SPX dealer positioning, the week of May 25, 2020
May 25 to May 29 · 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 May 25 | no session | ||||||
| Tuesday May 26 | no session | ||||||
| Wednesday May 27 | no session | ||||||
| Thursday May 28 | no session | ||||||
| Friday May 29 | no session | ||||||
No finished session in this week yet.
Events this week
- May 26
08:30Housing starts
Housing starts: actual 936K / prior 1266K - May 26
10:00Consumer confidence (Conference Board) - May 27
09:30VIX settlement - May 27
14:00Fed Beige Book - May 28
08:30Durable goods orders
Durable goods m/m: actual -19.3% / prior -14.8% - May 28
08:30GDP
GDP q/q: actual -28.0% / prior -5.2% - May 28
16:05COST earnings - May 29
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual -0.3% / 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.