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.

[Discuss] :speech_balloon:

chart for Pivot Points

// usage
IEnumerable<PivotPointsResult> results =
  quotes.GetPivotPoints(windowSize, pointType);


windowSize PeriodSize - Size of the lookback window

pointType PivotPointType - Type of Pivot Point. Default is PivotPointType.Standard

Historical quotes requirements

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

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

PeriodSize options (for windowSize)

PeriodSize.Month - Use the prior month’s data to calculate current month’s Pivot Points

PeriodSize.Week - [..] weekly

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

PeriodSize.OneHour - [..] hourly

PivotPointType options

PivotPointType.Standard - Floor Trading (default)

PivotPointType.Camarilla - Camarilla

PivotPointType.Demark - Demark

PivotPointType.Fibonacci - Fibonacci

PivotPointType.Woodie - Woodie



:warning: Warning: 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 quotes.

:paintbrush: Repaint warning: the last window will be repainted if it does not contain a full window of data.


Date DateTime - Date from evaluated TQuote

R3 decimal - Resistance level 3

R2 decimal - Resistance level 2

R1 decimal - Resistance level 1

PP decimal - Pivot Point

S1 decimal - Support level 1

S2 decimal - Support level 2

S3 decimal - Support level 3


See Utilities and helpers for more information.


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