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Date/Time: Mon, 29 Apr 2024 00:39:15 +0000

Post From: Measuring percent move on daily basis?

[2023-01-13 21:49:07] Link To Thread - Link To Post [Go To First Post]
Spartan79 - Posts: 54
What I want to achieve is to get a percentage of a move based on the day's high/low range, and not compared to it's price. Like today in ES a 17 point move would be 0.43% price movement compared to it's price of around 3983. Calculation 17 / 3983 = 0.00426 , which is 0.43%. Whereas 17 point move in today's full session range before noon, which was 46.5 would be 37%. Calculation 17 / 46.5 = 0.37 , which is 37%. Hope that makes a bit more clear.