CAC 40 Index Future March 2009


Trading Metrics calculated at close of trading on 24-Dec-2008
Day Change Summary
Previous Current
23-Dec-2008 24-Dec-2008 Change Change % Previous Week
Open 3,156.5 3,136.5 -20.0 -0.6% 3,283.5
High 3,196.5 3,174.0 -22.5 -0.7% 3,353.0
Low 3,120.5 3,112.5 -8.0 -0.3% 3,175.0
Close 3,140.0 3,134.0 -6.0 -0.2% 3,240.0
Range 76.0 61.5 -14.5 -19.1% 178.0
ATR 111.1 107.6 -3.5 -3.2% 0.0
Volume 626 215 -411 -65.7% 28,396
Daily Pivots for day following 24-Dec-2008
Classic Woodie Camarilla DeMark
R4 3,324.7 3,290.8 3,167.8
R3 3,263.2 3,229.3 3,150.9
R2 3,201.7 3,201.7 3,145.3
R1 3,167.8 3,167.8 3,139.6 3,154.0
PP 3,140.2 3,140.2 3,140.2 3,133.3
S1 3,106.3 3,106.3 3,128.4 3,092.5
S2 3,078.7 3,078.7 3,122.7
S3 3,017.2 3,044.8 3,117.1
S4 2,955.7 2,983.3 3,100.2
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 3,790.0 3,693.0 3,337.9
R3 3,612.0 3,515.0 3,289.0
R2 3,434.0 3,434.0 3,272.6
R1 3,337.0 3,337.0 3,256.3 3,296.5
PP 3,256.0 3,256.0 3,256.0 3,235.8
S1 3,159.0 3,159.0 3,223.7 3,118.5
S2 3,078.0 3,078.0 3,207.4
S3 2,900.0 2,981.0 3,191.1
S4 2,722.0 2,803.0 3,142.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,276.5 3,112.5 164.0 5.2% 82.2 2.6% 13% False True 1,787
10 3,353.0 3,112.5 240.5 7.7% 90.2 2.9% 9% False True 3,016
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.3
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3,435.4
2.618 3,335.0
1.618 3,273.5
1.000 3,235.5
0.618 3,212.0
HIGH 3,174.0
0.618 3,150.5
0.500 3,143.3
0.382 3,136.0
LOW 3,112.5
0.618 3,074.5
1.000 3,051.0
1.618 3,013.0
2.618 2,951.5
4.250 2,851.1
Fisher Pivots for day following 24-Dec-2008
Pivot 1 day 3 day
R1 3,143.3 3,164.0
PP 3,140.2 3,154.0
S1 3,137.1 3,144.0

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

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