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Pivot Point Calculator

Classic, Fibonacci, Camarilla and Woodie pivots from one session.

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Inputs it asks for

              Previous high
              value
            

              Previous low
              value
            

              Previous close
              value
            

              Method
              choose
            

Formula shown · assumptions disclosed

What it computes

Classic, Fibonacci, Camarilla and Woodie pivots from one session. The page states the equation, the units it expects and the rounding it applies, so the result can be reproduced by hand.

Where it sits in the chain

A calculator gives you a number. This one feeds the next: account to risk, risk to position size, position size to the trade, and the trade to expectancy, drawdown and risk of ruin.

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Inputs

Previous high Previous low Previous close Method

Result

Pivots are arithmetic on yesterday, not a forecast. They matter to the extent that other participants watch the same levels.

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The formula

classic   : P = (H + L + C) ÷ 3
            R1 = 2P − L    S1 = 2P − H
            R2 = P + (H−L) S2 = P − (H−L)
fibonacci : R1/S1 = P ± 0.382(H−L), R2/S2 = P ± 0.618(H−L)
woodie    : P = (H + L + 2C) ÷ 4

Woodie weights the close double, so it sits nearer where the session finished. Fibonacci spaces the levels by ratio rather than by reflection.

Worked example

A previous high of 1.1720, low of 1.1640 and close of 1.1690, classic method:

P  = (1.1720 + 1.1640 + 1.1690) ÷ 3 = 1.16833
R1 = 2(1.16833) − 1.1640            = 1.17267
S1 = 2(1.16833) − 1.1720            = 1.16467

What it assumes

They are arithmetic on yesterday, not a forecast. They matter to the extent that other participants watch the same levels.
The session boundary is a broker convention. Different server times produce different pivots on the same market.

Common questions

Which pivot method is best?

None is measured as better. Classic is the most widely watched, which is the only property that plausibly matters for a self-fulfilling level.

Why do my pivots differ from my broker’s?

Almost always the session close. A 5pm New York close and a midnight UTC close produce different highs, lows and closes for the same day.

Do pivot points actually work?

They are arithmetic on yesterday's range, so nothing about them is predictive on its own. Any effect comes from enough participants watching the same levels to make them briefly self-fulfilling.