For the e-mini S&P500, I track a rolling Pivot Moving Average composed of a 14-day, 30-day, and 50-day pivot as defined by Mark Fisher in The Logical Trader.

I am confused when the contract rolls over; whether I should leave the data as continuous or if I should back adjust the data?

*This link is an example of continuous data for the ES Pivot Moving Average.

For comparison, this link is an example of the back-adjusted data (+44pts) for the ES Pivot Moving Average.