Emini. Day trading. Emini futures. S&P 500. Russell 2000.

First traded at in 1997, the E-mini S&P 500 futures contracts are based on the S&P 500 Index. E-mini S&P 500 futures are the most liquid stock index future available. Small but powerful contracts are designed for the individual investor. At one-fifth the size of their standard counterparts, E-mini contracts are very popular among professional and individual investors.

Updated as of Friday, July 18, 2008 16:14

S&P 500 e-mini Quotes

Chart -

Symbol

Last

Change

Open

High

Low

Volume

ESU8

1,260.25

6.75

1,250.25

1,263.00

1,251.50

1,572,732

2,479,955

ESZ8

1,263.00

7.50

1,250.25

1,264.75

1,253.00

1,572,732

45,739

Combined

1,572,732

S&P 500 e-mini Number of Trades

-small;

-medium;

-large

Symbol

Small
<=4

Medium
4> and <40

Large
40=>

Total

ESU8

47,936

25451

9,689

83,076

ESZ8

47,936

25451

9,689

83,076

Combined

47,936

25451

9,689

83,076

“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

Tick Volume Distribution

Symbol

Current
Day

Previous
Day

2 Days
Before

ESU8

39,583

60,978

52,559

ESZ8

39,583

60,978

52,559

Combined

39,583

60,978

52,559

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).

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Emini. S&P 500. Russell 2000. Futures. Charts.