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Old 10-14-2008, 01:06 AM   #1

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High, Low, Close for Sept ES?
I've been having errors on my chart data so can someone tell me the monthly OHLC for the month of September on the ES. I'm trying to calculate monthly pivots.

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Old 10-14-2008, 01:26 AM   #2

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Re: High, Low, Close for Sept ES?
Hope this helps.

Date Open High Low Close Volume
2008/10/01 116750 117400 83700 103700 36188655
2008/09/01 128200 130350 111200 116900 78058900
2008/08/01 126650 131350 124625 128250 36385923
2008/07/01 128300 129475 120075 126700 53430870
2008/06/02 140075 141100 127275 128100 49720882
2008/05/01 138300 144100 137050 140050 37735708
2008/04/01 132125 140700 131575 138600 38471702
2008/03/03 132950 136150 125300 132400 56107969
2008/02/01 137300 140000 131275 133125 41832987
2008/01/02 147875 148275 125550 137950 55256862
2007/12/03 148400 152700 143550 147725 33454120
2007/11/01 155250 155500 140625 148375 46727018
2007/10/01 154050 158675 149250 155500 38648918
2007/09/04 147600 154550 144075 153800 37577540
2007/08/01 146250 151050 137450 147675 55546792
2007/07/02 151525 156625 145500 146200 35294761
2007/06/01 153300 155425 148050 151550 39350849
2007/05/01 148925 153800 148225 153300 25860536
2007/04/02 143175 150500 142575 148850 20352368
2007/03/01 140875 145100 136375 143125 37826109
2007/02/01 144225 146475 138900 140900 22507186
2007/01/03 143325 144725 141225 144325 21789557
2006/12/01 140300 144400 138750 142850 18630745
2006/11/01 138275 141125 136550 140300 23591349
2006/10/02 134575 139800 133600 138325 22376605
2006/09/01 130500 135050 129150 134575 21986151
2006/08/01 128275 130875 126250 130550 19304686
2006/07/03 128175 129000 123100 128275 21629284
2006/06/01 127300 129400 121875 127950 30359156
2006/05/01 131850 133125 124675 127200 24749750
2006/04/03 130700 132475 128650 131600 18174148
2006/03/01 128175 132150 126875 130325 21357033
2006/02/01 127950 129975 125575 128250 16094662
2006/01/03 125525 130100 125150 128350 18716264
2005/12/01 125225 128100 125125 125475 16503470
2005/11/01 120400 127300 120250 125100 16088116
2005/10/03 123525 123875 117175 120975 22928707
2005/09/01 122250 124450 121075 123425 18786415
2005/08/01 123925 124850 119400 122150 17759461
2005/07/01 119600 124875 117075 123675 14399929
2005/06/01 119250 122500 119125 119550 17370642
2005/05/02 115775 120200 114675 119300 16591471
2005/04/01 118375 119575 113575 115850 20182093
2005/03/01 120500 122975 116675 118400 18477565
2005/02/01 118175 121475 117950 120400 12560589
2005/01/03 121350 122125 116425 118175 15447274
2004/12/01 117550 121975 117350 121375 13039135
2004/11/01 112750 119125 112625 117400 13705446
2004/10/01 111475 114375 108800 113025 14635893
2004/09/01 110425 113250 109800 111500 12754711
2004/08/02 109800 110975 106000 110400 12921026
2004/07/01 114150 114375 107700 110100 14361280
2004/06/01 112150 114625 111250 114050 12967072
2004/05/03 110525 112750 107525 112025 15889214
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Old 10-14-2008, 01:31 AM   #3

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Re: High, Low, Close for Sept ES?
That was quick. Thanks a million!
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Old 10-14-2008, 02:12 PM   #4

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Re: High, Low, Close for Sept ES?
Can you also verify for me the low put in back in Oct 2002. I have 767.25 on Oct 10 2002. Is this correct?
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Old 10-14-2008, 02:25 PM   #5

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Re: High, Low, Close for Sept ES?
Quote:
Originally Posted by TraderBG »
Can you also verify for me the low put in back in Oct 2002. I have 767.25 on Oct 10 2002. Is this correct?
What charts are you looking at? Mine shows the same, so seems fine...
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Old 10-15-2008, 12:00 AM   #6

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Re: High, Low, Close for Sept ES?
Quote:
Originally Posted by firewalker »
What charts are you looking at? Mine shows the same, so seems fine...
Thanks, firewalker. I have esignal, but my charts had some gaps and spikes in it so I wanted to make sure some of my key levels were correct.
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Old 10-15-2008, 12:21 AM   #7

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Re: High, Low, Close for Sept ES?
Quote:
Originally Posted by TraderBG »
Thanks, firewalker. I have esignal, but my charts had some gaps and spikes in it so I wanted to make sure some of my key levels were correct.
Just a word of caution... esignal datafeed is not reliable from experience and alot of the data is off and does not get fixed right away. So if you are backtesting off esignal datafeed, you should double check with another feed or use a more reliable source.
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Old 10-15-2008, 12:36 AM   #8

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Re: High, Low, Close for Sept ES?
I'm very interested in finding a more reliable provider. I also have iqfeed but I havent had it long enough to say how good it is. Can you recommend a more reliable feed?
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