Pivot Series

[wagross]

For the last two days, since I have been charting, your S1 and R1 have been off by 1/4 point in the ES, as measured against both my own calculation and found here:

http://www.deltat1.com/DailyNotes/dailynotes.aspx

At least for today, the balance of your pivot series numbers are correct.

[NinjaTrader_Dierk]

NT pivot code is exposed at <install>\bin\Custom\Indicator\@Pivots.cs (starting NT5.1B2).

In order to figure out if calculations are off you need to make sure
a) math is done on the same data (check high/low/last values on actual NT chart)
b) algorithm is the same

Note: Woodies Pivots are calculated differently, than standard pivots.