CAC 40 Index Future March 2009


Trading Metrics calculated at close of trading on 31-Dec-2008
Day Change Summary
Previous Current
30-Dec-2008 31-Dec-2008 Change Change % Previous Week
Open 3,146.5 3,242.0 95.5 3.0% 3,215.5
High 3,242.0 3,278.5 36.5 1.1% 3,215.5
Low 3,146.5 3,223.5 77.0 2.4% 3,112.5
Close 3,227.5 3,229.0 1.5 0.0% 3,134.0
Range 95.5 55.0 -40.5 -42.4% 103.0
ATR 102.3 98.9 -3.4 -3.3% 0.0
Volume 783 1,354 571 72.9% 1,001
Daily Pivots for day following 31-Dec-2008
Classic Woodie Camarilla DeMark
R4 3,408.7 3,373.8 3,259.3
R3 3,353.7 3,318.8 3,244.1
R2 3,298.7 3,298.7 3,239.1
R1 3,263.8 3,263.8 3,234.0 3,253.8
PP 3,243.7 3,243.7 3,243.7 3,238.6
S1 3,208.8 3,208.8 3,224.0 3,198.8
S2 3,188.7 3,188.7 3,218.9
S3 3,133.7 3,153.8 3,213.9
S4 3,078.7 3,098.8 3,198.8
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 3,463.0 3,401.5 3,190.7
R3 3,360.0 3,298.5 3,162.3
R2 3,257.0 3,257.0 3,152.9
R1 3,195.5 3,195.5 3,143.4 3,174.8
PP 3,154.0 3,154.0 3,154.0 3,143.6
S1 3,092.5 3,092.5 3,124.6 3,071.8
S2 3,051.0 3,051.0 3,115.1
S3 2,948.0 2,989.5 3,105.7
S4 2,845.0 2,886.5 3,077.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,278.5 3,112.5 166.0 5.1% 65.9 2.0% 70% True False 636
10 3,353.0 3,112.5 240.5 7.4% 86.0 2.7% 48% False False 2,078
20 3,353.0 3,011.0 342.0 10.6% 77.8 2.4% 64% False False 1,646
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 13.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,512.3
2.618 3,422.5
1.618 3,367.5
1.000 3,333.5
0.618 3,312.5
HIGH 3,278.5
0.618 3,257.5
0.500 3,251.0
0.382 3,244.5
LOW 3,223.5
0.618 3,189.5
1.000 3,168.5
1.618 3,134.5
2.618 3,079.5
4.250 2,989.8
Fisher Pivots for day following 31-Dec-2008
Pivot 1 day 3 day
R1 3,251.0 3,220.4
PP 3,243.7 3,211.8
S1 3,236.3 3,203.3

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

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