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Using 5 min bars how do I determine the intraday high, low, and day
close? I need it to calculate the pivot from the intraday data.
Perhaps someone has written an AFL that calculates the pivot?
The pivot is simply given by P=(H+L+C)/3 where H, L, and C are the
day's high, the day's low and the day's closing price.
TIA,
Wally
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