CAC 40 Index Future March 2009


Trading Metrics calculated at close of trading on 19-Jan-2009
Day Change Summary
Previous Current
16-Jan-2009 19-Jan-2009 Change Change % Previous Week
Open 3,064.5 3,068.0 3.5 0.1% 3,285.0
High 3,105.5 3,084.0 -21.5 -0.7% 3,310.5
Low 2,984.5 2,965.0 -19.5 -0.7% 2,976.0
Close 3,024.0 2,997.5 -26.5 -0.9% 3,024.0
Range 121.0 119.0 -2.0 -1.7% 334.5
ATR 103.6 104.7 1.1 1.1% 0.0
Volume 205 250 45 22.0% 5,470
Daily Pivots for day following 19-Jan-2009
Classic Woodie Camarilla DeMark
R4 3,372.5 3,304.0 3,063.0
R3 3,253.5 3,185.0 3,030.2
R2 3,134.5 3,134.5 3,019.3
R1 3,066.0 3,066.0 3,008.4 3,040.8
PP 3,015.5 3,015.5 3,015.5 3,002.9
S1 2,947.0 2,947.0 2,986.6 2,921.8
S2 2,896.5 2,896.5 2,975.7
S3 2,777.5 2,828.0 2,964.8
S4 2,658.5 2,709.0 2,932.1
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 4,107.0 3,900.0 3,208.0
R3 3,772.5 3,565.5 3,116.0
R2 3,438.0 3,438.0 3,085.3
R1 3,231.0 3,231.0 3,054.7 3,167.3
PP 3,103.5 3,103.5 3,103.5 3,071.6
S1 2,896.5 2,896.5 2,993.3 2,832.8
S2 2,769.0 2,769.0 2,962.7
S3 2,434.5 2,562.0 2,932.0
S4 2,100.0 2,227.5 2,840.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,241.5 2,965.0 276.5 9.2% 121.5 4.1% 12% False True 732
10 3,435.0 2,965.0 470.0 15.7% 102.1 3.4% 7% False True 752
20 3,435.0 2,965.0 470.0 15.7% 93.2 3.1% 7% False True 1,063
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 20.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,589.8
2.618 3,395.5
1.618 3,276.5
1.000 3,203.0
0.618 3,157.5
HIGH 3,084.0
0.618 3,038.5
0.500 3,024.5
0.382 3,010.5
LOW 2,965.0
0.618 2,891.5
1.000 2,846.0
1.618 2,772.5
2.618 2,653.5
4.250 2,459.3
Fisher Pivots for day following 19-Jan-2009
Pivot 1 day 3 day
R1 3,024.5 3,035.3
PP 3,015.5 3,022.7
S1 3,006.5 3,010.1

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

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