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skytrader67 | 30-Nov-2011 at 3:26 PM | Rep: 0 | Posts: 3
I was checking out the beta Market Profile calculator. I trade the Emini Dow and there are numbers set up for the ES. It says to enter the Raw high/Low data here. When I do, the profile does not appear to be correct. Would someone be kind enough to explain how to set this up for the EMini Dow (YM)? Thanks alot!
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day trading | 30-Nov-2011 at 6:43 PM | Rep: 16.7k | Posts: 6,059 | @mypivots
I can explain how to do that. Take the high and low values for the YM from 9:30am to 4pm from today (11/30/11):

11952 11833
11964 11922
11988 11938
11984 11951
11981 11951
11968 11950
11971 11952
11974 11939
11956 11930
11949 11929
11956 11917
11971 11926
12036 11959
12035 12002

Copy them from above (select and then Ctrl+C).

Go to the Market Profile Calculator.

Select and delete the prices in the space on the left and paste these numbers (Ctrl+V).

Now change the Tick Size to 1 and Decimal Places to 0 and click Generate and you will have your profile.

At the bottom of the page will be a summary with the VAs and POC:
VAH=11986
POC=11952
VAL=11922

Which will closely match the prices that you will see on this page:
http://www.mypivots.com/board/topic/6988/5/value-areas-and-point-of-control-2011-q4#93975
which were generated with the DVATool.

Let me know if you have any further questions...
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skytrader67 | 30-Nov-2011 at 7:05 PM | Rep: 0 | Posts: 3
Thanks for your time and reply. Are you getting the highs and lows from from each 30 minute time period?
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day trading | 1-Dec-2011 at 12:22 AM | Rep: 16.7k | Posts: 6,059 | @mypivots
Yes, so 9:30 to 9:59:59.99 and 10:00 to 10:29:59.99 etc.
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skytrader67 | 1-Dec-2011 at 8:08 AM | Rep: 0 | Posts: 3
Thanks! Do you, by chance, use ThinkorSwim for charting platform? I used to use TradeStation but switched to TOS.
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day trading | 1-Dec-2011 at 9:40 AM | Rep: 16.7k | Posts: 6,059 | @mypivots
No, I use eSignal, hence the reference to the DVATool to get my Market Profile numbers.
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rus4us | 14-Dec-2011 at 5:55 PM | Rep: 0 | Posts: 1
Thank you for explanation. Please help me with the following question in regards to Market Profile Calculator.

In your post you provided example for YM data from 9:30am to 4pm, but there are 14 rows, while it's 13 half hour intervals between 9:30 and 4.
11952 11833 9:30 to 10
11964 11922 10 to 10:30
11988 11938 10:30 to 11
11984 11951 11 to 11:30
11981 11951 11:30 to 12
11968 11950 12 to 12:30
11971 11952 12:30 to 1
11974 11939 1 to 1:30
11956 11930 1:30 to 2
11949 11929 2 to 2:30
11956 11917 2:30 to 3
11971 11926 3 to 3:30
12036 11959 3:30 to 4
12035 12002 ???
Could you explain please?

Thank you and Best Regards,
Russ
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day trading | 14-Dec-2011 at 9:46 PM | Rep: 16.7k | Posts: 6,059 | @mypivots
The ES, and I assume the YM, also trade a 15 minute segment from 4pm to 4:15pm ET.
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