CAC 40 Index Future February 2009


Trading Metrics calculated at close of trading on 27-Jan-2009
Day Change Summary
Previous Current
26-Jan-2009 27-Jan-2009 Change Change % Previous Week
Open 2,833.0 2,943.0 110.0 3.9% 3,058.5
High 2,972.5 2,979.0 6.5 0.2% 3,086.5
Low 2,821.0 2,907.0 86.0 3.0% 2,769.0
Close 2,956.5 2,956.0 -0.5 0.0% 2,849.0
Range 151.5 72.0 -79.5 -52.5% 317.5
ATR 101.1 99.1 -2.1 -2.1% 0.0
Volume 131,822 117,617 -14,205 -10.8% 676,857
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 3,163.3 3,131.7 2,995.6
R3 3,091.3 3,059.7 2,975.8
R2 3,019.3 3,019.3 2,969.2
R1 2,987.7 2,987.7 2,962.6 3,003.5
PP 2,947.3 2,947.3 2,947.3 2,955.3
S1 2,915.7 2,915.7 2,949.4 2,931.5
S2 2,875.3 2,875.3 2,942.8
S3 2,803.3 2,843.7 2,936.2
S4 2,731.3 2,771.7 2,916.4
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 3,854.0 3,669.0 3,023.6
R3 3,536.5 3,351.5 2,936.3
R2 3,219.0 3,219.0 2,907.2
R1 3,034.0 3,034.0 2,878.1 2,967.8
PP 2,901.5 2,901.5 2,901.5 2,868.4
S1 2,716.5 2,716.5 2,819.9 2,650.3
S2 2,584.0 2,584.0 2,790.8
S3 2,266.5 2,399.0 2,761.7
S4 1,949.0 2,081.5 2,674.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,992.5 2,769.0 223.5 7.6% 127.5 4.3% 84% False False 142,794
10 3,232.0 2,769.0 463.0 15.7% 142.6 4.8% 40% False False 131,285
20 3,432.5 2,769.0 663.5 22.4% 98.6 3.3% 28% False False 74,062
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 30.2
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 3,285.0
2.618 3,167.5
1.618 3,095.5
1.000 3,051.0
0.618 3,023.5
HIGH 2,979.0
0.618 2,951.5
0.500 2,943.0
0.382 2,934.5
LOW 2,907.0
0.618 2,862.5
1.000 2,835.0
1.618 2,790.5
2.618 2,718.5
4.250 2,601.0
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 2,951.7 2,928.7
PP 2,947.3 2,901.3
S1 2,943.0 2,874.0

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

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