CAC 40 Index Future March 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 3,000.0 2,878.0 -122.0 -4.1% 3,285.0
High 3,032.5 2,990.0 -42.5 -1.4% 3,310.5
Low 2,865.0 2,851.0 -14.0 -0.5% 2,976.0
Close 2,929.0 2,909.0 -20.0 -0.7% 3,024.0
Range 167.5 139.0 -28.5 -17.0% 334.5
ATR 109.1 111.3 2.1 2.0% 0.0
Volume 545 395 -150 -27.5% 5,470
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 3,333.7 3,260.3 2,985.5
R3 3,194.7 3,121.3 2,947.2
R2 3,055.7 3,055.7 2,934.5
R1 2,982.3 2,982.3 2,921.7 3,019.0
PP 2,916.7 2,916.7 2,916.7 2,935.0
S1 2,843.3 2,843.3 2,896.3 2,880.0
S2 2,777.7 2,777.7 2,883.5
S3 2,638.7 2,704.3 2,870.8
S4 2,499.7 2,565.3 2,832.6
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 4,107.0 3,900.0 3,208.0
R3 3,772.5 3,565.5 3,116.0
R2 3,438.0 3,438.0 3,085.3
R1 3,231.0 3,231.0 3,054.7 3,167.3
PP 3,103.5 3,103.5 3,103.5 3,071.6
S1 2,896.5 2,896.5 2,993.3 2,832.8
S2 2,769.0 2,769.0 2,962.7
S3 2,434.5 2,562.0 2,932.0
S4 2,100.0 2,227.5 2,840.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,105.5 2,851.0 254.5 8.7% 129.6 4.5% 23% False True 444
10 3,372.5 2,851.0 521.5 17.9% 116.2 4.0% 11% False True 718
20 3,435.0 2,851.0 584.0 20.1% 98.9 3.4% 10% False True 713
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 21.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,580.8
2.618 3,353.9
1.618 3,214.9
1.000 3,129.0
0.618 3,075.9
HIGH 2,990.0
0.618 2,936.9
0.500 2,920.5
0.382 2,904.1
LOW 2,851.0
0.618 2,765.1
1.000 2,712.0
1.618 2,626.1
2.618 2,487.1
4.250 2,260.3
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 2,920.5 2,967.5
PP 2,916.7 2,948.0
S1 2,912.8 2,928.5

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

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