SPX dealer positioning, the week of September 23, 2019
Sep 23 to Sep 27 · 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 Sep 23 | no session | ||||||
| Tuesday Sep 24 | no session | ||||||
| Wednesday Sep 25 | no session | ||||||
| Thursday Sep 26 | no session | ||||||
| Friday Sep 27 | no session | ||||||
No finished session in this week yet.
Events this week
- Sep 24
10:00Consumer confidence (Conference Board) - Sep 25
08:30Housing starts
Housing starts: actual 1375K / prior 1240K - Sep 25
09:30VIX settlement - Sep 26
08:30GDP
GDP q/q: actual 4.8% / prior 3.4% - Sep 27
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.1% / prior 0.1% - Sep 27
08:30Durable goods orders
Durable goods m/m: actual 0.6% / prior 1.8% - Sep 27
10:00UMich consumer sentiment (final)
Sentiment: actual 93.2 / prior 89.8; 1y inflation: actual 2.8% / prior 2.7%; 5y inflation: actual 2.4% / prior 2.6%
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.