Pivot Points

Pivot Points depict support and resistance levels, based on prior calendar windows. You can specify window size (e.g. month, week, day, etc) and any of the traditional Floor Trading, Camarilla, Demark, Fibonacci, and Woodie variants. See Rolling Pivot Points for lookback window variant. [Discuss] 💬

// C# usage syntax
IReadOnlyList<PivotPointsResult> results =
  bars.ToPivotPoints(windowSize, pointType);

Parameters

param	type	description
windowSize	BarInterval	Size of the lookback window. Default is BarInterval.Month
pointType	PivotPointType	Type of Pivot Point. Default is PivotPointType.Standard

Historical price bars requirements

You must have at least 2 windows of bars to cover the warmup periods. For example, if you specify a Week window size, you need at least 14 calendar days of bars.

bars is a collection of generic TBar historical price bars. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

BarInterval options (for windowSize)

BarInterval.Month - Use the prior month's data to calculate current month's Pivot Points

BarInterval.Week - [..] weekly

BarInterval.Day - [..] daily. Commonly used for intraday data.

BarInterval.OneHour - [..] hourly

PivotPointType options

PivotPointType.Standard - Floor Trading (default)

PivotPointType.Camarilla - Camarilla

PivotPointType.Demark - Demark

PivotPointType.Fibonacci - Fibonacci

PivotPointType.Woodie - Woodie

Response

IReadOnlyList<PivotPointsResult>

• This method returns a time series of all available indicator values for the bars provided.
• It always returns the same number of elements as there are in the historical price bars.
• It does not return a single incremental indicator value.
• The first window will have null values since there's not enough data to calculate.

🚩

The second window may be inaccurate if the first window contains incomplete data. For example, this can occur if you specify a Month window size and only provide 45 calendar days (1.5 months) of bars.

️🖌️ Repaint warning

The last window is repainted when it does not contain a full window of data.

PivotPointsResult

property	type	description
Timestamp	DateTime	Date from evaluated TBar
R4	double	Resistance level 4 (Camarilla only)
R3	double	Resistance level 3
R2	double	Resistance level 2
R1	double	Resistance level 1
PP	double	Pivot Point
S1	double	Support level 1
S2	double	Support level 2
S3	double	Support level 3
S4	double	Support level 4 (Camarilla only)

Utilities

• .Find(lookupDate)
• .RemoveWarmupPeriods()
• .RemoveWarmupPeriods(removePeriods)

See Utilities and helpers for more information.

Chaining

This indicator is not chain-enabled and must be generated from bars. It cannot be used for further processing by other chain-enabled indicators.

See Chaining indicators for more.

Streaming

Use the buffer-style List<T> when you need incremental calculations without a hub:

PivotPointsList pivotPointsList = new(windowSize, pointType);

foreach (IBar bar in bars)  // simulating stream
{
  pivotPointsList.Add(bar);
}

// based on `ICollection<PivotPointsResult>`
IReadOnlyList<PivotPointsResult> results = pivotPointsList;

Subscribe to a BarHub for advanced streaming scenarios:

BarHub barHub = new();
PivotPointsHub observer = barHub.ToPivotPointsHub(windowSize, pointType);

foreach (IBar bar in bars)  // simulating stream
{
  barHub.Add(bar);
}

IReadOnlyList<PivotPointsResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.