SPX dealer positioning, the week of June 28, 2021
Jun 28 to Jul 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 Jun 28 | no session | ||||||
| Tuesday Jun 29 | no session | ||||||
| Wednesday Jun 30 | no session | ||||||
| Thursday Jul 1 | no session | ||||||
| Friday Jul 2 | no session | ||||||
No finished session in this week yet.
Events this week
- Jun 29
10:00Consumer confidence (Conference Board) - Jun 30
09:30VIX settlement - Jul 1
10:00ISM manufacturing PMI - Jul 2
08:30Nonfarm payrolls · high impact
Payrolls: actual 755K / prior 478K; Unemployment rate: actual 5.9% / prior 5.8% - Jul 2
08:30Durable goods orders
Durable goods m/m: actual 2.1% / prior 0.2%
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.