|
Updated as of Friday, July 18, 2008 16:14 |
|
|
S&P 500 e-mini Quotes |
Chart
- |
|
|
| Symbol |
Last |
Change |
Open |
High |
Low |
Volume |
OI |
 |
|
|
|
|
|
|
|
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
|
0
|
|
S&P 500 e-mini Number of Trades |
|
|
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 |
|
|
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). Copyright © 1997-2008 DEF: You may not copy, distribute, transmit, display,
perform,
reproduce, publish, license, sublicense, create derivative works from, transfer
or sell any of the Information. More..... |
