CAC 40 Index Future February 2009


Trading Metrics calculated at close of trading on 30-Jan-2009
Day Change Summary
Previous Current
29-Jan-2009 30-Jan-2009 Change Change % Previous Week
Open 3,075.5 2,999.0 -76.5 -2.5% 2,833.0
High 3,078.5 3,030.0 -48.5 -1.6% 3,101.0
Low 2,966.5 2,943.0 -23.5 -0.8% 2,821.0
Close 3,012.0 2,970.5 -41.5 -1.4% 2,970.5
Range 112.0 87.0 -25.0 -22.3% 280.0
ATR 103.0 101.9 -1.1 -1.1% 0.0
Volume 137,865 162,666 24,801 18.0% 676,992
Daily Pivots for day following 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 3,242.2 3,193.3 3,018.4
R3 3,155.2 3,106.3 2,994.4
R2 3,068.2 3,068.2 2,986.5
R1 3,019.3 3,019.3 2,978.5 3,000.3
PP 2,981.2 2,981.2 2,981.2 2,971.6
S1 2,932.3 2,932.3 2,962.5 2,913.3
S2 2,894.2 2,894.2 2,954.6
S3 2,807.2 2,845.3 2,946.6
S4 2,720.2 2,758.3 2,922.7
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 3,804.2 3,667.3 3,124.5
R3 3,524.2 3,387.3 3,047.5
R2 3,244.2 3,244.2 3,021.8
R1 3,107.3 3,107.3 2,996.2 3,175.8
PP 2,964.2 2,964.2 2,964.2 2,998.4
S1 2,827.3 2,827.3 2,944.8 2,895.8
S2 2,684.2 2,684.2 2,919.2
S3 2,404.2 2,547.3 2,893.5
S4 2,124.2 2,267.3 2,816.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,101.0 2,821.0 280.0 9.4% 106.8 3.6% 53% False False 135,398
10 3,101.0 2,769.0 332.0 11.2% 126.9 4.3% 61% False False 135,384
20 3,432.5 2,769.0 663.5 22.3% 108.1 3.6% 30% False False 95,438
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 23.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,399.8
2.618 3,257.8
1.618 3,170.8
1.000 3,117.0
0.618 3,083.8
HIGH 3,030.0
0.618 2,996.8
0.500 2,986.5
0.382 2,976.2
LOW 2,943.0
0.618 2,889.2
1.000 2,856.0
1.618 2,802.2
2.618 2,715.2
4.250 2,573.3
Fisher Pivots for day following 30-Jan-2009
Pivot 1 day 3 day
R1 2,986.5 3,022.0
PP 2,981.2 3,004.8
S1 2,975.8 2,987.7

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

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