|
Updated as of Wednesday, August 27, 2008 16:14 |
|
|
S&P 500 e-mini Quotes |
Chart
- |
|
|
| Symbol |
Last |
Change |
Open |
High |
Low |
Volume |
OI |
 |
|
|
|
|
|
|
|
ESU8 |
1,282.75
|
 |
11.25 |
|
1,271.50 |
1,285.25 |
1,269.50 |
1,423,632 |
2,330,830 |
ESZ8 |
1,284.50
|
|
11.00 |
|
1,272.25 |
1,287.00 |
1,271.00 |
1,423,632 |
109,028 |
|
Combined |
|
|
|
|
|
1,423,632
|
0
|
|
S&P 500 e-mini Number of Trades |
|
|
Symbol |
Small
<=4 |
Medium
4> and <40 |
Large
40=> |
Total |
|
|
|
|
|
|
ESU8 |
28,262 |
15291 |
6,815 |
50,368 |
|
ESZ8 |
28,262 |
15291 |
6,815 |
50,368 |
|
Combined |
28,262
|
15291
|
6,815
|
50,368
|
| “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 |
21,618 |
20,919 |
21,341 |
|
ESZ8 |
21,618 |
20,919 |
21,341 |
|
Combined |
21,618
|
20,919
|
21,341
|
| 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..... |
