[maildigger]

I would like to keep an eye on the movements of the Dow Jones index during RTH. Which instrument/index/tracker/future would be best suitable for this if you keep in mind that I also want to look at the volume for my analysis ?

[Eiger]

You could use either the futures or the diamonds - both have volume. Dow futures are listed on the CBOT, and use the symbol YM. Diamonds are an ETF listed on the American Stock Exchange and use the symbol DIA. There are other options, like i-Shares, but these both have very good volume characteristics and track the cash closely.