CAC 40 Index Future February 2009


Trading Metrics calculated at close of trading on 11-Feb-2009
Day Change Summary
Previous Current
10-Feb-2009 11-Feb-2009 Change Change % Previous Week
Open 3,105.0 2,994.0 -111.0 -3.6% 2,942.5
High 3,125.5 3,036.0 -89.5 -2.9% 3,147.0
Low 2,990.0 2,984.0 -6.0 -0.2% 2,865.5
Close 3,017.0 3,028.5 11.5 0.4% 3,119.5
Range 135.5 52.0 -83.5 -61.6% 281.5
ATR 105.4 101.6 -3.8 -3.6% 0.0
Volume 89,889 139,170 49,281 54.8% 691,506
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 3,172.2 3,152.3 3,057.1
R3 3,120.2 3,100.3 3,042.8
R2 3,068.2 3,068.2 3,038.0
R1 3,048.3 3,048.3 3,033.3 3,058.3
PP 3,016.2 3,016.2 3,016.2 3,021.1
S1 2,996.3 2,996.3 3,023.7 3,006.3
S2 2,964.2 2,964.2 3,019.0
S3 2,912.2 2,944.3 3,014.2
S4 2,860.2 2,892.3 2,999.9
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 3,888.5 3,785.5 3,274.3
R3 3,607.0 3,504.0 3,196.9
R2 3,325.5 3,325.5 3,171.1
R1 3,222.5 3,222.5 3,145.3 3,274.0
PP 3,044.0 3,044.0 3,044.0 3,069.8
S1 2,941.0 2,941.0 3,093.7 2,992.5
S2 2,762.5 2,762.5 3,067.9
S3 2,481.0 2,659.5 3,042.1
S4 2,199.5 2,378.0 2,964.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,147.0 2,973.5 173.5 5.7% 94.9 3.1% 32% False False 132,403
10 3,147.0 2,865.5 281.5 9.3% 100.0 3.3% 58% False False 136,137
20 3,147.0 2,769.0 378.0 12.5% 116.4 3.8% 69% False False 132,023
40 3,432.5 2,769.0 663.5 21.9% 82.6 2.7% 39% False False 74,242
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 19.6
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 3,257.0
2.618 3,172.1
1.618 3,120.1
1.000 3,088.0
0.618 3,068.1
HIGH 3,036.0
0.618 3,016.1
0.500 3,010.0
0.382 3,003.9
LOW 2,984.0
0.618 2,951.9
1.000 2,932.0
1.618 2,899.9
2.618 2,847.9
4.250 2,763.0
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 3,022.3 3,065.0
PP 3,016.2 3,052.8
S1 3,010.0 3,040.7

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

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