SPX dealer positioning, the week of November 23, 2020
Nov 23 to Nov 27 · 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 Nov 23 | no session | ||||||
| Tuesday Nov 24 | no session | ||||||
| Wednesday Nov 25 | no session | ||||||
| Thursday Nov 26 | no session | ||||||
| Friday Nov 27 | no session | ||||||
No finished session in this week yet.
Events this week
- Nov 24
10:00Consumer confidence (Conference Board) - Nov 25
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.1% / prior 0.2% - Nov 25
08:30Durable goods orders
Durable goods m/m: actual 2.5% / prior 1.6% - Nov 25
08:30GDP
GDP q/q: actual 4.6% / prior 34.9% - Nov 25
08:30Housing starts
Housing starts: actual 1543K / prior 1473K - Nov 25
09:30VIX settlement - Nov 27
10:00UMich consumer sentiment (final)
Sentiment: actual 76.9 / prior 81.8; 1y inflation: actual 2.8% / prior 2.6%; 5y inflation: actual 2.5% / prior 2.4%
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.