Instrument
Stat
Pivot Points
Classic floor (traditional) and camarilla pivot levels computed from the prior RTH session's High, Low, and Close. Three measurement tiers: (1) pivot_levels — fraction of sessions whose RTH range touches each pivot level (independent rates; a session can touch multiple levels); (2) opening_zone — which band between consecutive levels the session open falls in (mutually exclusive zones that partition every countable day); (3) close_zone — which zone the session close falls in (same partition structure). The standard variant uses traditional (floor) pivots.
Timeframe