CAC 40 Index Future March 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 2,648.0 2,600.0 -48.0 -1.8% 2,784.0
High 2,654.5 2,618.0 -36.5 -1.4% 2,819.0
Low 2,570.0 2,534.0 -36.0 -1.4% 2,643.0
Close 2,583.0 2,554.5 -28.5 -1.1% 2,701.0
Range 84.5 84.0 -0.5 -0.6% 176.0
ATR 99.4 98.3 -1.1 -1.1% 0.0
Volume 146,745 137,675 -9,070 -6.2% 710,801
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 2,820.8 2,771.7 2,600.7
R3 2,736.8 2,687.7 2,577.6
R2 2,652.8 2,652.8 2,569.9
R1 2,603.7 2,603.7 2,562.2 2,586.3
PP 2,568.8 2,568.8 2,568.8 2,560.1
S1 2,519.7 2,519.7 2,546.8 2,502.3
S2 2,484.8 2,484.8 2,539.1
S3 2,400.8 2,435.7 2,531.4
S4 2,316.8 2,351.7 2,508.3
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 3,249.0 3,151.0 2,797.8
R3 3,073.0 2,975.0 2,749.4
R2 2,897.0 2,897.0 2,733.3
R1 2,799.0 2,799.0 2,717.1 2,760.0
PP 2,721.0 2,721.0 2,721.0 2,701.5
S1 2,623.0 2,623.0 2,684.9 2,584.0
S2 2,545.0 2,545.0 2,668.7
S3 2,369.0 2,447.0 2,652.6
S4 2,193.0 2,271.0 2,604.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,772.0 2,534.0 238.0 9.3% 86.7 3.4% 9% False True 143,394
10 2,915.5 2,534.0 381.5 14.9% 82.2 3.2% 5% False True 136,497
20 3,146.0 2,534.0 612.0 24.0% 84.3 3.3% 3% False True 71,219
40 3,435.0 2,534.0 901.0 35.3% 95.4 3.7% 2% False True 36,020
60 3,435.0 2,534.0 901.0 35.3% 90.6 3.5% 2% False True 24,600
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 23.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,975.0
2.618 2,837.9
1.618 2,753.9
1.000 2,702.0
0.618 2,669.9
HIGH 2,618.0
0.618 2,585.9
0.500 2,576.0
0.382 2,566.1
LOW 2,534.0
0.618 2,482.1
1.000 2,450.0
1.618 2,398.1
2.618 2,314.1
4.250 2,177.0
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 2,576.0 2,630.3
PP 2,568.8 2,605.0
S1 2,561.7 2,579.8

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

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