SPX dealer positioning, the week of August 24, 2020
Aug 24 to Aug 28 · 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 Aug 24 | no session | ||||||
| Tuesday Aug 25 | no session | ||||||
| Wednesday Aug 26 | no session | ||||||
| Thursday Aug 27 | no session | ||||||
| Friday Aug 28 | no session | ||||||
No finished session in this week yet.
Events this week
- Aug 25
08:30Housing starts
Housing starts: actual 1526K / prior 1266K - Aug 25
10:00Consumer confidence (Conference Board) - Aug 26
08:30Durable goods orders
Durable goods m/m: actual 10.3% / prior 10.0% - Aug 26
09:30VIX settlement - Aug 27
08:30GDP
GDP q/q: actual 34.9% / prior -28.0% - Aug 27
09:10Fed Chair speech: Monetary Policy Framework Review - Aug 28
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.4% / prior 0.2% - Aug 28
10:00UMich consumer sentiment (final)
Sentiment: actual 74.1 / prior 72.5; 1y inflation: actual 3.1% / prior 3%; 5y inflation: actual 2.7% / prior 2.6%
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.