Traders Laboratory - View Single Post - Overnight Session: Looking at globex high & low
Thread: Overnight Session: Looking at globex high & low
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Old 09-12-2006, 07:06 PM
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Quote:
kentClark
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Could you please tell me how the value high/low is calculated?
Calculating the actual value area by hand can be very time consuming. I recommend paying for market profile data fees.

Listed below is from the CBOT Market Profile data vendor list:

http://cbot.com/cbot/pub/page/0,3181,1183,00.html


Source: Chicago Board of Trade

I will also post a thread on how to calculate the value area hopefully tomorrow. Will need to create it in excel format. I will keep you posted.

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