Camarilla pivots values could be wrong

I suppose I am the only person in the world who pays any attention to Camarilla pivots, but the daily R numbers are screwed up: only R4 is higher than the PP, but all of them are wrong.

Which symbol are you looking at Realitymensch?

ES, and now the Rs look ok, and the Ss are screwed up.

I've just checked and everything seems okay to me. If you want, we can walk through the calculation and confirm it. The day in question from your last post was 29 Nov 2007 for ES. If you take a look at that page you will find open, high, low, close values of 1471, 1477, 1460.75, 1471.5. If you plug those values into the Camarilla Formula you get the same Camarilla pivots that you see on that page.

Check out the ES Camarilla today, Dec. 5 (day after Dec. 4). R1, R2, and R3 are all lower than the PP. Also, could you add Canadian dollar to the page? Thanks.

With the Camarilla Equation that is definitely possible to have the R values below the PP and the S values above the PP - but not at the same time. i.e. the R values could be below the PP but then the S values would also be below the PP. Likewise the R and S values could all be above the PP (or just some of them).

Take a look at the calculations:

R4 = C + RANGE * 1.1/2
R3 = C + RANGE * 1.1/4
R2 = C + RANGE * 1.1/6
R1 = C + RANGE * 1.1/12
PP = (HIGH + LOW + CLOSE) / 3
S1 = C - RANGE * 1.1/12
S2 = C - RANGE * 1.1/6
S3 = C - RANGE * 1.1/4
S4 = C - RANGE * 1.1/2

The PP is calculated using the average of the High, Low and Close. R1 only uses the Closing price and the range in its calculation.

Say you had these values:
High = 109
Low = 100
Close = 100

Then...

PP = 103 (the average)
R1 = 100 + (9 * 1.1 / 12) = 100.825

So R1 is lower than PP.