CAC 40 Index Future March 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 2,866.0 2,821.0 -45.0 -1.6% 2,952.0
High 2,915.5 2,831.0 -84.5 -2.9% 2,952.0
Low 2,858.0 2,746.0 -112.0 -3.9% 2,746.0
Close 2,874.0 2,752.0 -122.0 -4.2% 2,752.0
Range 57.5 85.0 27.5 47.8% 206.0
ATR 98.1 100.3 2.1 2.2% 0.0
Volume 158,455 69,681 -88,774 -56.0% 415,292
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 3,031.3 2,976.7 2,798.8
R3 2,946.3 2,891.7 2,775.4
R2 2,861.3 2,861.3 2,767.6
R1 2,806.7 2,806.7 2,759.8 2,791.5
PP 2,776.3 2,776.3 2,776.3 2,768.8
S1 2,721.7 2,721.7 2,744.2 2,706.5
S2 2,691.3 2,691.3 2,736.4
S3 2,606.3 2,636.7 2,728.6
S4 2,521.3 2,551.7 2,705.3
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 3,434.7 3,299.3 2,865.3
R3 3,228.7 3,093.3 2,808.7
R2 3,022.7 3,022.7 2,789.8
R1 2,887.3 2,887.3 2,770.9 2,852.0
PP 2,816.7 2,816.7 2,816.7 2,799.0
S1 2,681.3 2,681.3 2,733.1 2,646.0
S2 2,610.7 2,610.7 2,714.2
S3 2,404.7 2,475.3 2,695.4
S4 2,198.7 2,269.3 2,638.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,045.0 2,746.0 299.0 10.9% 74.2 2.7% 2% False True 83,413
10 3,146.0 2,746.0 400.0 14.5% 75.2 2.7% 2% False True 42,123
20 3,146.0 2,746.0 400.0 14.5% 87.6 3.2% 2% False True 21,814
40 3,435.0 2,746.0 689.0 25.0% 94.6 3.4% 1% False True 11,281
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 13.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,192.3
2.618 3,053.5
1.618 2,968.5
1.000 2,916.0
0.618 2,883.5
HIGH 2,831.0
0.618 2,798.5
0.500 2,788.5
0.382 2,778.5
LOW 2,746.0
0.618 2,693.5
1.000 2,661.0
1.618 2,608.5
2.618 2,523.5
4.250 2,384.8
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 2,788.5 2,830.8
PP 2,776.3 2,804.5
S1 2,764.2 2,778.3

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

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