlement price. It can appear on the eSignal charts anytime between 17:30 and 18:00 and usually appears as a large spike, unless its a very quite day. eSignal told me that they intended to give their subscribers the capability to choose whether to use settlement or the actual close price on the FESX. This was suppose to be available in v.10.2. However, I have yet to find how to do this. If anyone use Genesis they use the actual close price after receiving so many complaints from their European clients.

It would be great to see the FESX included in "Value Areas and Point of Control".
hello day trading,

1. as you know, eurex has eurostoxx 50 future (and DAX future) regular trading hours (not including pre trading) listed as 07:50 to 22:00 CET (as in below link) or 01:50 to 16:00 EST.

http://www.eurexchange.com/trading/products/IDX/STX/BLC/FESX_en.html?mode=trading_hours

mypivots clearly uses an earlier close time. what time do you use for close when calculating pivots? why do you use an earlier time? have you looked into what time the majority of traders use for close time?

2. can i calculate a meaningful market profile for the dax future with you mkt profile calculator? if so, what info do i put into the calculator for the dax future? do i put in the high and low for every 30 minute bar from 08:00 to 22:00 CET?

Warm regards;

Congratulations on a brilliant website!!!

Paul J
hello day trading,

re: question 1 from previous post - dax volume dies after 17:30 CET. so i assume you are using 17:30 CET as close. is this correct?

interested in your response to creating dax mkt profile. i basically buy support and sell resitance and would like to see if i can add s/r from mkt profile to my dax trading. i am new to trading the dax, but now live in London, so looking for euro session vehicles to trade.

regards;

paulj
quote:
Originally posted by paulj
mypivots clearly uses an earlier close time. what time do you use for close when calculating pivots? why do you use an earlier time? have you looked into what time the majority of traders use for close time?[/b][/red]

Hi paulj - I don't know anything about the DAX because I don't trade it. There were a few requests for listing the DAX so I obliged and take the all session hours off the feed - I'm not sure what those hours are exactly. Perhaps someone else who trades the DAX can recognise the open/close and let us know what they are?
quote:
2. can i calculate a meaningful market profile for the dax future with your mkt profile calculator? if so, what info do i put into the calculator for the dax future? do i put in the high and low for every 30 minute bar from 08:00 to 22:00 CET?

Yes, if those are the liquid hours. Generally you take the 30 minute bars from the active/liquid session and drop the high/lows into the calculator to get the Value Areas.

Let me know if that helps.
hello day tading and all others,

just got off the phone with eurex london office.

FYI, the DAX future settlement price is "the volume weighted average price of all regular trades (blocks not included) from 17:29 to 17:30 CET." This is the same price "day trading" is using for mypivots and the settlement prices can be attained directly thru the the link below.

http://www.eurexchange.com/market/quotes/IDX/DAX/FDAX/200903_en.html

also, the FESX (eurostoxx 50) is calculated with the same technique and time, while the FGBL (German Euro Bund) is calculated with the same technique but using prices from 17:14 to 17:15 CET.

thanks day trading for your work, nice to know your input numbers are bang on!!!

regards;

paulj
paulj - many thanks for the update and information - good to know.
mp day trading,

FYI, yesterday mypivots used the DAX and eurostoxx 50 high and settlement from the day session (7:50 to 17:30 CET) and the low after official settlement around 21:45 CET (15:45 EST).

I am currently using the hi, low and close (close/settlement from eurex website, same as mypivots close) from day session (7:50 to 17:30 CET) for my pivot points.

regards;

paulj
thanks for this help guys and this forums they are really worth it....

I am in Spain and i´d like to trade in the morning in europe but my prefered instrument of choise is the ES since it is the ¨real¨¨ market...now i have been looking for a replacement and FESX or eurostoxx is the most looked alike i find since DAX is heavy for my account...

Now RTH in ES are essential for me and trying to find that in europe since there is no pit session is hard, so What about setting the charts from 9 am CET to 17 30 pm Cet for the FESX ? as if they were RTH ...What do you guys think? would it help me with volme profile, opening swings, IB, Value areas, Etc etc?

This is important guys please let me know if anyone knows

thanks

Daniel

Originally posted by paulj

mp day trading,

FYI, yesterday mypivots used the DAX and eurostoxx 50 high and settlement from the day session (7:50 to 17:30 CET) and the low after official settlement around 21:45 CET (15:45 EST).

I am currently using the hi, low and close (close/settlement from eurex website, same as mypivots close) from day session (7:50 to 17:30 CET) for my pivot points.

regards;

paulj