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Sorry but part of that study is custom-made and for obvious reasons I want publish its code. If on the other hand you are talking about pivot calculations and their extensions I have no problem in giving them since they are basic stuff.
The pivot range is the one used by Mark Fisher and their extensions, well, I guess the extensions are my idea since I never saw anyone doing this. Just add the pivot range to the high and subtract it from the low. That's it!
Regards.
If I become half a percent smarter each year, I'll be a genius by the time I die
No time for a chart right now, but I am looking for 1340 Friday on ES, and I think there is a very good chance we will break below 1335 and look to test 1324.