Fibonacci Pivots

The classic central pivot (H + L + C) / 3 with three resistances and three supports spaced at the Fibonacci ratios 0.382, 0.618, and 1.000 of the previous bar's range. Used by traders who treat the Fibonacci ratios as natural reaction levels.

Quick reference

Item	Value
Family	Pivots & S/R
Input type	Candle (uses high, low, close)
Output type	FibonacciPivotsOutput { pp, r1, r2, r3, s1, s2, s3 }
Output range	unbounded (price-units)
Default parameters	none — FibonacciPivots::new()
Warmup period	1
Interpretation	Fib-spaced reaction levels for the next session

Formula

PP = (H + L + C) / 3
R  = H − L

R1 = PP + 0.382·R     S1 = PP − 0.382·R
R2 = PP + 0.618·R     S2 = PP − 0.618·R
R3 = PP + 1.000·R     S3 = PP − 1.000·R

R3/S3 sit exactly one full range above / below the pivot. See crates/wickra-core/src/indicators/fibonacci_pivots.rs.

Parameters

None — FibonacciPivots::new() takes no arguments.

Inputs / Outputs

Same shape as ClassicPivots: Indicator<Input = Candle, Output = FibonacciPivotsOutput> with fields pp, r1, r2, r3, s1, s2, s3.

• Python. (n, 7) array, columns [pp, r1, r2, r3, s1, s2, s3].
• Node. Flat number[] of length n * 7.

Warmup

warmup_period() == 1. The first candle produces the first set.

Edge cases

• H == L. All levels collapse to PP.
• Same session-aggregation caveat as Classic Pivots. Feed pre-aggregated session bars, not minute bars.
• Reset. Stateless.

Examples

Rust

use wickra::{Candle, FibonacciPivots, Indicator};

fn main() -> Result<(), Box<dyn std::error::Error>> {
    let prev = Candle::new(100.0, 110.0, 90.0, 105.0, 1.0, 0)?;
    let mut fp = FibonacciPivots::new();
    let l = fp.update(prev).unwrap();
    // PP = 101.667, range = 20
    // R1 = 101.667 + 0.382·20 = 109.31
    println!("R1 = {:.3}  R3 = {:.3}", l.r1, l.r3);
    Ok(())
}

Python

import numpy as np
import wickra as ta

high  = np.array([110.0])
low   = np.array([ 90.0])
close = np.array([105.0])

fp = ta.FibonacciPivots()
print(fp.batch(high, low, close))

Node

const wickra = require('wickra');
const fp = new wickra.FibonacciPivots();
console.log(fp.batch([110], [90], [105]));

Streaming on session bars

use wickra::{Candle, FibonacciPivots, Indicator};

let mut fp = FibonacciPivots::new();
let session_aggregator: Vec<wickra::Candle> = Vec::new(); // your stream of completed session bars
for session_bar in session_aggregator {
    let levels = fp.update(session_bar).unwrap();
}

Interpretation

• Fib-spaced reactions. Many traders see 0.382 and 0.618 retracements as natural reaction points; Fibonacci Pivots use these ratios on the prior range to anticipate the next session's reaction levels.
• R3 = full range. A 1.000 extension above the pivot is the "one-full-range" trend-day target — common to all session pivot systems but explicit here.
• Vs Classic Pivots. Different spacing — Fibonacci Pivots are tighter near the pivot (R1 at 0.382·R vs Classic's 2·PP − L ≈ PP + 0.5·R on a roughly symmetric bar) and the same wide at R3.

Common pitfalls

• Treating Fib as causation. The 0.382 / 0.618 levels are a convention, not a market law. Use as reference, not as prediction.
• Mixing pivot systems. Trading "Fib R1 to Classic R2" mixes numbers from two different formulas; pick one system per chart.
• Session aggregation. Same as all pivot variants — feed session-aggregated bars only.

References

• The Fibonacci pivot formulation is a practitioner extension of the classic floor-trader pivots, popularised in retail charting software in the late 1990s.

See also

• ClassicPivots — non-Fib alternative.
• Camarilla — close-anchored variant.
• WoodiePivots — close-weighted pivot.
• DemarkPivots — conditional one-tier variant.
• Indicators-Overview — full taxonomy.