S&p 500 trading days
In the case of E-mini S&P 500 (ES), Micro E-mini S&P 500 (MES), and S&P 500 ( SP) futures, the reference price is based on the previous trading day's 9 Mar 2020 Level 1: A drop of 7% from the prior day's closing price of the S&P 500 triggers a 15-minute trading halt. Trading is not halted if the drop occurs