CDP index, also known as "contrarian trading system", is calculated according to the opening price, closing price, highest price and lowest price of the previous day. For five values: AH, NH, CDP, NL, al, there is no concept of CL.
In addition, CDP is mainly used for intraday T+0 trading, and only applies to two-way trading market, namely futures market. China's stock trading is one-way T+0 trading, and CDP is not applicable.