CAC 40 Index Future February 2009

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Trading Metrics calculated at close of trading on 08-Jan-2009
Day Change Summary Previous Current 07-Jan-2009 08-Jan-2009 Change Change % Previous Week Open 3,375.0 3,307.0 -68.0 -2.0% 3,163.0 High 3,375.0 3,348.0 -27.0 -0.8% 3,290.5 Low 3,315.0 3,275.0 -40.0 -1.2% 3,163.0 Close 3,347.5 3,329.5 -18.0 -0.5% 3,352.0 Range 60.0 73.0 13.0 21.7% 127.5 ATR 47.8 49.6 1.8 3.8% 0.0 Volume 14 352 338 2,414.3% 41
Daily Pivots for day following 08-Jan-2009 Classic Woodie Camarilla DeMark R4 3,536.5 3,506.0 3,369.7 R3 3,463.5 3,433.0 3,349.6 R2 3,390.5 3,390.5 3,342.9 R1 3,360.0 3,360.0 3,336.2 3,375.3 PP 3,317.5 3,317.5 3,317.5 3,325.1 S1 3,287.0 3,287.0 3,322.8 3,302.3 S2 3,244.5 3,244.5 3,316.1 S3 3,171.5 3,214.0 3,309.4 S4 3,098.5 3,141.0 3,289.4	Weekly Pivots for week ending 02-Jan-2009 Classic Woodie Camarilla DeMark R4 3,651.0 3,629.0 3,422.1 R3 3,523.5 3,501.5 3,387.1 R2 3,396.0 3,396.0 3,375.4 R1 3,374.0 3,374.0 3,363.7 3,385.0 PP 3,268.5 3,268.5 3,268.5 3,274.0 S1 3,246.5 3,246.5 3,340.3 3,257.5 S2 3,141.0 3,141.0 3,328.6 S3 3,013.5 3,119.0 3,316.9 S4 2,886.0 2,991.5 3,281.9
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 3,432.5 3,244.5 188.0 5.6% 49.0 1.5% 45% False False 111 10 3,432.5 3,105.0 327.5 9.8% 33.2 1.0% 69% False False 60
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 4.5 Widest range in 17 trading days	Fibonacci Retracements and Extensions 4.250 3,658.3 2.618 3,539.1 1.618 3,466.1 1.000 3,421.0 0.618 3,393.1 HIGH 3,348.0 0.618 3,320.1 0.500 3,311.5 0.382 3,302.9 LOW 3,275.0 0.618 3,229.9 1.000 3,202.0 1.618 3,156.9 2.618 3,083.9 4.250 2,964.8
Fisher Pivots for day following 08-Jan-2009 Pivot 1 day 3 day R1 3,323.5 3,353.8 PP 3,317.5 3,345.7 S1 3,311.5 3,337.6

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