CAC 40 Index Future February 2009


Trading Metrics calculated at close of trading on 16-Jan-2009
Day Change Summary
Previous Current
15-Jan-2009 16-Jan-2009 Change Change % Previous Week
Open 3,042.5 3,049.0 6.5 0.2% 3,280.5
High 3,078.0 3,113.5 35.5 1.2% 3,308.5
Low 2,961.5 2,970.5 9.0 0.3% 2,961.5
Close 3,002.5 3,021.0 18.5 0.6% 3,021.0
Range 116.5 143.0 26.5 22.7% 347.0
ATR 70.3 75.5 5.2 7.4% 0.0
Volume 90,436 135,339 44,903 49.7% 553,271
Daily Pivots for day following 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 3,464.0 3,385.5 3,099.7
R3 3,321.0 3,242.5 3,060.3
R2 3,178.0 3,178.0 3,047.2
R1 3,099.5 3,099.5 3,034.1 3,067.3
PP 3,035.0 3,035.0 3,035.0 3,018.9
S1 2,956.5 2,956.5 3,007.9 2,924.3
S2 2,892.0 2,892.0 2,994.8
S3 2,749.0 2,813.5 2,981.7
S4 2,606.0 2,670.5 2,942.4
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 4,138.0 3,926.5 3,211.9
R3 3,791.0 3,579.5 3,116.4
R2 3,444.0 3,444.0 3,084.6
R1 3,232.5 3,232.5 3,052.8 3,164.8
PP 3,097.0 3,097.0 3,097.0 3,063.1
S1 2,885.5 2,885.5 2,989.2 2,817.8
S2 2,750.0 2,750.0 2,957.4
S3 2,403.0 2,538.5 2,925.6
S4 2,056.0 2,191.5 2,830.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,308.5 2,961.5 347.0 11.5% 123.3 4.1% 17% False False 110,654
10 3,432.5 2,961.5 471.0 15.6% 89.4 3.0% 13% False False 55,491
20 3,432.5 2,961.5 471.0 15.6% 60.1 2.0% 13% False False 27,750
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 20.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,721.3
2.618 3,487.9
1.618 3,344.9
1.000 3,256.5
0.618 3,201.9
HIGH 3,113.5
0.618 3,058.9
0.500 3,042.0
0.382 3,025.1
LOW 2,970.5
0.618 2,882.1
1.000 2,827.5
1.618 2,739.1
2.618 2,596.1
4.250 2,362.8
Fisher Pivots for day following 16-Jan-2009
Pivot 1 day 3 day
R1 3,042.0 3,096.8
PP 3,035.0 3,071.5
S1 3,028.0 3,046.3

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

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