Pivot point calculator
Four published conventions for turning yesterday's high, low and close into today's reference levels. Arithmetic that many traders watch - not a prediction of anything.
What the levels mean
A pivot level is a formula applied to yesterday's range, nothing more. The methods differ in emphasis: classic averages all three prices, Woodie weights the close double, Camarilla hugs the close with tight bands, Fibonacci spaces the range by 0.382 and 0.618. None of them knows anything about today.
Their value, to the extent they have one, is coordination: enough participants watch the same levels that behaviour can cluster around them. That is a statement about attention, not about price having memory - treat the levels as reference lines on a map, never as instructions.
Worked example
Previous session: high 1.1050, low 1.0950, close 1.1000.
- Classic pivot: (1.1050 + 1.0950 + 1.1000) ÷ 3 = 1.10000
- R1 = 2P − low = 1.10500, S1 = 1.09500
- R2 = P + range = 1.11000, R3 = 1.11500
The unit test suite pins these exact figures.
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<iframe src="https://ticksprout.com/tools/pivot-points?high=1.105&low=1.095&close=1.1&embed=1" width="100%" height="860" style="border:0" title="Pivot point calculator" loading="lazy"></iframe>
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