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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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