Liquidity and low spreads are the keys to success for day traders. The most popular and liquid ones are the S&P 500 E-Mini (ES), 10 Year T-Notes (ZN), and Crude Oil (CL). If you wish to trade with small leverage, you can also try the Micro Stock Indices such as Micros Emini SP(MES), Micro NQ(MNQ), Micro Dow Jones (MYM), and Micro Russell (M2K).