SPX dealer positioning, the week of July 29, 2019
Jul 29 to Aug 2 · 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 29 | no session | ||||||
| Tuesday Jul 30 | no session | ||||||
| Wednesday Jul 31 | no session | ||||||
| Thursday Aug 1 | no session | ||||||
| Friday Aug 2 | no session | ||||||
No finished session in this week yet.
Events this week
- Jul 30
07:00LLY earnings - Jul 30
07:00MA earnings - Jul 30
07:00PG earnings - Jul 30
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.2% / prior 0.1% - Jul 30
10:00Consumer confidence (Conference Board) - Jul 30
16:05AAPL earnings - Jul 31
08:30Quarterly refunding statement - Jul 31
09:30VIX settlement - Jul 31
14:00FOMC decision · high impact
Fed funds: actual 2.25% / prior 2.50% - Jul 31
14:30FOMC press conference · high impact - Aug 1
10:00ISM manufacturing PMI - Aug 2
07:00XOM earnings - Aug 2
08:30Nonfarm payrolls · high impact
Payrolls: actual 99K / prior 220K; Unemployment rate: actual 3.7% / prior 3.6% - Aug 2
08:30Durable goods orders
Durable goods m/m: actual 1.8% / prior 0.1%
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.