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help creating basic pivot table...

  1. #1
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    help creating basic pivot table...

    I have a file containing the following columns:

    Date | Time | Open | High | Low | Close | Volume

    There is one row every 5 minutes between the hours of 7:35 and 11:15 (when the bar closes). The file contains data going back until January 2011.

    I would like to create a new pivot tablee that summarizes each day in the following manner:

    Date | Open | High | Time H | Low | Time W | Close | Volume

    Where there is one row per trading day.

    Open = opening value of first bar of the day
    High = highest high of the day
    Time H = the time when the highest high occurred
    Low = the lowest low of the day
    Time W = the time when the lowest low occurred
    Close = the close of the last bar of the day
    Volume = the sum of the entire day's volume

    I tried creating a pivot table and was able to generate a table of dates with the highest highs, lowest lows and sum of volume but I have not been able to generate any time information. I hope this explanation is clear. Any help would be greatly appreciated. I have included a small file including a few days worth of data if that helps. The second sheet contains my attempt at creating the pivot table.

    I also should mention that I'm running excel mac 2011 on os 10.9.1. I would greatly appreciate any help. I'm new to pivot tables which is sad because I've been using excel for years.
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  2. #2
    Forum Expert NeedForExcel's Avatar
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    Re: help creating basic pivot table...

    Just try dragging the Time to the Row Labels.

    See how you find it.

    See the file attached.

    Deep
    Attached Files Attached Files
    Cheers!
    Deep Dave

  3. #3
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    Re: help creating basic pivot table...

    Thank you so much for the help. This is a huge step in the right direction. However I don't understand how this helps me? I can see the highest high and the lowest low values but I still don't know at what time these highs and lows were made. Can you explain how I can return these values?

  4. #4
    Forum Expert NeedForExcel's Avatar
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    Re: help creating basic pivot table...

    Is it necessary to use only Pivot Tables or Formulas are OK with you?

  5. #5
    Forum Expert NeedForExcel's Avatar
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    Re: help creating basic pivot table...

    How about CF with Pivot Tables?

    See the file attached.

    Deep
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