DOC: Documentation for GH37635

This is a amended commit to solve pre-commit test:
"rst ``code`` is two backticks"

Author: Jake Stevens-Haas

doc/source/whatsnew/v1.2.0.rst

@@ -553,6 +553,7 @@ Reshaping
 - Bug in :meth:`DataFrame.agg` with ``func={'name':<FUNC>}`` incorrectly raising ``TypeError`` when ``DataFrame.columns==['Name']`` (:issue:`36212`)
 - Bug in :meth:`Series.transform` would give incorrect results or raise when the argument ``func`` was dictionary (:issue:`35811`)
 - Bug in :meth:`DataFrame.pivot` did not preserve :class:`MultiIndex` level names for columns when rows and columns both multiindexed (:issue:`36360`)
+- Bug in :meth:``DataFrame.pivot`` modified caller's ``index`` parameter when ``columns`` was passed but ``values`` was not (:issue:`37635`)
 - Bug in :func:`join` returned a non deterministic level-order for the resulting :class:`MultiIndex` (:issue:`36910`)
 - Bug in :meth:`DataFrame.combine_first()` caused wrong alignment with dtype ``string`` and one level of ``MultiIndex`` containing only ``NA`` (:issue:`37591`)
 - Fixed regression in :func:`merge` on merging DatetimeIndex with empty DataFrame (:issue:`36895`)