CME Group holidays http://www.cmegroup.com/tools-information/holiday-calendar/index.html Expiration calendar for CME: http://www.cmegroup.com/trading/calendar/index.html
Trading information for Fri 1 July to Tue 5 July 2011: http://www.cmegroup.com/tools-information/holiday-calendar/files/2011-4th-of-july.pdf
Page one of that file (http://www.cmegroup.com/tools-information/holiday-calendar/files/2011-4th-of-july.pdf) states that CME equity products (ES and so on) will halt trading at 10.30am CT (11.30am ET), before resuming at 17.00 CT (6pm ET). I note that the close time (11.30am ET) is the same time as the closure of many European stockmarkets.