CAC 40 Index Future March 2009


Trading Metrics calculated at close of trading on 03-Feb-2009
Day Change Summary
Previous Current
02-Feb-2009 03-Feb-2009 Change Change % Previous Week
Open 2,954.5 2,954.5 0.0 0.0% 2,831.0
High 2,954.5 3,018.5 64.0 2.2% 3,100.0
Low 2,875.5 2,904.0 28.5 1.0% 2,831.0
Close 2,933.0 2,985.0 52.0 1.8% 2,973.0
Range 79.0 114.5 35.5 44.9% 269.0
ATR 108.7 109.1 0.4 0.4% 0.0
Volume 1,403 3,834 2,431 173.3% 4,915
Daily Pivots for day following 03-Feb-2009
Classic Woodie Camarilla DeMark
R4 3,312.7 3,263.3 3,048.0
R3 3,198.2 3,148.8 3,016.5
R2 3,083.7 3,083.7 3,006.0
R1 3,034.3 3,034.3 2,995.5 3,059.0
PP 2,969.2 2,969.2 2,969.2 2,981.5
S1 2,919.8 2,919.8 2,974.5 2,944.5
S2 2,854.7 2,854.7 2,964.0
S3 2,740.2 2,805.3 2,953.5
S4 2,625.7 2,690.8 2,922.0
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 3,775.0 3,643.0 3,121.0
R3 3,506.0 3,374.0 3,047.0
R2 3,237.0 3,237.0 3,022.3
R1 3,105.0 3,105.0 2,997.7 3,171.0
PP 2,968.0 2,968.0 2,968.0 3,001.0
S1 2,836.0 2,836.0 2,948.3 2,902.0
S2 2,699.0 2,699.0 2,923.7
S3 2,430.0 2,567.0 2,899.0
S4 2,161.0 2,298.0 2,825.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,100.0 2,875.5 224.5 7.5% 94.2 3.2% 49% False False 1,590
10 3,100.0 2,780.0 320.0 10.7% 105.5 3.5% 64% False False 1,220
20 3,408.5 2,780.0 628.5 21.1% 108.1 3.6% 33% False False 963
40 3,435.0 2,780.0 655.0 21.9% 93.6 3.1% 31% False False 1,385
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.6
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3,505.1
2.618 3,318.3
1.618 3,203.8
1.000 3,133.0
0.618 3,089.3
HIGH 3,018.5
0.618 2,974.8
0.500 2,961.3
0.382 2,947.7
LOW 2,904.0
0.618 2,833.2
1.000 2,789.5
1.618 2,718.7
2.618 2,604.2
4.250 2,417.4
Fisher Pivots for day following 03-Feb-2009
Pivot 1 day 3 day
R1 2,977.1 2,974.0
PP 2,969.2 2,963.0
S1 2,961.3 2,952.0

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

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