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2013issue C0354-56

Constructing a camarilla-grid from a completed lookback range

A camarilla-grid locks a finished lookback high, low, and close, then places five mirrored support and resistance pairs. The inner-offsets scale from the lookback-range, the outer-ratio-pair uses the high-to-low ratio, and the next session reads each pair as an area the market can confirm or kill.

  • Camarilla pivot levels are built from a completed lookback high, low, and close, not from the live bar.
  • The inner-offsets sit the same distance above and below the lookback close, using 1.1 times the lookback-range divided by 12, 6, 4, and 2.
  • The outer-ratio-pair sets the fifth resistance as the lookback close multiplied by lookback high over lookback low, then reflects that distance below the close.
  • The same grid can host fade-style hypotheses at the third-pair-band and breakout-style hypotheses at the fourth-pair-break.
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Current trackPivot point45 readingsSupport and resistance170 readings

What a camarilla-grid is

A camarilla-grid is a five-pair ladder of resistance and support built from a completed lookback high, low, and close. The construction does not use the live bar.

The lookback that supplies those three prices is a user-chosen window of bars or a prior completed session. It is not a single fixed calendar rule.

Placing the inner-offsets

Resistance and support levels one through four sit equal distances above and below the lookback close. Those inner-offsets use 1.1 times the lookback-range divided by 12, 6, 4, and 2.

The lookback-range is the high-minus-low span of the chosen prior window, and it is the scale of the inner four pairs.

Adding the outer-ratio-pair

The fifth resistance equals the lookback close multiplied by lookback high over lookback low. The fifth support is that same distance reflected below the close.

Those two rungs are the outer-ratio-pair.

Camarilla rungs on daily $INDU from a completed lookback

Ten labeled camarilla rungs on the daily Dow, read off the eSignal price tags. Inner pairs R1–R4 and S1–S4 sit a fixed fraction of the lookback range away from the locked close; the outer R5/S5 pair uses the high-to-low ratio. Next session treats each pair as an area that price can confirm or kill.
Ten labeled camarilla rungs on the daily Dow, read off the eSignal price tags. Inner pairs R1–R4 and S1–S4 sit a fixed fraction of the lookback range away from the locked close; the outer R5/S5 pair uses the high-to-low ratio. Next session treats each pair as an area that price can confirm or kill.$INDU · D · 2012-12-17T00:00:00.000Z to 2013-01-14T00:00:00.000Z

Level prices are the printed axis tags on the eSignal daily $INDU chart (January 2013 window). They are exact to two decimals as labeled, not interpolated from the candles. The last print 13507.32 is the then-current index, not a camarilla rung.

Areas on the next session

The constructed levels are used as general support and resistance areas rather than as exact prices.

Relative to classic pivot spacing, the camarilla-grid sits closer together and is therefore applied on intraday charts.

A common multi-time-frame construction takes the previous session's daily high, low, and close and plots the resulting grid on the next session's intraday bars.

One grid, two hypothesis styles

The same grid can host fade-style hypotheses around the third pair and breakout-style hypotheses at the fourth pair. The third-pair-band is the S3 and R3 zone used to frame inside-band versus outside-band hypotheses. The fourth-pair-break is the S4 and R4 rungs used to frame continuation hypotheses once price leaves the inner band.

One session-based application allows at most one trade per day and flattens remaining positions at the session close.

Educational research material, not investment advice. Historical source context does not establish present-day performance.
22 of 38 in the Pivot point track
201325-25 pp.Next on Pivot pointConstructing daily pivot support and resistance rungsA daily central pivot is the average of the prior session's high, low, and close, the three prior-session inputs used to rebuild the next session's map.
All readings on this track · 38 readings
  1. 1988Constructing action-reaction lines from two pivots
  2. 1988Constructing intradaily point-and-figure boxes and pivot ladders
  3. 1991Constructing layered support and resistance from swings, pivots, and retracements
  4. 1994Three locks on a day-session order, then a staged exit
  5. 1994Building a five-level daily pivot grid
  6. 1996Constructing daily pivot points from session prices
  7. 1996Higher time frame balance points as a trend and band filter
  8. 1998Cup-with-handle construction rules
  9. 2000Pivot levels as a daily trade hypothesis
  10. 2001Construct a same-session polarity card around the daily pivot
  11. 2001Trading inside the cup-with-handle before the breakout
  12. 2005A lower-low rebound as one entry, abstention, and stop routine
  13. 2006Constructing session pivot maps from the prior high, low, and close
  14. 2006Constructing a pivot grid for stops and buy-stops
  15. 2006Monoparametric automatic trendline construction
  16. 2008Write the exit before the entry
  17. 2010Dynamic-pivot range grids for trend bias
  18. 2010Reverse-entry exits for pairs, pivots and support
  19. 2011Sequencing pairs, futures pivots, and implied volatility
  20. 2013Constructing Camarilla levels from prior range
  21. 2013Camarilla levels as a multi-timeframe map of reversion and breakout
  22. 2013Constructing a camarilla-grid from a completed lookback range
  23. 2013Constructing daily pivot support and resistance rungs
  24. 2014Constructing daily pivot levels from prior-session OHLC
  25. 2014Next-session pivot support and resistance from daily bars
  26. 2014Constructing session pivot rails from the prior-day range
  27. 2014Evaluating moving-average, pivot, and support-resistance filters
  28. 2016Stage a Trailing stop toward a planned target
  29. 2016Smoothed RSI and full-cut pivots for option-income exits
  30. 2017Constructing a weekly seasonality pivot scaffold
  31. 2017Seasonality and pivot points as scenario maps, not forecasts
  32. 2018Wave pivots, strength filters, and option premium
  33. 2018Constructing Fibonacci and daily pivot support maps
  34. 2018Building a daily pivot lattice with Fibonacci rails
  35. 2019Prior-session pivot channels for same-day entries
  36. 2019Constructing intraday pivot channels from prior-session levels
  37. 2020Variable-strength pivot highs as falsifiable entry filters
  38. 2020A high-volume-pivot long after a multi-week decline
By fieldTrend and channels181 readingsBy year201398 readings
All 45 readings tagged Pivot point
Also on Pivot point5 readings
1988Constructing intradaily point-and-figure boxes and pivot ladders1991Constructing layered support and resistance from swings, pivots, and retracements1994Building a five-level daily pivot grid1996Higher time frame balance points as a trend and band filter2000Pivot levels as a daily trade hypothesis