SPX dealer positioning, the week of October 28, 2019
Oct 28 to Nov 1 · 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 Oct 28 | no session | ||||||
| Tuesday Oct 29 | no session | ||||||
| Wednesday Oct 30 | no session | ||||||
| Thursday Oct 31 | no session | ||||||
| Friday Nov 1 | no session | ||||||
No finished session in this week yet.
Events this week
- Oct 28
16:05GOOGL earnings - Oct 29
07:00MA earnings - Oct 29
10:00Consumer confidence (Conference Board) - Oct 30
08:30GDP
GDP q/q: actual 2.8% / prior 4.8% - Oct 30
08:30Quarterly refunding statement - Oct 30
09:30VIX settlement - Oct 30
14:00FOMC decision · high impact
Fed funds: actual 1.75% / prior 2.00% - Oct 30
14:30FOMC press conference · high impact - Oct 30
16:05AAPL earnings - Oct 30
16:05META earnings - Oct 31
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.1% / prior 0.1% - Nov 1
07:00XOM earnings - Nov 1
08:30Nonfarm payrolls · high impact
Payrolls: actual 95K / prior 196K; Unemployment rate: actual 3.6% / prior 3.5% - Nov 1
10:00ISM manufacturing PMI
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.