|
Updated as of Thursday, July 03, 2008 13:14 |
|
|
S&P 500 e-mini Quotes |
Chart
- |
|
|
| Symbol |
Last |
Change |
Open |
High |
Low |
Volume |
OI |
 |
|
|
|
|
|
|
|
ESU8 |
1,264.75
|
 |
1.75 |
|
1,263.50 |
1,273.00 |
1,251.75 |
1,504,133 |
2,150,507 |
ESZ8 |
1,267.75
|
|
2.25 |
|
1,263.25 |
1,275.00 |
1,253.25 |
1,504,133 |
26,006 |
|
Combined |
|
|
|
|
|
1,504,133
|
0
|
|
S&P 500 e-mini Number of Trades |
|
|
Symbol |
Small
<=4 |
Medium
4> and <40 |
Large
40=> |
Total |
|
|
|
|
|
|
ESU8 |
36,168 |
24091 |
9,732 |
69,991 |
|
ESZ8 |
36,168 |
24091 |
9,732 |
69,991 |
|
Combined |
36,168
|
24091
|
9,732
|
69,991
|
| “Small
trades" represent trades where 4 contracts or less
were purchased. “Large trades" reflect trades where 40
contracts or more were purchased. |
|
S&P 500 e-mini
Tick Volume |
|
|
Symbol |
Current
Day |
Previous
Day |
2 Days
Before |
|
|
|
|
|
ESU8 |
34,557 |
39,912 |
54,524 |
|
ESZ8 |
34,557 |
39,912 |
54,524 |
|
Combined |
34,557
|
39,912
|
54,524
|
| Tick
Volume represents the number of ticks (changes) in price over a
stated period of time. Tick Volume helps to evaluate the
dynamics of price changes. |
Combined volume, open interest, number of
trades and tick volume are calculated as a total of all available expiration
series (not simply as the sum of the 2 expiration series shown in the tables
above). Copyright © 1997-2008 MarketVolume.com: You may not copy, distribute, transmit, display,
perform,
reproduce, publish, license, sublicense, create derivative works from, transfer
or sell any of the Information. More..... |
