CAC 40 Index Future February 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 3,000.5 2,905.5 -95.0 -3.2% 3,280.5
High 3,037.5 2,992.5 -45.0 -1.5% 3,308.5
Low 2,855.0 2,843.0 -12.0 -0.4% 2,961.5
Close 2,926.0 2,907.0 -19.0 -0.6% 3,021.0
Range 182.5 149.5 -33.0 -18.1% 347.0
ATR 87.3 91.7 4.4 5.1% 0.0
Volume 132,696 145,611 12,915 9.7% 553,271
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 3,362.7 3,284.3 2,989.2
R3 3,213.2 3,134.8 2,948.1
R2 3,063.7 3,063.7 2,934.4
R1 2,985.3 2,985.3 2,920.7 3,024.5
PP 2,914.2 2,914.2 2,914.2 2,933.8
S1 2,835.8 2,835.8 2,893.3 2,875.0
S2 2,764.7 2,764.7 2,879.6
S3 2,615.2 2,686.3 2,865.9
S4 2,465.7 2,536.8 2,824.8
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 3,113.5 2,843.0 270.5 9.3% 145.9 5.0% 24% False True 116,742
10 3,367.0 2,843.0 524.0 18.0% 123.8 4.3% 12% False True 91,264
20 3,432.5 2,843.0 589.5 20.3% 75.4 2.6% 11% False True 45,645
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 32.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,627.9
2.618 3,383.9
1.618 3,234.4
1.000 3,142.0
0.618 3,084.9
HIGH 2,992.5
0.618 2,935.4
0.500 2,917.8
0.382 2,900.1
LOW 2,843.0
0.618 2,750.6
1.000 2,693.5
1.618 2,601.1
2.618 2,451.6
4.250 2,207.6
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 2,917.8 2,964.8
PP 2,914.2 2,945.5
S1 2,910.6 2,926.3

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

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