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Camarilla pivot points: formulas and setup

Camarilla pivots, formula included.

Salti Camarilla Pivots draws H3, H4, L3 and L4 around yesterday's close, from the textbook formula published in 1989. The bands between 3 and 4 are shaded. Every formula is on this page, so you can check any number yourself.

Free for public use Exclusively on Hyperprop Chart overlay Futures & perps

Educational tool, not financial advice. Trading futures and crypto perpetuals carries substantial risk of loss. Camarilla levels are arithmetic on yesterday's prices; they don't predict where price will turn. Full risk disclosures ↓

Salti Camarilla Pivots on an ES 15-minute chart in Hyperprop: H3 and H4 above the prior cash close, L3 and L4 below, the bands between them shaded, and the prior close line
Salti Camarilla Pivots on ES 15m in Hyperprop, Oct 28, centered on the Oct 27 cash close. Price wicked through H3 twice and closed back under it both times. H3 / L3 H4 / L4 Prior close
How it works

Yesterday's range, centered on the close.

Camarilla takes yesterday's range, adds 10%, and spreads it evenly above and below yesterday's close. That's the whole method.

Floor pivots center on the average of the high, low and close. Camarilla centers on the close, and its levels sit much tighter, so price tests them during a normal day.

H4 and L4 are 55% of the prior range from the close, so together they span 110% of yesterday. When the close was mid-range, they land just outside yesterday's high and low. H3 and L3 sit halfway between the close and H4 or L4.

Because the method is published, anyone can rebuild a Camarilla chart from one day's close and range. A shared chart with R3, R4, S3 and S4 uses the same levels under TradingView's names.

H4 / L4C ± R × 1.1 / 2
H3 / L3C ± R × 1.1 / 4
H2 / L2C ± R × 1.1 / 6
H1 / L1C ± R × 1.1 / 12
H5(H / L) × C,  L5 = C − (H5 − C)
RH − L, the prior period's range
Get the study

On the chart in four steps.

Daily levels need an intraday chart. Weekly and monthly work on a daily chart too.

  1. Find it in the community

    It's free. In the Hyperprop web terminal, open the community indicators and search for Salti Camarilla Pivots.

  2. Add it as an overlay

    It draws on the price chart. Your indicators sync to your other devices, including mobile.

  3. Pick which day it uses

    Open its settings from the chart legend. On futures, the levels use the full futures day’s high and low and center on the 16:00 cash close. To ignore the overnight session, set Day runs to RTH. Turn on Prior close to see the center line too.

  4. Test it in replay

    Set Past periods to draw to 10 or so, press Replay, and count how often each day respected H3 or L3, and how often it ran through. Judge it over many days, not the best one.

Reading the levels

What each line is, and how it's often read.

Colors shown are the defaults. Weekly levels are labeled W, monthly M.

H3 / L3

The reversal levels. The classic reading: when the day opens between them, H3 and L3 are where a move is often faded back toward the close.

H4 / L4

The breakout levels. The classic reading: a move that pushes through H4 or L4 and holds is followed, not faded. They sit near yesterday's high and low.

H3 to H4, L3 to L4

The shaded bands. The space between fading and following. Price inside a band is where the decision gets made. The shading isn’t part of the formula, just a visual aid, and you can turn it off in the settings.

H1, H2 / L1, L2

Inner levels. Close to the center and rarely used on their own. Off by default.

H5 / L5

Outer targets. A later addition to the method, for days that run well past H4 or L4. Off by default.

C

The prior close. The center every other level is measured from. Off by default.

Why they line up

Yesterday's range, redrawn.

Camarilla levels often land on yesterday's high or low. That isn't luck. It falls out of the formula.

Close mid-range H4 and L4 frame yesterday

H4 and L4 sit 55% of the range from the close. When the close is in the middle, that puts them just outside yesterday's high and low, by 5% of the range.

Close near the high H3 lands on yesterday's high

When the close is about three quarters of the way up the range, H3 lands on yesterday's high. A stall at H3 is then a stall at the prior high.

Close near the low L3 lands on yesterday's low

The mirror image: a close about a quarter of the way up puts L3 on yesterday's low, a level traders watch with or without Camarilla.

Salti Camarilla Pivots on an ES 15-minute chart in Hyperprop, Oct 23 to Oct 28: H3 at 7,774.75 sits just above the Oct 27 high, where price stalled on Oct 28
ES 15m in Hyperprop, Oct 28. Price stalled at H3, right at the Oct 27 high.
Worked example · ES, Oct 27
High7,772.75
Low7,712.50  ·  range 60.25
Close7,758.25  ·  76% of the way up
H37,774.75  ·  2 points above the high
H47,791.50  ·  18.75 above the high
L47,725.00  ·  12.50 above the low

The close was near the top of the range, so H3 landed almost exactly on the prior high. Treat a level like that as the prior high with a second name. A Camarilla level that lines up with structure you'd mark anyway, such as a prior high, a swing point or a value area edge, has more behind it than one sitting in empty space.

Settings

Every setting, and when to touch it.

The same placement options as Salti MGI, so the two can sit side by side.

Which high, low and close the levels use.

Day runs decides what counts as yesterday. On futures it defaults to the full futures day, 18:00 to 17:00 New York, which is what most platforms’ daily candles and built-in pivots use. Pick RTH to use only the 09:30 to 16:00 cash session, if you only trade the cash session. Crypto uses the UTC day.

Close used decides which close the levels are built from. On futures it defaults to the 16:00 New York cash close, because futures keep trading until 17:00 and the last trade can sit a few points away. Pick Last trade of the day to use the final trade instead. Either way it’s a trade on the chart, not the exchange settlement price, so a level can differ by a tick or two from a platform that uses settlement.

Day runsAutoFutures day on futures, UTC day on crypto. Or RTH, UTC day, New York day.
Close usedAuto16:00 cash close on futures, last trade on crypto. Or always the last trade of the day.
Daily / Weekly / Monthly levelsOn / Off / OffWeeks start Monday. Labels get a W or M in front.
Daily / Weekly / Monthly line styleSolid / Dashed / Dotted
Past periods to draw (0 = current only)0Raise it to see how earlier days' levels played out.
Free for public use

Free to use. Support is optional.

Salti Camarilla Pivots is free for anyone to use. If it helps and you'd like to show support, here are three ways.

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Risk disclosures

Read this before you trade.

Not financial advice

This page and the Salti Camarilla Pivots study are educational tools. Nothing here is investment, financial, tax or legal advice, or a recommendation to buy or sell any futures contract, perpetual swap or other instrument. Make your own decisions and consult a licensed professional where appropriate.

Risk of loss

Futures and crypto perpetuals involve substantial risk of loss and are not suitable for everyone. Leverage magnifies losses as well as gains, and you can lose more than your initial margin or account balance. Crypto markets trade around the clock, can move sharply, and are exposed to exchange, liquidity and funding-rate risk. Only trade with money you can afford to lose.

Study limitations

Camarilla levels are arithmetic on the prior period's high, low and close. They describe yesterday, not today, and price can ignore every one of them. The close is a trade on the chart (the 16:00 cash close by default on futures), not the exchange settlement price, and the day setting changes every level, so numbers can differ from other platforms. The fade and breakout readings on this page are common conventions, not tested rules.

Hypothetical examples

The chart on this page is an illustration. Any results from testing, replay or simulated accounts are hypothetical, are made with the benefit of hindsight, and do not account for the emotional pressure of live trading. Past performance does not guarantee future results.

Affiliate disclosure

I'm an affiliate partner of Traders Launch. If you sign up with code SALTI I may earn a commission, at no extra cost to you. That relationship doesn't change the study, which is free for public use. Prop firm evaluations are paid challenges on simulated accounts; fees are generally non-refundable and most participants do not pass. Check a firm's current rules yourself before buying.

Prop firm and platform rules

If you trade an evaluation or funded account, that firm's rules on drawdown, daily loss, position size and prohibited strategies apply and are your responsibility. Hyperprop is a third-party platform, and its features, data and scripting rules can change without notice. Check that the study behaves as you expect before relying on it.