SPX dealer positioning, the week of January 4, 2021
Jan 4 to Jan 8 · 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 Jan 4 | no session | ||||||
| Tuesday Jan 5 | no session | ||||||
| Wednesday Jan 6 | no session | ||||||
| Thursday Jan 7 | no session | ||||||
| Friday Jan 8 | no session | ||||||
No finished session in this week yet.
Events this week
- Jan 4
10:00ISM manufacturing PMI - Jan 6
08:30Durable goods orders
Durable goods m/m: actual 2.0% / prior 0.3% - Jan 6
09:30VIX settlement - Jan 6
10:00ISM services PMI - Jan 8
08:30Nonfarm payrolls · high impact
Payrolls: actual -185K / prior 273K; Unemployment rate: actual 6.7% / prior 6.7% - Jan 8
10:00UMich consumer sentiment (preliminary)
Sentiment: prior 80.7; 1y inflation: prior 2.5%; 5y inflation: prior 2.5%
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.