I use pivots to trail stop positions. Does anyone have a better solution than this to calculate pivots on a chart? See attached chart 1/ Calculate the quadratic curve between the 5 vwap points A, E so y= a + bx + cx^2 where the Correlation Coeff is > 0.6 this gives fairly good fit. This calculation is done at the completion of each bar for the current day. 2/ Solve y=f(x) in terms of x, where the unit of x is the number of minutes in the day. So in the example A= 9:45 = 585. This gives me points A thru E on the curve. 3/ Now check for the five points A < B, B < C, D < C, E < D 4/ Now find the highest Vwap in the set of 5. If anyone has any better solution I would be glad to here from you. This solution does miss some pivots and does give what would be considered non pivotes when the price is in a tight range.