SPX dealer positioning, the week of December 23, 2019
Dec 23 to Dec 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 Dec 23 | no session | ||||||
| Tuesday Dec 24 | no session | ||||||
| Wednesday Dec 25 | no session | ||||||
| Thursday Dec 26 | no session | ||||||
| Friday Dec 27 | no session | ||||||
No finished session in this week yet.
Events this week
- Dec 23
08:30Durable goods orders
Durable goods m/m: actual -3.3% / prior -0.3% - Dec 23
08:30Housing starts
Housing starts: actual 1353K / prior 1325K - Dec 25
09:30VIX settlement - Dec 27
10:00UMich consumer sentiment (final)
Sentiment: actual 99.3 / prior 96.8; 1y inflation: actual 2.3% / prior 2.5%; 5y inflation: actual 2.2% / prior 2.5%
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.