CAC 40 Index Future February 2009


Trading Metrics calculated at close of trading on 14-Jan-2009
Day Change Summary
Previous Current
13-Jan-2009 14-Jan-2009 Change Change % Previous Week
Open 3,232.5 3,226.0 -6.5 -0.2% 3,364.0
High 3,237.0 3,232.0 -5.0 -0.2% 3,432.5
Low 3,159.0 3,024.0 -135.0 -4.3% 3,275.0
Close 3,202.5 3,057.5 -145.0 -4.5% 3,308.0
Range 78.0 208.0 130.0 166.7% 157.5
ATR 55.8 66.7 10.9 19.5% 0.0
Volume 126,520 160,787 34,267 27.1% 1,642
Daily Pivots for day following 14-Jan-2009
Classic Woodie Camarilla DeMark
R4 3,728.5 3,601.0 3,171.9
R3 3,520.5 3,393.0 3,114.7
R2 3,312.5 3,312.5 3,095.6
R1 3,185.0 3,185.0 3,076.6 3,144.8
PP 3,104.5 3,104.5 3,104.5 3,084.4
S1 2,977.0 2,977.0 3,038.4 2,936.8
S2 2,896.5 2,896.5 3,019.4
S3 2,688.5 2,769.0 3,000.3
S4 2,480.5 2,561.0 2,943.1
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 3,811.0 3,717.0 3,394.6
R3 3,653.5 3,559.5 3,351.3
R2 3,496.0 3,496.0 3,336.9
R1 3,402.0 3,402.0 3,322.4 3,370.3
PP 3,338.5 3,338.5 3,338.5 3,322.6
S1 3,244.5 3,244.5 3,293.6 3,212.8
S2 3,181.0 3,181.0 3,279.1
S3 3,023.5 3,087.0 3,264.7
S4 2,866.0 2,929.5 3,221.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,367.0 3,024.0 343.0 11.2% 101.6 3.3% 10% False True 65,786
10 3,432.5 3,024.0 408.5 13.4% 69.6 2.3% 8% False True 32,916
20 3,432.5 3,024.0 408.5 13.4% 48.9 1.6% 8% False True 16,462
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 10.6
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 4,116.0
2.618 3,776.5
1.618 3,568.5
1.000 3,440.0
0.618 3,360.5
HIGH 3,232.0
0.618 3,152.5
0.500 3,128.0
0.382 3,103.5
LOW 3,024.0
0.618 2,895.5
1.000 2,816.0
1.618 2,687.5
2.618 2,479.5
4.250 2,140.0
Fisher Pivots for day following 14-Jan-2009
Pivot 1 day 3 day
R1 3,128.0 3,166.3
PP 3,104.5 3,130.0
S1 3,081.0 3,093.8

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

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