SPX dealer positioning, the week of July 27, 2020
Jul 27 to Jul 31 · 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 Jul 27 | no session | ||||||
| Tuesday Jul 28 | no session | ||||||
| Wednesday Jul 29 | no session | ||||||
| Thursday Jul 30 | no session | ||||||
| Friday Jul 31 | no session | ||||||
No finished session in this week yet.
Events this week
- Jul 27
08:30Durable goods orders
Durable goods m/m: actual 10.0% / prior 11.7% - Jul 28
10:00Consumer confidence (Conference Board) - Jul 28
16:05V earnings - Jul 29
09:30VIX settlement - Jul 29
14:00FOMC decision · high impact
Fed funds: actual 0.25% / prior 0.25% - Jul 29
14:30FOMC press conference · high impact - Jul 30
07:00LLY earnings - Jul 30
07:00MA earnings - Jul 30
07:00PG earnings - Jul 30
08:30GDP
GDP q/q: actual 34.9% / prior -28.0% - Jul 30
16:05AAPL earnings - Jul 30
16:05AMZN earnings - Jul 30
16:05GOOGL earnings - Jul 30
16:05META earnings - Jul 31
07:00XOM earnings - Jul 31
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.2% / 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.