Support Board
Date/Time: Mon, 10 Mar 2025 13:33:17 +0000
Post From: Shadowtrader Pivots Not Quite Right
| [2021-06-11 12:49:22] |
| User656492 - Posts: 146 |
|
This is not producing the same result as published on the shadowtrader website. You're going to have to rename this study as "Similar to Shadowtrader pivots, but slightly different." I'm sure SC team knows that CME settlement price is not the same as last price printed at 4pm EST. "Lead month The lead month is the anchor leg for settlements and is the contract expected to be the most active. Tier 1: The volume-weighted average price (“VWAP”) of all trades executed on CME Globex between 14:59:30 and 15:00:00 CT, the settlement period, in the E-mini S&P futures will be calculated for the designated lead month and rounded to the nearest .10 index point." Example: June 10 last price for E-mini SP500: 4238.50. Settlement price: 4238.00 |