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help creating basic pivot table...

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  1. #1
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    06-10-2013
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    Portland, OR
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    Excel 2011
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    26

    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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