CAC 40 Index Future February 2009


Trading Metrics calculated at close of trading on 22-Jan-2009
Day Change Summary
Previous Current
21-Jan-2009 22-Jan-2009 Change Change % Previous Week
Open 2,905.5 2,970.0 64.5 2.2% 3,280.5
High 2,992.5 2,984.5 -8.0 -0.3% 3,308.5
Low 2,843.0 2,847.0 4.0 0.1% 2,961.5
Close 2,907.0 2,869.0 -38.0 -1.3% 3,021.0
Range 149.5 137.5 -12.0 -8.0% 347.0
ATR 91.7 95.0 3.3 3.6% 0.0
Volume 145,611 144,007 -1,604 -1.1% 553,271
Daily Pivots for day following 22-Jan-2009
Classic Woodie Camarilla DeMark
R4 3,312.7 3,228.3 2,944.6
R3 3,175.2 3,090.8 2,906.8
R2 3,037.7 3,037.7 2,894.2
R1 2,953.3 2,953.3 2,881.6 2,926.8
PP 2,900.2 2,900.2 2,900.2 2,886.9
S1 2,815.8 2,815.8 2,856.4 2,789.3
S2 2,762.7 2,762.7 2,843.8
S3 2,625.2 2,678.3 2,831.2
S4 2,487.7 2,540.8 2,793.4
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 4,138.0 3,926.5 3,211.9
R3 3,791.0 3,579.5 3,116.4
R2 3,444.0 3,444.0 3,084.6
R1 3,232.5 3,232.5 3,052.8 3,164.8
PP 3,097.0 3,097.0 3,097.0 3,063.1
S1 2,885.5 2,885.5 2,989.2 2,817.8
S2 2,750.0 2,750.0 2,957.4
S3 2,403.0 2,538.5 2,925.6
S4 2,056.0 2,191.5 2,830.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,113.5 2,843.0 270.5 9.4% 150.1 5.2% 10% False False 127,456
10 3,367.0 2,843.0 524.0 18.3% 130.2 4.5% 5% False False 105,630
20 3,432.5 2,843.0 589.5 20.5% 81.7 2.8% 4% False False 52,845
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30.4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,568.9
2.618 3,344.5
1.618 3,207.0
1.000 3,122.0
0.618 3,069.5
HIGH 2,984.5
0.618 2,932.0
0.500 2,915.8
0.382 2,899.5
LOW 2,847.0
0.618 2,762.0
1.000 2,709.5
1.618 2,624.5
2.618 2,487.0
4.250 2,262.6
Fisher Pivots for day following 22-Jan-2009
Pivot 1 day 3 day
R1 2,915.8 2,940.3
PP 2,900.2 2,916.5
S1 2,884.6 2,892.8

These figures are updated between 7pm and 10pm EST after a trading day.

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