SPX dealer positioning, the week of March 22, 2021
Mar 22 to Mar 26 · 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 Mar 22 | no session | ||||||
| Tuesday Mar 23 | no session | ||||||
| Wednesday Mar 24 | no session | ||||||
| Thursday Mar 25 | no session | ||||||
| Friday Mar 26 | no session | ||||||
No finished session in this week yet.
Events this week
- Mar 22
09:00Fed Chair speech: How Can Central Banks Innovate in the Digital Ag - Mar 23
08:30Housing starts
Housing starts: actual 1398K / prior 1624K - Mar 23
12:00Fed Chair testimony - Mar 23
12:00Fed Chair testimony: Coronavirus Aid, Relief, and Economic Security A - Mar 24
08:30Durable goods orders
Durable goods m/m: actual 0.6% / prior 3.4% - Mar 24
09:30VIX settlement - Mar 24
10:00Fed Chair testimony: Coronavirus Aid, Relief, and Economic Security A - Mar 25
08:30GDP
GDP q/q: actual 5.7% / prior 4.6% - Mar 26
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.2% / prior 0.4% - Mar 26
10:00UMich consumer sentiment (final)
Sentiment: actual 84.9 / prior 76.8; 1y inflation: actual 3.1% / prior 3.3%; 5y inflation: actual 2.8% / prior 2.7%
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.