SPX dealer positioning, the week of November 25, 2019
Nov 25 to Nov 29 · 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 Nov 25 | no session | ||||||
| Tuesday Nov 26 | no session | ||||||
| Wednesday Nov 27 | no session | ||||||
| Thursday Nov 28 | no session | ||||||
| Friday Nov 29 | no session | ||||||
No finished session in this week yet.
Events this week
- Nov 25
19:00Fed Chair speech: Building on the Gains from the Long Expansion - Nov 26
08:30Housing starts
Housing starts: actual 1325K / prior 1311K - Nov 26
10:00Consumer confidence (Conference Board) - Nov 27
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.1% / prior 0.1% - Nov 27
08:30Durable goods orders
Durable goods m/m: actual -0.3% / prior -1.5% - Nov 27
08:30GDP
GDP q/q: actual 2.8% / prior 4.8% - Nov 27
09:30VIX settlement - Nov 27
14:00Fed Beige Book - Nov 29 On the same day: index rebalance, month-end SPX
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.