{
  "schema_version": "1.0",
  "topic_id": "D08-F01-A05",
  "title": "Classic and Floor-Trader Pivot Points",
  "purpose": "machine-readable publication-contract verification",
  "data_class": "synthetic teaching input",
  "selected_formula": "P=(H+L+C)/3; R1=2P-L; S1=2P-H; R2=P+(H-L); S2=P-(H-L)",
  "canonical_question": "Which next-session reference levels follow from the prior session's high, low, and close?",
  "input_contract": "closed OHLC bars or causally confirmed pivots with session, tick, adjustment, and availability rules",
  "scenario_assertions": [
    {
      "name": "canonical",
      "expected_state": "calculated",
      "assertion": "valid and sufficiently warm synthetic input reaches calculation"
    },
    {
      "name": "boundary",
      "expected_state": "waiting",
      "assertion": "one missing observation or unresolved equality is not coerced to zero"
    },
    {
      "name": "failure",
      "expected_state": "invalid",
      "assertion": "non-finite, misordered, future-dated, or basis-mixed input is withheld"
    }
  ],
  "timing_rule": "A level derived from a prior session becomes available only after that source session is final; a confirmed pivot becomes available only after its declared confirmation lag.",
  "expected_non_claims": [
    "not historical market data",
    "not a forecast",
    "not a trading instruction",
    "not evidence of profitability"
  ],
  "implementation_status": "Python canonical runtime and audited Node/TypeScript adapter released with topic-owned fixtures and tests"
}