CAC 40 Index Future February 2009


Trading Metrics calculated at close of trading on 17-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 17-Feb-2009 Change Change % Previous Week
Open 3,010.0 2,950.0 -60.0 -2.0% 3,100.0
High 3,046.0 2,950.0 -96.0 -3.2% 3,146.0
Low 2,986.0 2,852.0 -134.0 -4.5% 2,930.5
Close 2,999.5 2,877.0 -122.5 -4.1% 2,999.5
Range 60.0 98.0 38.0 63.3% 215.5
ATR 99.9 103.3 3.4 3.4% 0.0
Volume 131,162 90,228 -40,934 -31.2% 606,865
Daily Pivots for day following 17-Feb-2009
Classic Woodie Camarilla DeMark
R4 3,187.0 3,130.0 2,930.9
R3 3,089.0 3,032.0 2,904.0
R2 2,991.0 2,991.0 2,895.0
R1 2,934.0 2,934.0 2,886.0 2,913.5
PP 2,893.0 2,893.0 2,893.0 2,882.8
S1 2,836.0 2,836.0 2,868.0 2,815.5
S2 2,795.0 2,795.0 2,859.0
S3 2,697.0 2,738.0 2,850.1
S4 2,599.0 2,640.0 2,823.1
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 3,671.8 3,551.2 3,118.0
R3 3,456.3 3,335.7 3,058.8
R2 3,240.8 3,240.8 3,039.0
R1 3,120.2 3,120.2 3,019.3 3,072.8
PP 3,025.3 3,025.3 3,025.3 3,001.6
S1 2,904.7 2,904.7 2,979.7 2,857.3
S2 2,809.8 2,809.8 2,960.0
S3 2,594.3 2,689.2 2,940.2
S4 2,378.8 2,473.7 2,881.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,125.5 2,852.0 273.5 9.5% 88.0 3.1% 9% False True 111,362
10 3,147.0 2,852.0 295.0 10.3% 96.0 3.3% 8% False True 126,183
20 3,147.0 2,769.0 378.0 13.1% 109.2 3.8% 29% False False 133,140
40 3,432.5 2,769.0 663.5 23.1% 87.0 3.0% 16% False False 82,436
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 18.4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,366.5
2.618 3,206.6
1.618 3,108.6
1.000 3,048.0
0.618 3,010.6
HIGH 2,950.0
0.618 2,912.6
0.500 2,901.0
0.382 2,889.4
LOW 2,852.0
0.618 2,791.4
1.000 2,754.0
1.618 2,693.4
2.618 2,595.4
4.250 2,435.5
Fisher Pivots for day following 17-Feb-2009
Pivot 1 day 3 day
R1 2,901.0 2,949.0
PP 2,893.0 2,925.0
S1 2,885.0 2,901.0

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

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