CAC 40 Index Future March 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 2,778.0 2,812.5 34.5 1.2% 2,541.0
High 2,785.0 2,817.0 32.0 1.1% 2,773.0
Low 2,722.0 2,719.0 -3.0 -0.1% 2,464.5
Close 2,766.0 2,760.0 -6.0 -0.2% 2,707.0
Range 63.0 98.0 35.0 55.6% 308.5
ATR 100.6 100.4 -0.2 -0.2% 0.0
Volume 231,092 264,874 33,782 14.6% 783,679
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 3,059.3 3,007.7 2,813.9
R3 2,961.3 2,909.7 2,787.0
R2 2,863.3 2,863.3 2,778.0
R1 2,811.7 2,811.7 2,769.0 2,788.5
PP 2,765.3 2,765.3 2,765.3 2,753.8
S1 2,713.7 2,713.7 2,751.0 2,690.5
S2 2,667.3 2,667.3 2,742.0
S3 2,569.3 2,615.7 2,733.1
S4 2,471.3 2,517.7 2,706.1
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 3,573.7 3,448.8 2,876.7
R3 3,265.2 3,140.3 2,791.8
R2 2,956.7 2,956.7 2,763.6
R1 2,831.8 2,831.8 2,735.3 2,894.3
PP 2,648.2 2,648.2 2,648.2 2,679.4
S1 2,523.3 2,523.3 2,678.7 2,585.8
S2 2,339.7 2,339.7 2,650.4
S3 2,031.2 2,214.8 2,622.2
S4 1,722.7 1,906.3 2,537.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,817.0 2,594.0 223.0 8.1% 81.2 2.9% 74% True False 187,790
10 2,817.0 2,464.5 352.5 12.8% 97.5 3.5% 84% True False 171,631
20 2,915.5 2,464.5 451.0 16.3% 91.3 3.3% 66% False False 154,161
40 3,146.0 2,464.5 681.5 24.7% 92.7 3.4% 43% False False 82,316
60 3,435.0 2,464.5 970.5 35.2% 94.0 3.4% 30% False False 55,138
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,233.5
2.618 3,073.6
1.618 2,975.6
1.000 2,915.0
0.618 2,877.6
HIGH 2,817.0
0.618 2,779.6
0.500 2,768.0
0.382 2,756.4
LOW 2,719.0
0.618 2,658.4
1.000 2,621.0
1.618 2,560.4
2.618 2,462.4
4.250 2,302.5
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 2,768.0 2,768.0
PP 2,765.3 2,765.3
S1 2,762.7 2,762.7

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

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