SPX dealer positioning, the week of August 23, 2021
Aug 23 to Aug 27 · 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 Aug 23 | no session | ||||||
| Tuesday Aug 24 | no session | ||||||
| Wednesday Aug 25 | no session | ||||||
| Thursday Aug 26 | no session | ||||||
| Friday Aug 27 | no session | ||||||
No finished session in this week yet.
Events this week
- Aug 24
08:30Housing starts
Housing starts: actual 1600K / prior 1664K - Aug 25
08:30Durable goods orders
Durable goods m/m: actual 0.4% / prior 2.1% - Aug 25
09:30VIX settlement - Aug 26
08:30GDP
GDP q/q: actual 3.3% / prior 7.0% - Aug 27
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.4% / prior 0.5% - Aug 27
10:00Fed Chair speech: The Economic Outlook - Aug 27
10:00UMich consumer sentiment (final)
Sentiment: actual 70.3 / prior 81.2; 1y inflation: actual 4.6% / prior 4.7%; 5y inflation: actual 2.9% / prior 2.8%
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.