dayOpen, Close, High, Low, Pivot

dayOpen (int zone, int day) : var

dayClose (int zone, int day) : var

dayHigh (int zone, int day) : var

dayLow (int zone, int day) : var

dayPivot (int zone, int day) : var

Returns the open, close, high, low, and pivot point within the market hours (by default, 9:30 am until 16:00 pm) of a given working day and time zone. Can be used for seasonal trading, gap trading, or daily price action. The pivot point is defined as (High+Low+Close)/3.

Parameters:

zone	UTC for UTC time or EST for New York time, or a number giving the zone offset in hours to UTC. Daylight saving time is considered.
day	Working day offset, i.e. 0 = today (see remarks), 1 = yesterday, 2 = day before yesterday, and so on. Weekends are skipped, f.i. if today is Monday, 1 refers to last Friday.

Returns

Price.

Usage:

dayClose(ET,1) returns yesterday's closing price of the current asset at the New York Stock Exchange.

Remarks:

During the LookBack period all day price functions return 0.
The BarPeriod matters for precision. F.i. for a time precision of 30 minutes, use a BarPeriod of 30 or below. The functions do not work for bar periods above one day.
Time travel attempts - for instance requesting today's high, low, or close price when the market is still open - will cause a "negative price offset" warning when the PEEK flag is not set.
Market hours can be changed through the global variables StartMarket (default: 930) and EndMarket (default: 1600) in the hhmm format. If the hours don't matter, use alternatively the price functions from daily bars, or the HH / LL functions. Daily bars change at midnight UTC. By setting StartMarket and EndMarket accordingly, arbitrary time periods can be used. F.i. for getting the high-low range of the first hour of a trading day, set StartMarket at 930 and EndMarket at 1030. EndMarket must be higher than StartMarket.
Some traders believe that markets turn at fixed "support and resistance" pivot levels named S1, S2, S3, R1, R2, R3, etc. which are calculated from dayPivot, dayClose, dayHigh, and dayLow. There are many pivot level variants, for instance:

Persons Pivot levels:
S1 = 2*Pivot - High
S2 = Pivot - (High - Low)
S3 = 2*Pivot - (2*High - Low)
R1 = 2*Pivot - Low
R2 = Pivot + (High - Low)
R3 = 2*Pivot + (High - 2*Low)

Camarilla Pivot levels:
S1 = Close - (High - Low) x 1.0833
S2 = Close - (High -Low) x 1.1666
S3 = Close - (High - Low) x 1.2500
S4 = Close - ((High - Low) x 1.5000
R1 = Close + (High - Low) x 1.0833
R2 = Close + (High -Low) x 1.1666
R3 = Close + (High - Low) x 1.2500
R4 = Close + ((High - Low) x 1.5000
The source code of the day price functions can be found in Source\indicators.c.

Example:

// simple gap trading system, 
// based on a publication by David Bean 
function run()
{
  BarPeriod = 10;
  LookBack = 100*24*60/BarPeriod; // 100 days lookback 

  asset("SPX500");  
  Stop = 100*PIP;
  TakeProfit = 40*PIP;

  vars Prices = series(price());  
  var High = dayHigh(ET,1);
  var Low = dayLow(ET,1); 
  var Close = dayClose(ET,1);

// enter a trade when the NYSE opens 
  if(High > 0 && Low > 0 && Close > 0 
    && timeOffset(ET,0,9,30) == 0)
  {
    var Avg = SMA(Prices,LookBack);
    if(*Prices > Close 
      && *Prices < High
      && *Prices < Avg)
      enterShort();
          
    if(*Prices < Close 
      && *Prices > Low
      && *Prices > Avg)
      enterLong();
  }
}