question re: the OHLC you post?

Email received:

quote:

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Was just wondering if the OHLC found on http://www.deltat1.com/DailyNotes/highlow.htm was the normal US trading hours...9:30am-4:00pm...or over night hours as well.

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On the High/Low Page you mentioned, if you click the Data for -> link towards the top it takes you to an explanation of the data that is used on the web. If the data that is used in the calculations is changed, then that info will also be changed letting you know what times are being used for the input data.

Currently the relevant info from that link is:
The OPEN, HIGH, LOW, CLOSE figures are for RTH (Regular Trading Hours) for the date shown. For the YM, ER2 and ZB all sessions data is used. These figures are used to calculate the pivots in the section below and all other calculations on this page are derived from the historical OHLC prices.

The closing price is the official settlement price when RTH data is used and not necessarily the last traded price. On some days this may mean that the closing price is actually below the low or above the high of the day which appears to be an error but it's not.

I hope this answers your question.