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- Camarilla Pivot Points calculate nine horizontal support and resistance levels from the previous bar's high, low, and close.
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- No configurable parameters; computation is stateless per bar.
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- Output range: Varies (see docs).
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- Requires `2` bars of warmup before first valid output (IsHot = true).
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- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
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Camarilla Pivot Points calculate nine horizontal support and resistance levels from the previous bar's high, low, and close. Unlike classic floor trader pivots that radiate from the PP midpoint, Camarilla levels radiate symmetrically from the previous close using fixed fractions of the prior range. The R3/S3 levels serve as the primary mean-reversion zone; breakouts beyond R4/S4 signal trend continuation. Developed by Nick Scott in 1989 using bond market data, the equation was originally distributed as a shareware Excel plugin.
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- Scott, N. (1989). *The Camarilla Equation*. Originally distributed as Excel shareware.
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- Person, J. L. (2004). *A Complete Guide to Technical Trading Tactics: How to Profit Using Pivot Points, Candlesticks & Other Indicators*. John Wiley and Sons.
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- Wikipedia: [Pivot point (technical analysis)](https://en.wikipedia.org/wiki/Pivot_point_(technical_analysis))
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- TradingView: [Camarilla Pivot Points](https://www.tradingview.com/support/solutions/43000521824-pivot-points-standard/)
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- TradingView: [Camarilla Pivot Points](https://www.tradingview.com/support/solutions/43000521824-pivot-points-standard/)
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