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Date/Time: Sat, 10 May 2025 01:18:22 +0000



Post From: Russell 2000 futures session time

[2015-12-22 08:51:52]
User13668 - Posts: 294
Re post #12

I am sure there are work arounds - possibly.

But look at the attached:

I like a staircase plot style on my chart of the daily high and low as the day plays out. For this picture you can see the true high of the day is being incorrectly plotted as it is ignoring the high made in the first two hours on Sunday night as it deems that to be in a 'Sunday' session.

Secondly a study like a Daily VWAP (also shown) is wrong for Monday as it is ignoring trades (ie volume) from the first two hours on Sunday.
imageSCCapture.PNG / V - Attached On 2015-12-22 08:51:47 UTC - Size: 35.63 KB - 293 views