SPX dealer positioning, the week of March 29, 2021
Mar 29 to Apr 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 Mar 29 | no session | ||||||
| Tuesday Mar 30 | no session | ||||||
| Wednesday Mar 31 | no session | ||||||
| Thursday Apr 1 | no session | ||||||
| Friday Apr 2 | no session | ||||||
No finished session in this week yet.
Events this week
- Mar 30
10:00Consumer confidence (Conference Board) - Mar 31
09:30VIX settlement - Apr 1
10:00ISM manufacturing PMI - Apr 2
08:30Nonfarm payrolls · high impact
Payrolls: actual 852K / prior 517K; Unemployment rate: actual 6.1% / prior 6.2%
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.