SPX dealer positioning, the week of January 6, 2020
Jan 6 to Jan 10 · 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 Jan 6 | no session | ||||||
| Tuesday Jan 7 | no session | ||||||
| Wednesday Jan 8 | no session | ||||||
| Thursday Jan 9 | no session | ||||||
| Friday Jan 10 | no session | ||||||
No finished session in this week yet.
Events this week
- Jan 6
10:00ISM services PMI - Jan 7
08:30Durable goods orders
Durable goods m/m: actual 1.6% / prior -3.3% - Jan 8
09:30VIX settlement - Jan 9
13:0030-year bond auction, $16B (reopening) - Jan 10
08:30Nonfarm payrolls · high impact
Payrolls: actual 127K / prior 207K; Unemployment rate: actual 3.6% / prior 3.6% - Jan 10
10:00UMich consumer sentiment (preliminary)
Sentiment: prior 99.3; 1y inflation: prior 2.3%; 5y inflation: prior 2.2%
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.