It is possible.
Check 'Allow Interactive Sort' under Sort tab in Chart properties.
User can double click on any of the Field label and the sort will automatically change taking that field as priority.
Note: This option should be checked for all the columns which user want to sort on.
The easiest way to enable sorting to the users is to change the chart-type to a straight-table by which the user could sort the columns by double-clicking on the column-header.
To enable a inter-active sorting by a pivot is more difficult. Possible are sorting-expressions which catch the user-selection on a field or a variable but especially if there are more then one column/metric it will be complicated. Easier might be to use several identical dimensions/expressions unless different sorting-options and whose visibility will be controlled by conditions (also triggered by selections or variables).
Very helpful is this link Perfectly Sorting Pivot Table (by A-Z. y-Value set for each dim-level) especially if there are many dimensions involved.
Thank you nareshguntur for your reply.
Unfortunately is a straight table feature only...
Thank you marcus_sommer too.
I already read that discussion...I was hoping in a easier way...
However, I will take a second better and deeper look at the discussion you suggest.
I have more then 7 dimensions, but should be enough filtering for 2 at least.
Thank you anyway both.