SPX dealer positioning, the week of January 25, 2021
Jan 25 to Jan 29 · 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 25 | no session | ||||||
| Tuesday Jan 26 | no session | ||||||
| Wednesday Jan 27 | no session | ||||||
| Thursday Jan 28 | no session | ||||||
| Friday Jan 29 | no session | ||||||
No finished session in this week yet.
Events this week
- Jan 26
07:00JNJ earnings - Jan 26
10:00Consumer confidence (Conference Board) - Jan 26
16:05MSFT earnings - Jan 27
08:30Durable goods orders
Durable goods m/m: actual 2.0% / prior 0.3% - Jan 27
09:30VIX settlement - Jan 27
14:00FOMC decision · high impact
Fed funds: actual 0.25% / prior 0.25% - Jan 27
14:30FOMC press conference · high impact - Jan 27
16:05AAPL earnings - Jan 27
16:05META earnings - Jan 27
16:05TSLA earnings - Jan 28
07:00MA earnings - Jan 28
08:30GDP
GDP q/q: actual 5.7% / prior 4.6% - Jan 28
08:30Housing starts
Housing starts: actual 1614K / prior 1543K - Jan 28
16:05V earnings - Jan 29
07:00LLY earnings - Jan 29
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.3% / 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.