CAC 40 Index Future March 2009


Trading Metrics calculated at close of trading on 23-Jan-2009
Day Change Summary
Previous Current
22-Jan-2009 23-Jan-2009 Change Change % Previous Week
Open 2,973.0 2,873.0 -100.0 -3.4% 3,068.0
High 2,985.5 2,888.5 -97.0 -3.2% 3,084.0
Low 2,850.0 2,780.0 -70.0 -2.5% 2,780.0
Close 2,871.0 2,851.0 -20.0 -0.7% 2,851.0
Range 135.5 108.5 -27.0 -19.9% 304.0
ATR 113.0 112.7 -0.3 -0.3% 0.0
Volume 866 796 -70 -8.1% 2,852
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 3,165.3 3,116.7 2,910.7
R3 3,056.8 3,008.2 2,880.8
R2 2,948.3 2,948.3 2,870.9
R1 2,899.7 2,899.7 2,860.9 2,869.8
PP 2,839.8 2,839.8 2,839.8 2,824.9
S1 2,791.2 2,791.2 2,841.1 2,761.3
S2 2,731.3 2,731.3 2,831.1
S3 2,622.8 2,682.7 2,821.2
S4 2,514.3 2,574.2 2,791.3
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 3,817.0 3,638.0 3,018.2
R3 3,513.0 3,334.0 2,934.6
R2 3,209.0 3,209.0 2,906.7
R1 3,030.0 3,030.0 2,878.9 2,967.5
PP 2,905.0 2,905.0 2,905.0 2,873.8
S1 2,726.0 2,726.0 2,823.1 2,663.5
S2 2,601.0 2,601.0 2,795.3
S3 2,297.0 2,422.0 2,767.4
S4 1,993.0 2,118.0 2,683.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,084.0 2,780.0 304.0 10.7% 133.9 4.7% 23% False True 570
10 3,310.5 2,780.0 530.5 18.6% 124.2 4.4% 13% False True 832
20 3,435.0 2,780.0 655.0 23.0% 103.2 3.6% 11% False True 757
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 18.8
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3,349.6
2.618 3,172.6
1.618 3,064.1
1.000 2,997.0
0.618 2,955.6
HIGH 2,888.5
0.618 2,847.1
0.500 2,834.3
0.382 2,821.4
LOW 2,780.0
0.618 2,712.9
1.000 2,671.5
1.618 2,604.4
2.618 2,495.9
4.250 2,318.9
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 2,845.4 2,885.0
PP 2,839.8 2,873.7
S1 2,834.3 2,862.3

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

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