Camarilla Pivots Indicator: Formula, Settings and How to Read It

Camarilla Pivots plots the R3, R4, S3 and S4 levels of the 1.1 coefficient family, built from the previous session's close and range and projected onto the current session.

Senzoukria · Indicators · Updated September 2026

Camarilla Pivots ships with the Senzoukria desktop app, in the Structure & sessions group of the indicator catalogue. It is drawn on the price chart.

What Camarilla Pivots measures

With R as the previous session's range (high minus low) and C its close, the levels are R3 = C + R × 1.1/4, S3 = C − R × 1.1/4, R4 = C + R × 1.1/2 and S4 = C − R × 1.1/2. The complete Camarilla series also defines R1/S1 at 1.1/12 and R2/S2 at 1.1/6; those sit so close to the previous close that they are rarely usable, and this implementation ships only the four outer levels. The geometry follows from the coefficients: R3 and S3 stand 0.275 of the previous range away from the close and R4 and S4 stand 0.55 of it away, so the outer band spans 1.1 times that range. Centring on the close alone is the real difference from classic pivots, which are centred on the average of high, low and close.

The formula, as implemented

This is not a description of how the indicator is usually defined elsewhere — it is what the shipped code computes, documented next to the implementation:

Pivots Camarilla (famille de coefficients 1.1 de Nick Scott) depuis H/L/C de la session précédente, R = H − L : R3 = C + R·1.1/4 S3 = C − R·1.1/4 R4 = C + R·1.1/2 S4 = C − R·1.1/2 La série complète est C ± R·1.1/12 (R1/S1), R·1.1/6 (R2/S2), R·1.1/4 (R3/S3), R·1.1/2 (R4/S4) — on ne livre que R3/R4/S3/S4, les niveaux actionnables (R3/S3 = zone de fade, R4/S4 = déclencheur de breakout) ; 1.1/12 et 1.1/6 sont les coefficients de R1/R2, trop proches du close pour être tradés. Même projection session N−1 → session N que pivots-classic.

How to read it

  • R3 and S3 are conventionally read as a fade zone and R4 and S4 as breakout references; that is a convention about how the levels are used, not a property the formula establishes.
  • All four levels are symmetric around the previous close, so an asymmetric session — one that closed near its high — still produces a symmetric set that may sit far from where price is trading.
  • A previous session with a narrow range collapses the four levels toward the close; when they cluster within a few ticks, they no longer separate anything.
  • Price reaching R4 or S4 means the session has already travelled more than half the previous session's range away from its close, which is a long way on most contracts.
  • Compare with the classic set on the same chart: when the two centres are far apart, the previous session closed well away from its own mid.

What it does not show

The set is entirely determined by two numbers from a completed session, so it carries no information about current volume or participation. A shortened or partially loaded previous session produces a smaller range and therefore levels that are too tight. An opening gap beyond R4 or S4 leaves the whole set behind price for the rest of the day. As with any projected level, the indicator cannot tell you whether anyone else is acting on it.

Using it in Senzoukria

Add it from the Indicators panel of any footprint chart or candle chart. It runs on futures data from Rithmic or Databento and on crypto pairs from Binance and Bybit, on the same engine — the calculation does not change with the venue, only the data feeding it does. Market data subscriptions are billed by the provider, separately from the app.

See the full indicator library, or start with the order flow guide if you are new to reading aggression, delta and absorption.

Frequently asked questions

What is the difference between Camarilla and classic pivot points?
Classic pivots are centred on P, the average of the previous session's high, low and close, and their spacing comes from that range. Camarilla levels are centred on the previous close alone and spaced by fixed fractions of the range using the 1.1 coefficient, which makes them symmetric around the close by construction.
Why does this indicator only show R3, R4, S3 and S4?
R1/S1 and R2/S2 use the coefficients 1.1/12 and 1.1/6, which place them within a small fraction of the previous range from the close. On most futures contracts they fall inside normal intrabar noise, so only the four outer levels are drawn.
What does the 1.1 coefficient mean in Camarilla pivots?
It is the multiplier applied to the previous session's range before dividing by 12, 6, 4 or 2 to place each level pair. It comes from the original Camarilla equation and is not derived from any measurement of the instrument, which is why the same coefficient is used on every market.

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