apps2 · pivots — dynamic S&P 500 pivot levels, five families, five timeframes

Dynamic Pivots — S&P 500 & Nasdaq 100 levels over price, per period A pivot level is arithmetic on the PREVIOUS period's high, low and close: it says where the market turned last time, so it is where orders tend to sit this time. Five families compute it differently — where several of them agree is the level worth watching. Every line here is drawn over exactly the sessions it governed, so you can see what price actually did at it rather than just where it is now. Tap any level to identify it and read where it came from; tap a price line to put it in candles; tap empty space to clear. The numbers down the left edge are the real values of the ruler series.

Chart controls — drawing, scale, splice, events, legend, reset, full screen and PNG are ON the chart, top-right

Window Candles Scale Opacity — tap a pill — — Others 100% Candle w 70% Candle opacity 100%

Pivot levels

↕ drag to resize chart height

Stretch tape — every series vs its own history colour:

↕ drag to resize tape height

Levels near price — resistance above, support below Every pivot level currently within the Near ± distance of the last price, nearest first, split by side. The dot's size is the weight of its timeframe (annual biggest), its colour is the family. The second number is how often price has historically reached that level — the share of recent periods whose own range traded through it, which is history, not a forecast. Click a row to highlight that line on the chart; click the − to hide it, and again to pin it back so the toggles above cannot remove it.

Every level in force — value, distance, and how often price reaches it The same numbers the chart is drawing, as a table you can sort by any column: which family and timeframe, the level's value in that instrument's real units, how far price is from it in points and in percent, and the share of recent periods whose range traded through it. Click a row to highlight it on the chart.

Pine Script v6 — the same levels for TradingView Generates a TradingView indicator for exactly the families, timeframes and levels you have switched on, with the same colours and the same per-level opacity. TradingView resolves the higher timeframe on ITS OWN session setting, so set the chart to regular hours to reproduce the cash-basis levels or to extended for the futures basis — the generated header says so. Over 64 plots TradingView refuses the script; the exporter warns you in a comment rather than letting it fail silently.

How to read this — and where every number comes from

What a pivot level isPure arithmetic on the PREVIOUS period’s high, low and close. The pivot point itself is their average; the R and S levels are reflections of that period’s range around it. Nothing is fitted or predicted — it is a map of where the market turned last time, which is where resting orders tend to sit this time.

Why five familiesTraditional, Fibonacci, Camarilla, Woodie and DeMark all start from the same prior period and weight it differently. Drawing several at once is the point: the price where three families land within a few points of each other is a far better level than any one of them alone.

Session basis — the thing most pivot tools get wrongA cash pivot uses the index’s regular session only, 09:30–16:00 New York. A futures pivot uses the CME trade date, 18:00 the previous evening to 17:00 — about 23 hours, so its range is wider and its levels sit further apart. Both are drawn here, each against its own price line, and every label says which one it is.

Sessions come from the exchange calendarNot from whatever bars a browser happens to hold. Periods are built in America/New_York with daylight saving handled by the timezone database, the running period is rebuilt from real intraday prints rather than a vendor’s stale daily row, and a week is only “complete” when the calendar week has actually ended.

Levels have a historyEach period is drawn with the levels that governed IT, over exactly the sessions it covered. So you can see what price did at last week’s R1 instead of only where this week’s sits. The per / cur chip on the chart switches back to one set of horizontal lines.

Current, next and developingSolid = in force for the period on screen. Dashed forward = the NEXT period’s levels, already computable because the period they come from has closed. Dotted = developing: computed from the period still running, so they move with the live feed until it closes. Developing is off by default, because an unfinished level is not a level yet.

Reached %The share of recent periods whose own range traded through that level. It is descriptive history — how often price gets there at all — not a forecast and not a hit rate. A PP is reached most sessions; an R4 almost never, which is exactly what an outer level should look like.

DeMark is a PP/R1/S1 systemIts R2–R4 and S2–S4 are a non-standard extension, so they are drawn at 30% opacity and the tooltip says so. Everything else keeps the house weighting: the pivot solid, and the outer levels progressively stronger.

Where the price comes fromThe futures legs (ES=F / NQ=F, the continuous front month) ride the paid Massive Futures Advanced feed — about a minute and a half behind the tape, against Yahoo’s ten. The cash legs (^GSPC / ^NDX) are Yahoo: Massive’s index endpoint answers 403 on this tier, so there is no paid alternative and the readout says so rather than implying they are live.

The overnight cash lineA cash index simply does not exist for 17.5 hours a day, which would hide every overnight test of a cash level. Outside the session the cash-scale line is continued from the front-month future, shifted by the basis measured at the last cash print and re-anchored at every new one. Those bars are drawn faded, tagged ES-implied everywhere, and never enter the pivot maths.

One scale per instrumentThe cash index and its future are the same market about half a percent apart, so they share one vertical scale — the basis becomes a visible offset and a cash level sits exactly where price met it. Switch it off to fill each line to its own high and low instead, which is better for comparing shape and worse for reading a level.

Nothing is fetched twiceThe futures bars and their real-time feed belong to /apps2/basics, which is their single writer; this page reads that endpoint exactly as /weather does, so opening it costs the vendors nothing extra. What this app owns is the cash bars and the pivot periods — and it writes both to its own record-first store, including every period’s levels, the same call they are computed.

Parity with the originalThe five formulas are ported character for character from /apps/pivots and run in the browser here exactly as they did there. On the same session the two apps agree to the fourth decimal across all 225 level cells per instrument — what changed is the session definition feeding them, not the arithmetic.

Pine ScriptThe export builds a TradingView v6 indicator for exactly the families, timeframes and levels you have switched on, with the same colours and per-level opacity. TradingView resolves a higher timeframe on its OWN session setting, so the header tells you which chart session reproduces which basis.

The chart itselfEverything /basics has: pinch and wheel zoom, one-finger pan, the spliced axis that removes dead sessions, the session classifier that says closed only when an exchange really is shut, the measurement tool, trend lines, real fullscreen, the corner chip cluster, the event-date hairlines and the stretch tape underneath.

Reading a level off the axisThe numbers down the left edge are the real values of the ruler series, in index points. Tap any level and the tooltip gives its value, how far price is from it in points and percent, the exact prior period it came from with that period’s O/H/L/C, and how often price has reached it.