Maybe it's just my imagination, but it sure seems that NT pivot points are way off. Example: PP today on NT is 1325.75 when I believe it should be 1322.75 or so. R1 is on NT is 1336.00 when I believe it should be 1330.25 or so. And no, they aren't Woodie's pivots. Using ZenFire data. (IB is the same).
Some Pivot Calculators use the Open, some use the "close", some the true Settlement price. I trade the YM, and cook my own using OHLC, with the close being the CBOT Settlement price.
There are multiple calculations for pivot points that's one of the problems. The pivot itself is always the same that I have seen but R1 and such change depending on the calculation used. Look at all of the ways, not including Woodies or Camarilla that you can calculate them http://www.sierrachart.com/index.php?aid=def&file=doc_TechnicalStudiesReference.html#87
ES September. Just opened NT again and I am getting 1325.75 as my PP and 1336.00 as R1 which is close to what you have but using a pivots calculator I get the #'s I wrote in my post above. Either way, my NT is still off from your numbers a little bit. Maybe my pivots calculator is out to lunch.
I just figured out I had the pivot indicator in NT to calculate from Daily bars instead of intraday. I guess you can do either or use your own values. I was wondering why my own values wouldn't work. It's because you have to have it on that setting.
Sierra has quite a few, that's for sure. I must be out of the loop because I have never heard of Frank Dilernia Pivots.