ES Settlement Prices 4/8/2004

Discussion in 'Index Futures' started by TriPack, Apr 8, 2004.

  1. I was out today, and when I came back the price on the CME site for the high, does not jive with the price on my chart (1150.00). What do you guys have for today's (Thursday) high?

    From the CME website:

    e-mini s&p 500 futures
    settlement prices as of 04/08/04 07:00 pm (cst) 
    MTH/           ---- DAILY ----                      PT    EST   ---- PRIOR  DAY ----
    STRIKE  OPEN    HIGH      LOW     LAST     SETT     CHGE  VOL   SETT    VOL    INT
    JUN04 1142.25 1154.50  1133.00  1139.50  1139.50    -275  640K 1142.25 632450 504456
    SEP04 1143.25 1148.50  1132.00  1138.50B 1138.50    -250   324 1141.00    149    805
    TOTAL                                                EST.VOL      VOL  OPEN INT.
    TOTAL                                                   640392     632599     505261
  2. Ebo


    1150 was ES HOD

    There was a mysterious group of prints that traded on the tape while GLOBEX was closed. Still no explanation!
  3. 1150 is daily high after 9:30 am EST open

    1154.50 includes overnight globex high from thursday
    session after regular market close thursday
  4. Ebo


    What were the 1156 Prints after GLOBEX closed?
    They are still on the tape as well as my TradeStation and ESignal charts! Nobody knows ...............
  5. ktm


    I think the 1156 prints were legit. Dell had an announcement and the ES spiked. About 5:01 Thursday if I remember correctly.

    It quickly returned to the high 1140s, then we hit 1150 again Thursday morning.

    I think some of the services were fooled by the holiday. Bloomberg was showing the ES futs as open and trading at 1149 last night around 7pm. That was a good quote from about 24 hours before, but the futs markets were closed at that point.
  6. Ebo


    I am aware of The DELL guidance and YHOO earnings.
    Last sale was 1147.50 at the close at 4:30 (CT). Then they printed a total of 22 ES while the market was CLOSED between 1155 and 1156.50. Then Globex reopened at 1147.50.
    NOBODY anywhere has an explanation what these prints were.
    Why did they print while Globex was closed? The CME should be able to explain this. I am done beating this dead horse.
    Happy Holidays.
  7. ktm


    Maybe I am missing something.

    Globex closes from 4:15 to 4:30, then from 5:30 to 6:00 EST. These prints were at 5:01, the market was open a half hour before and a half hour after the trades.
  8. Ebo


    These prints in question are on the tape @ 5:31 and 5:32 ET.
    GLOBEX is closed from 5:30 - 6:00 PM ET. Hmmmmmmmmmm.
    I bet the seller is not complaining!
  9. ktm


    My QCharts pkg shows them at 5:01. Now QCharts sucks, but would they miss it by exactly a half hour?

    The Dell release was at 5pm, correct? So wouldn't it make sense that the spike would be at 5pm?