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To: Chip McVickar who wrote (4744)11/18/2000 4:42:43 PM
From: Patrick Slevin  Respond to of 8925
 
It does not matter that one looks at the entire set of contracts in the SP on the Futures because the Intraday Report on the SP Futures does not exist.

Richard Arms certainly was not speaking of Index Markets in his book. No Intraday SnP Trader concerns him/herself with Volume merely because it is not provided.