SPX dealer positioning, the week of June 22, 2020
Jun 22 to Jun 26 · 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 Jun 22 | no session | ||||||
| Tuesday Jun 23 | no session | ||||||
| Wednesday Jun 24 | no session | ||||||
| Thursday Jun 25 | no session | ||||||
| Friday Jun 26 | no session | ||||||
No finished session in this week yet.
Events this week
- Jun 23
08:30Housing starts
Housing starts: actual 1039K / prior 936K - Jun 24
09:30VIX settlement - Jun 25
08:30Durable goods orders
Durable goods m/m: actual 11.7% / prior -19.3% - Jun 25
08:30GDP
GDP q/q: actual -28.0% / prior -5.2% - Jun 26
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.1% / prior -0.3% - Jun 26
10:00UMich consumer sentiment (final)
Sentiment: actual 78.1 / prior 72.3; 1y inflation: actual 3% / prior 3.2%; 5y inflation: actual 2.5% / prior 2.7%
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.