|
Updated as of Thursday, July 24, 2008 16:14 |
|
|
S&P 500 e-mini Quotes |
Chart
- |
|
|
| Symbol |
Last |
Change |
Open |
High |
Low |
Volume |
OI |
 |
|
|
|
|
|
|
|
ESU8 |
1,253.75
|
 |
29.00 |
|
1,281.25 |
1,283.75 |
1,251.00 |
1,787,204 |
2,342,278 |
ESZ8 |
1,259.75
|
|
25.25 |
|
1,282.75 |
1,286.00 |
1,252.50 |
1,787,204 |
53,380 |
|
Combined |
|
|
|
|
|
1,787,204
|
0
|
|
S&P 500 e-mini Number of Trades |
|
|
Symbol |
Small
<=4 |
Medium
4> and <40 |
Large
40=> |
Total |
|
|
|
|
|
|
ESU8 |
48,571 |
26529 |
10,564 |
85,664 |
|
ESZ8 |
48,571 |
26529 |
10,564 |
85,664 |
|
Combined |
48,571
|
26529
|
10,564
|
85,664
|
| “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 |
37,681 |
45,368 |
37,043 |
|
ESZ8 |
37,681 |
45,368 |
37,043 |
|
Combined |
37,681
|
45,368
|
37,043
|
| 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..... |
