SPX dealer positioning, the week of May 31, 2021
May 31 to Jun 4 · 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 May 31 | no session | ||||||
| Tuesday Jun 1 | no session | ||||||
| Wednesday Jun 2 | no session | ||||||
| Thursday Jun 3 | no session | ||||||
| Friday Jun 4 | no session | ||||||
No finished session in this week yet.
Events this week
- Jun 1
10:00ISM manufacturing PMI - Jun 2
09:30VIX settlement - Jun 2
14:00Fed Beige Book - Jun 3
10:00ISM services PMI - Jun 3
16:05AVGO earnings - Jun 4
07:00Fed Chair speech: Central banks and climate change - Jun 4
08:30Nonfarm payrolls · high impact
Payrolls: actual 478K / prior 355K; Unemployment rate: actual 5.8% / prior 6.1% - Jun 4
08:30Durable goods orders
Durable goods m/m: actual 0.2% / prior -0.5%
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.