www.Tradingsmarts.com 

'Pivot Points Narrative’

 

PIVOT POINTS ARE POINTS TO REMEMBER

 

Thank you for buying my pivots program!  Now you don’t need any more expensive data feed/chart packages.  Nor do you need any fancy charts or indicators. 

 

With your purchase, you should have received this narrative, together with an Excel spreadsheet.  If either are missing, or both, please let the author know: prbain@tradingsmarts.com.

 

Floor traders use pivot points to determine critical price, pivot point, and resistance/support levels.  It is a relatively simple calculation that can be jotted down on the back of a trading card for easy reference.  Off-floor traders who have the luxury of looking at monitors can adopt this technique as well.  Even if you don’t have a PC, but can still derive the open, high, low, and close figures from the last trading session, you can still do it.

 

It’s interesting how we all get caught up in the notion that everything has to be computerized.  I recently heard of a chap by the name of Dan in North Miami, Florida, who has been trading S&P futures for the past 20 years and amassed a fortune.  He is a profitable trader to say the least.  But, the interesting thing is, he doesn’t even use a computer.  His broke a few years ago, and he discovered he only needs to keep a few notes.

 

So, there you have it sports fans … you can’t use the excuse of not having a computer as a reason for not succeeding at trading.

Different methods are used to calculate the pivot point and resistance/support levels.  I prefer the traditional method rather than the variations.

CALCULATION

The pivot point and resistance/support levels are areas at which the direction of price movement can change.  They are calculated using data from the previous trading session.  By looking at the open, high, low, and close numbers from the last trading session, you can calculate the next session’s pivot point as well as support and resistance levels.

Hear what one of the largest non-bank online foreign exchange market makers in North America has to say about my pivots program: "I like the system ... very easy to use.  I have taken a look at your program and it looks very good.  I like systems such as this, which are easy to implement and get the job done.  I will definitely mention your book and program to any clients who ask me about good trading systems."

 

Hear what Kiran Karnad of Bangalore, India, has to say about my pivots program: "Regarding your pivots program, this is toooo good to be true.  It is working out just fine.  The good thing about the pivots program is that, in spite of all the "external factors" in India, the values are highly reliable."

 

Hear what Brent Strouse of Concord, CA, has to say: "Last week, I took a look at your Pivots spreadsheet, and on Thursday applied it to the Swiss Franc.  It showed the pivot as 1.6735.  I bought at 1.6726/31, and as you may know it rocketed to 1.7050 area.  It was great!  Last night, based on the pivot numbers from Friday, I sold the CHF at 1.7061/66 and picked up a quick 25 pips.  Later in the morning, I sold the R1 at 1.7175 with a tight stop, and it has since moved over 100 pips.  This is pretty wild.  I am making money, and I haven't even gotten your book yet!

 

I trade the four major pairs EUR/GBP/CHF/JPY, and I am amazed at the numbers (your pivots program generates).  I wait for the price to push 5 or so pips past the number, then I sell or buy with a fairly tight stop loss of 10 pips.  Almost immediately, there is some kind of move in the other direction.  In the last few days, it has almost been as easy as "taking candy from children.

 

I've used a number of methods to trade, but none have been so accurate as the pivot numbers.  At least up to this point, it almost seems like cheating.  Again, I appreciate your help!

I had another great night of trading.  I trade the London market hours, 2am until 9am pacific time.

I still can't believe how this works.  I came close to profitably buying/selling every direction change that the Swiss Franc made last night.  I've been trading spot FX for 3 years using several different systems that basically signal an entry right before a correction the other direction.  I've been looking at the pivot/support/resistance/ numbers and watching my usual method, and I can't believe how bad it is compared to this.
As of Sunday night, I sold within a couple of pips of the high this morning on the Swiss Franc; it has moved down 80 pips to one of the support numbers.  I don't know if it works this way on the other markets, but it definitely does in spot forex."

 

Brent likes my pivots program so much that he is going to stop paying for the expensive data feed/chart package he uses.  With my Pivot number method of trading, he doesn’t need to pay for those all those fancy charts and indicators any more.  The pivots program you just purchased does all the pivot calculations for you.  Like Brent says, he is ... "amazed at the numbers the pivots program generates ... as easy as taking candy from children ... it almost seems like cheating ... I still can't believe how this works ... "

 

Here’s what Brent is so excited about

 

Watching price action without anything to go by will leave you directionless.  You should watch prices in relation to points-of-reference (a pivot point in combination with support and resistance levels).  It is perhaps the only way I know of actually telling if the market is moving closer to, or further away, from a particular point.  It also helps you develop a feel for the market once you put your position on.  Your entry price will take on new meaning as you track it in relation to these points-of-reference.

 

When watching price action, you will want to know three things: in what direction, how far, and how fast.  To do this measurement, you need only observe current price in relation to what we call the pivot point.

 

The pivot number and associated support and resistance numbers are calculated by using the last trading session’s open, high, low, and close to forecast the numbers for the current session.  The calculations are shown below, and they work equally as well for commodities, currencies, markets, stocks, etc.  They are used as points-of-reference to help you monitor price action.

 

Pivot Point & Support & Resistance Points

Calculation

Second resistance (R2)

(R2) = P - (S1 + R1)

Intermediate resistance level (M4)

M4 = R1 + R2/2

First resistance (R1)

(R1) = (2*P) – L

Intermediate resistance level (M3)

M3 = P + R1/2

Pivot point (P)

(P) = (H + L + C)/3

Intermediate support level (M2)

M2 = S1 + P/2

First support (S1)

(S1) = (2*P) – H

Intermediate support level (M1)

M1 = S1 + S2/2

Second support (S2)

(S2) = P – (R1 + S1)

  

(Pivot points: Craig Ross, Senior Commodity Trader, Infinity Brokerage Services, Chicago)

 

The two most important numbers are those that predict the current session’s low and high.  If the last trading session’s close was down in relation to the open, M1 and M3 are the numbers you would use to forecast the current session’s low and high.  If the last trading session’s close was up in relation to the open, then M2 and M4 would be the numbers you would use.  

 

It’s interesting that Tom DeMark’s calculations for determining the projected low and high produce the same results as above.  Chapter 21 of my book has all the details.  It also explains what you do when the last session’s close was the same as the open.  And, it gives you some actual examples of using pivots to trade the Canadian dollar.  You can purchase my book “HOW TO TRADE LIKE A PRO IN ONE HOUR” right now by going to www.tradingsmarts.com/order.htm.

 

As a general rule, never buy in the top third of the range, and never sell in the bottom third.  It should be further noted that the pivot and resistance/support points are merely probability points against which you gauge the direction and speed of price action.  They can offer important clues as to where prices are going, but are not cast in stone.

 

The highs and lows, denoted as areas of significant support (S) and resistance (R), suggest moves and continuation in the same direction as the direction of penetration when penetrated …

The Pivots Program distinguishes clear support and resistance levels.  When price approaches the support or resistance area boundary, you take action: buy if prices are moving lower and close to the support boundary, and sell if prices are moving higher, and toward the resistance boundary.

The strength of support and resistance at the boundaries is usually determined by the number of times the tradable has pivoted at the support and resistance boundaries.  The more times a tradable has reached a support or resistance boundary, and then reversed course, the more powerful is that boundary.  Pivoting simply means reaching a support or resistance boundary, and then reversing.  Hence, the word “pivot.”  Swing traders know what this means.

You should still use tight protective stops.  A good area to place a protective stop is just outside a support or resistance boundary.  For example, if a tradable is nearing the upper resistance boundary, you would establish a short position, and place your protective buy stop just above the resistance level.

If the tradable keeps moving higher and breaks out above the resistance boundary, (stopping you out of the market), then that would be considered an upside “breakout.”  Such a move would suggest buying, if there was good follow-through buying strength.  You would place your protective sell stop just below the former upper resistance boundary that was just penetrated to the upside.

 

Where price action violates the support/pivot/resistance numbers, and develops a bad case of the uglies, your backup plan would be to use the stochastic oscillator.  Of course, there’s nothing wrong with using this indicator in conjunction with the support/pivot/resistance numbers.  For a description of its use, please skip to the end of this report.

 

In addition to understanding how the pivots program works, I would encourage you to learn how to read bars, a free offering that comes with my book, and study up on “Gaps”.  You can find out more about this phenomenon by going to www.tradingsmarts.com/gaps.htm.

 

Once you develop a thorough understanding of the pivots program, know how to read bars, and develop an appreciation for what gaps are all about, you will be well on your way to moving up into the ranks of the top 10% elite traders.  We call them the “Big Dogs.”

 

Other things that will help you in your journey to achieving “Top 10” status are knowing how the commercial traders operate, and understanding the role indicators play with your trades.  Don’t become a nervous Nellie over all this.  It’s all explained in my book “HOW TO TRADE LIKE A PRO IN ONE HOUR.  You can get your very own copy right now by going immediately to www.tradingsmarts.com/order.htm.

    

HOW TO USE THE PIVOTS PROGRAM

 

This is the Excel spreadsheet that came with your purchase.  It calculates the low and high, pivot point, and resistance and support points for the current trading session, based on the open, high, low, and close of the preceding session.  

 

All you have to do is input the open, high, low, and close (no decimal points) and click on any open space.  And, there you have it … walaa … all pivot/resistance/support points for the next trading session will appear before your very eyes.  It is very important to track the average range, as this information is not available anywhere else.  Going into a trading session, it is important to know this average.

 

For Forex traders, you get the open, high, low, and close from the nearest daily session at your trading platform.  At www.FXCM.com, the one we use, the daily session is defined as five-to-five New York time. 

 

To track the range, start the range total off at zero.  Then, add the current session’s actual range to the range total, and do so every day.  At the same time, increment the # of days by one, again starting at zero.  By clicking on empty space, the average daily range will calculate for you.  Nowhere else is this average available.  It is important to know how much a tradable “breaths” on average so that you can get your mind around the possible range for the current session.  The Canadian dollar “breaths” 33 ticks per day, at US$10 per tick.

 

The actual range refers to the actual range of the trading session just past, and is calculated based on the open, high, low, and close values you input at the top of the spreadsheet.

 

Where it says CD H2 26/02/02 at the top of the spreadsheet, you can change that to reflect what you are trading, and use the current date.  The effective date at the bottom of the spreadsheet should also reflect the current date.

Where it says,

 

Tomorrow's projected high =

Tomorrow's actual high =

Tomorrow's projected low =

Tomorrow's actual low =

 

this information you hand record here based on the automatically calculated projections and the actual numbers for the current session, which is the same as saying “Tomorrow’s” projections.

 

APPROPRIATE QUOTE FOR YOU STAR WARS FANS

 

LUKE SKYWALKER: “I don’t believe it.”

YODA: “That’s why you fail.”

 

Translation: You must believe you can do it; if you think otherwise, you will fail.

 

A PRIMER ON PIVOT/RESISTANCE/SUPPORT POINTS

 

“One man’s ceiling is another man’s floor.”

(Bob Dylan)

 

A support level is established when a tradable stops declining.  A resistance level is likewise set when a rally stops rising.

A look at market movement tells us that price fluctuates between a level of support and a level of resistance.  Properly identifying key support and resistance levels can improve your ability to enter, exit, and manage your trades.  So, how can we determine which support and resistance levels are the most important?  One way is to follow the traditional method of plotting the pivot point, and its associated support and resistance levels.  There is a standard way of making these calculations, which we have already discussed. 

 

As you might expect, there are other approaches to identifying support and resistance levels for a tradable, but a great number of them are unreliable.  These approaches include, but are not limited to, methodologies that utilize Fibonacci numbers and ratios, Gann concepts, moving averages, and trendlines.  Those techniques all have a very static view of the tradable.  They assume that the market will repeat past behaviour and experience, and can therefore be viewed linearly.  They also use fixed intervals for inputs, which creates yet another dilemma.  The old maxim: “A study of the past does not tell you anything about the future.”

A tradable is not a static phenomenon.  It will not disregard changes related to economic and industrial macro forces that influence price movements. A tradable is a complex and dynamic phenomenon, but it is clear that price fluctuates between levels of support and resistance.  One way we can identify these levels in advance is through the use of pivot/resistance/support points previously mentioned.

THE PSYCHOLOGY

“People are people and, if they weren't, Wall Street would be a sleepy little alley that begins at a church and ends at a river, with little in between.”   

A primer on the psychological concept of support and resistance: support is a price level that indicates a temporary fair value of a tradable for the market.  Prior to that level, sellers sold the tradable because they viewed it as being overpriced.  The tradable is then pushed down to a level at which buyers step in and hold price at that new level.

At that “point”, both sellers and buyers have reached a decision regarding the valuation of the tradable, based on their own individual methods of valuation.  If buyers perceive this new level to be a good price for the tradable, they could conceivably add more buying pressure at the new level, eventually forcing price higher.

As to resistance, buyers keep pushing price higher.  At higher price levels, however, sellers enter the picture looking for an opportunity to sell at inflated prices.  This selling pressure, combined with higher volume, creates what we call resistance.

As expected, this jockeying back and forth between buyers and sellers is an attempt to determine “fair pricing.”  In and of itself, this invariably establishes price values for support and resistance.  The only way I know of “documenting” these values is to calculate them based on the most recent price performance in the form of open, high, low, and close values.  The resulting pivot/resistance/support points can then be used to gauge price action in the current trading session.

When you are contemplating using the pivot/resistance/support points for your trading, keep in mind that there is a certain amount of engineering that takes place within any given market.  This is helpful to know when you are planning your entry and exit points.  In other words, taking into consideration the “three-day” phenomenon presented below, where are we in the cycle? 

Are we likely to encounter and up day or a down day?  This is important because, based on the spreadsheet calculations, if the market opens in the top third part of the range, you may wish to short the market right away.  Of course, this can apply to any session you are trading.  But, it is especially significant at the end of a rally.  It’s also an important consideration if you are expecting to hold your position overnight.  If you’re at the end of a rally, and you go long the market, you may wish to exit before the close.

These are just some thoughts for you to consider.  Every market has its “rhythm”.  It ebbs and flows.  Keeping this in mind and using the pivot/resistance/support numbers to guide you with your trades is a powerful combination.  All I am suggesting here is that you go with the “tide” and not fight it.  Even a short three-day trend is your friend.

Analogy: A market only goes up so long before it suffers from exhaustion – perhaps three days.  It’s just like eating too much chocolate.  After a while, you get sick of it and vow never to eat chocolate again.  A couple days later you go right back at it.  Same idea with the markets.

One further point before I leave you on this … there is nothing that says you have to trade every day.  If trading violates the projected range for the current trading session – i.e., is either above or below it – you may wish to step aside.  What might be happening is a “gap” day.  You can find out more about this at www.tradingsmarts.com/gaps.htm.  You may wish to “fade” the gap, or just wait for the market to re-phase itself.

Knowing how to read bars will also help you understand what’s going on when price action violates the trading range.  There is a package that comes with my book that teaches you everything you ever wanted to know about reading bars, but were afraid to ask.  Run, don’t walk, right now to get your very own copy of my book “HOW TO

TRADE LIKE A PRO IN ONE HOUR at www.tradingsmarts.com/order.htm.

 

THE THREE-DAY CYCLE

 

This contrarian pattern works for day traders and position traders alike.  It maintains that the market is “engineered” from within.  The three consecutive cycle days are: the “Buy Day”, the “Sell Day”, and the “Short Sale Day”.  On the “Buy Day”, the market opens near or at its low prior to a price rally.  The market is selling off as the uninformed sellers sell to the smart-money buyers.  In effect, the market is taken down to create selling.  Often, the overnight stops will be hit and buying absorbs the sell-off.  When selling subsides, the market is ready to rally as new buying enters the market.

 

On the “Sell Day”, the long positions acquired on the “Buy Day” are sold at or near the previous day’s high.  What is happening here is nothing more than smart money taking profits where resistance exists.  One would think that the market would now decline – but first it is “engineered” higher.  On the “Short Sale Day”, the market opens higher and rallies.  But the rally is short-lived, and soon after the market declines, closing near its lows.  The appearance of strength has fooled the buyers.  After the three-day cycle, the buying strength has dissipated, and lower prices become the path of least resistance.  Once again, the smart money is on the right side, selling near the highs.

 

This pattern appears again and again - only to disappear, and then reappear once again.  It may be consistent for four or five weeks and then disappear.  It is most consistent in markets that are not trending.

 

THE THREE-DAY RALLY

 

This setup is very similar to the “three-day cycle”.  It involves waiting for the first higher close following a five percent or better rout over the past couple of days.  The higher close indicates that the selling is complete, at least for the short-term.  Normally, a three-day rally will take hold as sellers back away, and traders perceive bargains are available.

STOCHASTIC

This indicator is very popular with traders.  It tells you where the current closing price is in relation to the recent range of the tradable.

 

The stochastic oscillator was designed to indicate when a market becomes overbought or oversold within a trading range.  It produces readings between zero and 100.  Readings over 70 indicate an overbought tradable.  This means that the tradable has run up quickly due to an influx of buyers.  Eventually, the tradable reaches a price level high enough that traders feel uncomfortable continuing to buy.  Sellers enter the market to take profits, prices start to fall.

 

The decline may be short-lived, and an upward trend might resume, or the recent peak might represent a top, and much lower prices might be ahead.  In that case, a move below 30 indicates an oversold situation.  The expectations of a rally after reaching oversold levels are based on the same circumstances as the overbought, except the conditions are reversed; it is a situation in which the tradable falls precipitously due to an influx of sellers.

 

All of this is viewed as the normal ebb and flow of the market as it moves from one extreme to another.  This type of market action is well-suited for an oscillating indicator giving guidance when the market reaches these extremes.

 

A typical scenario might read as follows: The tradable’s peaks and bottoms are coincident with readings of above the 70 to 80 level for the market tops, and below the 20 to 30 level for the bottoms.

 

If you would like to learn how to make a full-time income trading less than part time, please grab yourself a copy of my book …

 

HOW TO TRADE LIKE A PRO IN ONE HOUR

www.tradingsmarts.com/order.htm

Please feel free to share this info-report with your business associates, friends, neighbours, and relatives.  The only proviso is that you copy it and/or pass it on in its entirety.  Thank you.

We have lots of other reports we can share with you.  If you have a question, or special interest, please let me know: prbain@tradingsmarts.com.

Copyright© 2000, Peter R. Bain

http://www.tradingsmarts.com