SPX dealer positioning, the week of April 27, 2020
Apr 27 to May 1 · 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 Apr 27 | no session | ||||||
| Tuesday Apr 28 | no session | ||||||
| Wednesday Apr 29 | no session | ||||||
| Thursday Apr 30 | no session | ||||||
| Friday May 1 | no session | ||||||
No finished session in this week yet.
Events this week
- Apr 28
10:00Consumer confidence (Conference Board) - Apr 28
16:05GOOGL earnings - Apr 29
07:00MA earnings - Apr 29
08:30GDP
GDP q/q: actual -28.0% / prior -5.2% - Apr 29
08:30Quarterly refunding statement - Apr 29
09:30VIX settlement - Apr 29
14:00FOMC decision · high impact
Fed funds: actual 0.25% / prior 0.25% - Apr 29
14:30FOMC press conference · high impact - Apr 29
16:05META earnings - Apr 29
16:05MSFT earnings - Apr 29
16:05TSLA earnings - Apr 30
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual -0.1% / prior 0.2% - Apr 30
16:05AAPL earnings - Apr 30
16:05AMZN earnings - Apr 30
16:05V earnings - May 1
07:00XOM earnings - May 1
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.