SPX dealer positioning, the week of March 23, 2020
Mar 23 to Mar 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 Mar 23 | no session | ||||||
| Tuesday Mar 24 | no session | ||||||
| Wednesday Mar 25 | no session | ||||||
| Thursday Mar 26 | no session | ||||||
| Friday Mar 27 | no session | ||||||
No finished session in this week yet.
Events this week
- Mar 24
08:30Housing starts
Housing starts: actual 1549K / prior 1581K - Mar 25
08:30Durable goods orders
Durable goods m/m: actual 2.9% / prior 5.1% - Mar 25
09:30VIX settlement - Mar 26
08:30GDP
GDP q/q: actual -5.2% / prior 2.8% - Mar 27
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.2% / prior 0.2% - Mar 27
10:00UMich consumer sentiment (final)
Sentiment: actual 89.1 / prior 101; 1y inflation: actual 2.2% / prior 2.4%; 5y inflation: actual 2.3% / prior 2.3%
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.