SPX dealer positioning, the week of September 28, 2020
Sep 28 to Oct 2 · 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 Sep 28 | no session | ||||||
| Tuesday Sep 29 | no session | ||||||
| Wednesday Sep 30 | no session | ||||||
| Thursday Oct 1 | no session | ||||||
| Friday Oct 2 | no session | ||||||
No finished session in this week yet.
Events this week
- Sep 29
10:00Consumer confidence (Conference Board) - Sep 30
08:30GDP
GDP q/q: actual 34.9% / prior -28.0% - Sep 30
09:30VIX settlement - Oct 1
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.2% / prior 0.3% - Oct 1
10:00ISM manufacturing PMI - Oct 2
08:30Nonfarm payrolls · high impact
Payrolls: actual 949K / prior 1566K; Unemployment rate: actual 7.8% / prior 8.4% - Oct 2
08:30Durable goods orders
Durable goods m/m: actual 1.6% / prior 1.4%
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.