SPX dealer positioning, the week of June 29, 2020
Jun 29 to Jul 3 · 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 29 | no session | ||||||
| Tuesday Jun 30 | no session | ||||||
| Wednesday Jul 1 | no session | ||||||
| Thursday Jul 2 | no session | ||||||
| Friday Jul 3 | no session | ||||||
No finished session in this week yet.
Events this week
- Jun 30
10:00Consumer confidence (Conference Board) - Jun 30
12:30Fed Chair testimony - Jun 30
12:30Fed Chair testimony: Coronavirus Aid, Relief, and Economic Security A - Jul 1
09:30VIX settlement - Jul 1
10:00ISM manufacturing PMI - Jul 2
08:30Nonfarm payrolls · high impact
Payrolls: actual 4631K / prior 2614K; Unemployment rate: actual 11.0% / prior 13.2% - Jul 2
08:30Durable goods orders
Durable goods m/m: actual 10.0% / prior 11.7%
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.