CAC 40 Index Future February 2009

Trading Metrics calculated at close of trading on 19-Jan-2009

Day Change Summary
	Previous	Current
	16-Jan-2009	19-Jan-2009	Change	Change %	Previous Week
Open	3,049.0	3,058.5	9.5	0.3%	3,280.5
High	3,113.5	3,086.5	-27.0	-0.9%	3,308.5
Low	2,970.5	2,948.5	-22.0	-0.7%	2,961.5
Close	3,021.0	2,994.0	-27.0	-0.9%	3,021.0
Range	143.0	138.0	-5.0	-3.5%	347.0
ATR	75.5	79.9	4.5	5.9%	0.0
Volume	135,339	79,630	-55,709	-41.2%	553,271

Daily Pivots for day following 19-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,423.7	3,346.8	3,069.9
R3	3,285.7	3,208.8	3,032.0
R2	3,147.7	3,147.7	3,019.3
R1	3,070.8	3,070.8	3,006.7	3,040.3
PP	3,009.7	3,009.7	3,009.7	2,994.4
S1	2,932.8	2,932.8	2,981.4	2,902.3
S2	2,871.7	2,871.7	2,968.7
S3	2,733.7	2,794.8	2,956.1
S4	2,595.7	2,656.8	2,918.1

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,138.0	3,926.5	3,211.9
R3	3,791.0	3,579.5	3,116.4
R2	3,444.0	3,444.0	3,084.6
R1	3,232.5	3,232.5	3,052.8	3,164.8
PP	3,097.0	3,097.0	3,097.0	3,063.1
S1	2,885.5	2,885.5	2,989.2	2,817.8
S2	2,750.0	2,750.0	2,957.4
S3	2,403.0	2,538.5	2,925.6
S4	2,056.0	2,191.5	2,830.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,237.0	2,948.5	288.5	9.6%	136.7	4.6%	16%	False	True	118,542
10	3,432.5	2,948.5	484.0	16.2%	101.1	3.4%	9%	False	True	63,452
20	3,432.5	2,948.5	484.0	16.2%	64.7	2.2%	9%	False	True	31,732

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	23.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,673.0
2.618	3,447.8
1.618	3,309.8
1.000	3,224.5
0.618	3,171.8
HIGH	3,086.5
0.618	3,033.8
0.500	3,017.5
0.382	3,001.2
LOW	2,948.5
0.618	2,863.2
1.000	2,810.5
1.618	2,725.2
2.618	2,587.2
4.250	2,362.0

Fisher Pivots for day following 19-Jan-2009
Pivot	1 day	3 day
R1	3,017.5	3,031.0
PP	3,009.7	3,018.7
S1	3,001.8	3,006.3

Download as Excel Spreadsheet

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

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