Camarilla Pivots: Thor VS DAS dfference

[Morgan 2]

It looks like the Camarilla pivots that BruzX wrote a script for Trading View based on Thor's Camarilla pivot system uses Yesterdays Post-Market data & Today's Pre-Market when calculating the cams for ETH timeframe.

In contrast, it appears that DAS uses Yesterdays Post-Market data & Yesterday's Pre-Market when doing the same calculations.

Has anyone else noticed this? 

Does anyone have any experience with Thor's version being more accurate than DAS? 

Or if you are using DAS, what has been your experience when using ETH cams?

This difference in how the cams are calculated I feel like could have a large impact, especially if the ticker in question is spiking pre-market of the current day.

[Morgan 2]

Got an answer elsewhere. For anyone who is curious the BuzX written script just uses Today's Pre-Market data when determining if the Cams should use ETH data. When the Cams are calculated they still use Yesterday's Pre-Market. Same as DAS.

[Paul aka Aurbano 83]

@Morgan thanks for posting about this topic. Many many different Camerilla formulas around the chat-room makes me think that the calculations will fit one way or another with some tweak. I like the concept, but do not personally trust the fact that levels are all around depending on calculations. No universal agreement.