SPX dealer positioning, the week of January 27, 2020
Jan 27 to Jan 31 · 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 27 | no session | ||||||
| Tuesday Jan 28 | no session | ||||||
| Wednesday Jan 29 | no session | ||||||
| Thursday Jan 30 | no session | ||||||
| Friday Jan 31 | no session | ||||||
No finished session in this week yet.
Events this week
- Jan 27
08:30Housing starts
Housing starts: actual 1548K / prior 1353K - Jan 28
08:30Durable goods orders
Durable goods m/m: actual 1.6% / prior -3.3% - Jan 28
10:00Consumer confidence (Conference Board) - Jan 28
16:05AAPL earnings - Jan 29
07:00MA earnings - Jan 29
09:30VIX settlement - Jan 29
14:00FOMC decision · high impact
Fed funds: actual 1.75% / prior 1.75% - Jan 29
14:30FOMC press conference · high impact - Jan 29
16:05META earnings - Jan 29
16:05MSFT earnings - Jan 29
16:05TSLA earnings - Jan 30
07:00LLY earnings - Jan 30
08:30GDP
GDP q/q: actual -5.2% / prior 2.8% - Jan 30
16:05AMZN earnings - Jan 30
16:05V earnings - Jan 31
07:00XOM earnings - Jan 31
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.2% / prior 0.1%
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.