SPX dealer positioning, the week of December 30, 2019
Dec 30 to Jan 3 · 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 30 | no session | ||||||
| Tuesday Dec 31 | no session | ||||||
| Wednesday Jan 1 | no session | ||||||
| Thursday Jan 2 | no session | ||||||
| Friday Jan 3 | no session | ||||||
No finished session in this week yet.
Events this week
- Dec 31
10:00Consumer confidence (Conference Board) - Dec 31 Quarter-end SPX expiry (the JPMorgan collar resets)
- Jan 2
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.