SPX dealer positioning, the week of February 24, 2020
Feb 24 to Feb 28 · 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 Feb 24 | no session | ||||||
| Tuesday Feb 25 | no session | ||||||
| Wednesday Feb 26 | no session | ||||||
| Thursday Feb 27 | no session | ||||||
| Friday Feb 28 | no session | ||||||
No finished session in this week yet.
Events this week
- Feb 25
10:00Consumer confidence (Conference Board) - Feb 26
08:30Housing starts
Housing starts: actual 1581K / prior 1548K - Feb 26
09:30VIX settlement - Feb 27
08:30Durable goods orders
Durable goods m/m: actual 5.1% / prior 1.6% - Feb 27
08:30GDP
GDP q/q: actual -5.2% / prior 2.8% - Feb 28 On the same day: index rebalance, month-end SPX
- Feb 28
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.2% / prior 0.2% - Feb 28
10:00UMich consumer sentiment (final)
Sentiment: actual 101 / prior 99.8; 1y inflation: actual 2.4% / prior 2.5%; 5y inflation: actual 2.3% / 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.