CAC 40 Index Future March 2009


Trading Metrics calculated at close of trading on 02-Jan-2009
Day Change Summary
Previous Current
31-Dec-2008 02-Jan-2009 Change Change % Previous Week
Open 3,242.0 3,232.0 -10.0 -0.3% 3,134.0
High 3,278.5 3,405.5 127.0 3.9% 3,405.5
Low 3,223.5 3,222.0 -1.5 0.0% 3,128.0
Close 3,229.0 3,353.5 124.5 3.9% 3,353.5
Range 55.0 183.5 128.5 233.6% 277.5
ATR 98.9 105.0 6.0 6.1% 0.0
Volume 1,354 1,834 480 35.5% 4,175
Daily Pivots for day following 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 3,877.5 3,799.0 3,454.4
R3 3,694.0 3,615.5 3,404.0
R2 3,510.5 3,510.5 3,387.1
R1 3,432.0 3,432.0 3,370.3 3,471.3
PP 3,327.0 3,327.0 3,327.0 3,346.6
S1 3,248.5 3,248.5 3,336.7 3,287.8
S2 3,143.5 3,143.5 3,319.9
S3 2,960.0 3,065.0 3,303.0
S4 2,776.5 2,881.5 3,252.6
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 4,128.2 4,018.3 3,506.1
R3 3,850.7 3,740.8 3,429.8
R2 3,573.2 3,573.2 3,404.4
R1 3,463.3 3,463.3 3,378.9 3,518.3
PP 3,295.7 3,295.7 3,295.7 3,323.1
S1 3,185.8 3,185.8 3,328.1 3,240.8
S2 3,018.2 3,018.2 3,302.6
S3 2,740.7 2,908.3 3,277.2
S4 2,463.2 2,630.8 3,200.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,405.5 3,112.5 293.0 8.7% 87.4 2.6% 82% True False 878
10 3,405.5 3,112.5 293.0 8.7% 88.8 2.6% 82% True False 1,567
20 3,405.5 3,011.0 394.5 11.8% 84.5 2.5% 87% True False 1,729
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.0
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 4,185.4
2.618 3,885.9
1.618 3,702.4
1.000 3,589.0
0.618 3,518.9
HIGH 3,405.5
0.618 3,335.4
0.500 3,313.8
0.382 3,292.1
LOW 3,222.0
0.618 3,108.6
1.000 3,038.5
1.618 2,925.1
2.618 2,741.6
4.250 2,442.1
Fisher Pivots for day following 02-Jan-2009
Pivot 1 day 3 day
R1 3,340.3 3,327.7
PP 3,327.0 3,301.8
S1 3,313.8 3,276.0

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

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