Rolling Pivot Points

get_rolling_pivots(quotes, window_periods, offset_periods, point_type=PivotPointType.STANDARD)


name type notes
quotes Iterable[Quote] Iterable of the Quote class or its sub-class.
See here for usage with pandas.DataFrame
window_periods int Number of periods (W) in the evaluation window. Must be greater than 0 to calculate; but is typically specified in the 5-20 range.
offset_periods int Number of periods (F) to offset the window from the current period. Must be greater than or equal to 0 and is typically less than or equal to W.
point_type PivotPointType, default PivotPointType.STANDARD Type of Pivot Point. See PivotPointType options below.

For example, a window of 8 with an offset of 4 would evaluate quotes like: W W W W W W W W F F F F C, where W is the window included in the Pivot Point calculation, and F is the distance from the current evaluation position C. A quotes with daily bars using W/F values of 20/10 would most closely match the month variant of the traditional Pivot Points indicator.

Historical quotes requirements

You must have at least W+F periods of quotes to cover the warmup periods.

quotes is an Iterable[Quote] collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

PivotPointType options

from stock_indicators.indicators.common.enums import PivotPointType
type description
PivotPointType.STANDARD Floor Trading (default)
PivotPointType.CAMARILLA Camarilla
PivotPointType.DEMARK Demark
PivotPointType.FIBONACCI Fibonacci
PivotPointType.WOODIE Woodie




name type notes
date datetime Date
r3 Decimal, Optional Resistance level 3
r2 Decimal, Optional Resistance level 2
r1 Decimal, Optional Resistance level 1
pp Decimal, Optional Pivot Point
s1 Decimal, Optional Support level 1
s2 Decimal, Optional Support level 2
s3 Decimal, Optional Support level 3


See Utilities and Helpers for more information.


from stock_indicators import indicators
from stock_indicators import PivotPointType     # Short path, version >= 0.8.1

# This method is NOT a part of the library.
quotes = get_historical_quotes("SPY")

# Calculate Woodie-style 14 period Rolling Pivot Points
results = indicators.get_rolling_pivots(quotes, 14, 0, PivotPointType.Woodie);

About Rolling Pivot Points

Created by Dave Skender, Rolling Pivot Points is a modern update to traditional fixed calendar window Pivot Points. It depicts support and resistance levels, based on a defined rolling window and offset. [Discuss] 💬