SPX dealer positioning, the week of July 8, 2019
Jul 8 to Jul 12 · 0 of 5 days traded · each session free to replay
| Day | Open | Close | Change | Range | Close to close | Flip at the close | Gamma at the close |
|---|---|---|---|---|---|---|---|
| Monday Jul 8 | no session | ||||||
| Tuesday Jul 9 | no session | ||||||
| Wednesday Jul 10 | no session | ||||||
| Thursday Jul 11 | no session | ||||||
| Friday Jul 12 | no session | ||||||
No finished session in this week yet.
Events this week
- Jul 9
08:45Fed Chair speech: Opening Remarks (via video) - Jul 9
10:00JOLTS job openings
Openings: actual 7.28M / prior 7.27M - Jul 10
08:30Fed Chair testimony - Jul 10
09:30VIX settlement - Jul 10
10:00Fed Chair testimony: Semiannual Monetary Policy Report to the Congres - Jul 11
08:30CPI · high impact
CPI y/y: actual 1.7%; Core CPI m/m: actual 0.2% / prior 0.1% - Jul 11
10:00Fed Chair testimony: Semiannual Monetary Policy Report to the Congres - Jul 11
13:0030-year bond auction, $16B (reopening) - Jul 12
08:30PPI
PPI m/m: actual -0.1% / prior 0.1% - Jul 12
10:00UMich consumer sentiment (preliminary)
Sentiment: prior 98.2; 1y inflation: prior 2.7%; 5y inflation: prior 2.3%
Prices are SPX at the minute. Change is close minus open; close to close is against the previous finished session. The zero-gamma flip is the terminal's measured flip at the close, and "crossed" counts the minutes the tape changed sides of it. Gamma at the close is where the close sat against that flip. Events are the market calendar's high and medium impact rows; the line under an in-session event is what the book did in the fifteen minutes after it, from the day's own payload. Nothing here is a forecast; see the Terms.