Pivot points
Pivot points are horizontal price levels computed from the previous session's high, low and close and projected onto the current session. The classic floor-trader version places a central pivot at the average of the three prices and derives support and resistance levels from it; Fibonacci and Camarilla variants keep the same inputs but scale the levels differently.
Senzoukria · Glossary · Updated September 2026
The three families
All three start from the same numbers: the previous session's high H, low L and close C, with R = H − L as the range. The pivot P = (H + L + C) / 3 is shared by the classic and Fibonacci versions; Camarilla is anchored on the close instead.
- The Camarilla series also defines R1/S1 and R2/S2 at C ± R·1.1/12 and C ± R·1.1/6, which sit very close to the close. Many implementations show only R3/R4/S3/S4.
- A Woodie variant weights the close twice: P = (H + L + 2C) / 4.
| Family | Levels | Formula |
|---|---|---|
| Classic | P, R1/S1, R2/S2 | P = (H + L + C) / 3 ; R1 = 2P − L ; S1 = 2P − H ; R2 = P + R ; S2 = P − R |
| Fibonacci | P, R1/S1, R2/S2, R3/S3 | P as above ; R1/S1 = P ± 0.382·R ; R2/S2 = P ± 0.618·R ; R3/S3 = P ± 1.000·R |
| Camarilla | R3/S3, R4/S4 | R3/S3 = C ± R·1.1/4 ; R4/S4 = C ± R·1.1/2 |
Why the session definition decides the levels
- H, L and C come from the previous session, so what counts as a session changes every pivot. On CME futures the session opens at 17:00 Chicago time; a midnight-anchored day gives different inputs.
- The close is the close of the last bar of that session, not the exchange settlement.
- Each past session projects its pivots onto the next; the first session loaded has no predecessor and carries none.
In Senzoukria
The indicator panel lists Classic Pivots and Camarilla Pivots in the Structure & sessions group and Fibonacci Pivots in the VWAP & bands group. Classic draws P, R1, S1, R2 and S2; Fibonacci draws P and three pairs; Camarilla draws R3, R4, S3 and S4. The v2 indicator set adds Woodie pivots · prior close, whose note describes the weighted-close formula and the requirement for a preceding loaded session. All of them use the same 17:00 CT session split as the chart and the same H/L/C as the Prior Session H/L/C overlay, so the levels agree with each other by construction.
Reading them with order flow
- A pivot is a computed price, not a place where orders are known to rest. The footprint at the level shows whether anyone is defending it.
- Camarilla R3/S3 are typically read as fade zones and R4/S4 as breakout triggers; that is the convention behind the coefficients, not a measured outcome.
- Levels that coincide across families, or with the prior session high or low, are more visible to more participants.
Related
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Frequently asked questions
- Why do my pivots differ from another platform's?
- The formulas are standard, so the difference is almost always in the inputs: which session the high, low and close come from, whether the close is the last trade or the settlement, and whether the previous session was fully loaded. Check the session start first.
- Do pivot points work on crypto?
- The arithmetic applies to any instrument with a defined session. Crypto trades continuously, so the session is a convention, usually the UTC day, and different platforms may choose differently. In Senzoukria crypto is available for analysis, with sessions split on UTC boundaries.
- Which family should I use?
- They share inputs and differ only in scaling, so the choice is about which spacing suits the instrument's range. Pick one, keep it fixed over a sample and judge how price behaved at the levels before switching. Running all three at once mostly produces a crowded chart.