Holiday Volume


Originally posted by feng456

i know this is off topic but i didnt want to start a new thread.

does volume go back to "normal" first week of January or is trading next week (last week of Dec minus holidays) going to be pretty normal as well?

I think that normalcy returns in the second week of January. Here are the weekly volume figures for the ES for this time last year. The date is for the start of the week.
12/15/08	12,167,750

12/22/08	4,258,007

12/29/08	2,513,607

01/05/09	8,350,992

01/12/09	12,112,172

01/19/09	11,580,006

01/26/09	11,126,765

02/02/09	11,360,915
As a comparison, here are the weekly volume numbers for the ES that we have just experienced:
10/26/09	12,289,622

11/02/09	12,785,909

11/09/09	9,546,959

11/16/09	8,514,500

11/23/09	5,659,304

11/30/09	9,281,269

12/07/09	8,213,855

12/14/09	8,916,555
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