Support Board
Date/Time: Thu, 17 Jul 2025 10:25:27 +0000
Pivot points and Rollover
View Count: 156
| [2025-07-02 20:02:10] |
| User296955 - Posts: 4 |
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Hello, My pivots point don’t match with www.mypivots.com, As this problem already appears to me on the past with different plateform, I guess the problem come from the rollover. I need to remove the rollover gap. In the same time, my both pivot points are daily and weekly and should not do be affected by the rollover this week. For example today my PP daily is 44675 (YMU5) and on mypivots.com is 44669. Same problem with weekly. Could you help me please |
| [2025-07-02 20:04:07] |
| John - SC Support - Posts: 40942 |
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You would need to determine any difference between the website you are viewing and our Pivot Points calculations. You can view our Pivot Points calculations at the following link: Pivot Points: Formula Types As to rollover, you need to take into account how you are handling the data from a previous contract. Refer to the following: Continuous Futures Contract Charts: Understanding Back Adjusted Price Data and Comparisons For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-07-13 22:15:50] |
| User296955 - Posts: 4 |
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Hello John, Thank for your prompt reply. Unfortunately nothing works. Formula 0 is good one, but still not matching with the real pivot point, the PP gap is still Important. I tried globex then cash session time, nothing change. I am out of knowledge, I tried for daily and variable with weekly and same problems. |
| [2025-07-14 02:45:29] |
| User584084 - Posts: 302 |
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Daily Pivot Points for the next trading day are based on the entire trading session from Globex open at 6:00 PM EST to RTH close at 5:00 PM EST of the previous day. You just need to use a daily chart with continuous contract set to none. You don't need to back adjust the daily chart. Gaps between contracts don't matter. What happened in the previous contract is irrelevant. All that matters is the previous day's/previous week's high low close (and sometimes the open depending on the pivot type) for calculating the next day's/next week's pivot points. Pivot Points are simple. Keep your daily charts simple. Don't make it complicated. ES stats for 07/11/2025 are Open 6323.00, High 6330.25, Low 6276.75, Close 6300.00. The Daily Pivot Point for ES trading on Sun 07/13 - Mon 07/14 is (H 6330.25 + L 6276.75 + C 6300.00)/3 = 6302.25. Daily Range = (H 6330.25 - L 6276.75) = 53.50. https://www.mypivots.com/dailynotes/symbol/1941/-1/e-mini-sp-500-future-september-2025 My Pivots - Classic Pivot Points is Formula 4 in SC: https://www.mypivots.com/dictionary/definition/46/classic-pivot-points My Pivots - Camarilla Pivot Points is Formula 5 in SC: Round to the nearest tick. https://www.mypivots.com/dictionary/definition/42/camarilla-pivot-points My Pivots - Woodie's Pivot Points not finding a Formula match for the R3, R4 & S3, S4 Pivots in SC. Weekly Pivot Points are calculated the same as Daily using the Weekly High, Low and Close. ** Fibonacci Pivot Points Formula 11 in SC are the best. That is all I use. ** Date Time Of Last Edit: 2025-07-14 04:42:35
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| [2025-07-14 22:02:13] |
| User296955 - Posts: 4 |
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Hello, thank for your support. I tried simplest pivot point, but I have still the bad value. For example on NQ100, on mypivots.com weekly PP is 22950.25, and I got on SC with daily chart 22943.25. What I found, it’s last weekly close on my chart directly on the candle is 22938 (matching with PP 22943,25), but on mypivots.com close last week is 22959. I guess it’s difference between close on chart and settlement. I don’t know how I can get the both on SC. |
| [2025-07-14 22:43:55] |
| User296955 - Posts: 4 |
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OK I found with this help: Pivot Points are not Accurate or are Different The problem was really about settlement price, pivot point study use close with intraday chart. I change for historical chart, and now the measure is done with settlement and values are matching with mypivots.com. |
| [2025-07-15 00:37:52] |
| User584084 - Posts: 302 |
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The daily settlement/close is the 4 PM EST/3 PM CST RTH close. The weekly settlement/close is the 4 PM EST/3 PM CST Fri close for the week. Daily close for Fri 07/14 at 4 PM EST / 3PM CST was 22959.00. 07/09-07/14 weekly close on Fri 07/14 at 4 PM EST / 3 PM CST was 22959.00. The market still trades until 5 PM EST / 4 PM CST. So it is still possible to make a new high or new low for the day/week after the close. I suggest you double check your SC daily/weekly H, L, C values against the ones at BarChart dot com. I am getting my daily O, H, L, C from Interactive Brokers and my weekly O, H, L, C from BarChart dot com For the NQ last week, I have Open 22970.00, High 23112.00, Low 22779.75, and Close 22959.00. Using these NQ values in the mypivots calculator, I get the same exact weekly pivots as mypivots. https://www.mypivots.com/investment-calculators/pivot-point-calculator For the Woodie's pivots, I used (H+L+C)/3 for the PP formula. But S4, R4 do not match. Date Time Of Last Edit: 2025-07-15 04:19:42
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