SPX dealer positioning, the week of August 30, 2021
Aug 30 to Sep 3 · 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 30 | no session | ||||||
| Tuesday Aug 31 | no session | ||||||
| Wednesday Sep 1 | no session | ||||||
| Thursday Sep 2 | no session | ||||||
| Friday Sep 3 | no session | ||||||
No finished session in this week yet.
Events this week
- Aug 31
10:00Consumer confidence (Conference Board) - Sep 1
09:30VIX settlement - Sep 1
10:00ISM manufacturing PMI - Sep 2
08:30Durable goods orders
Durable goods m/m: actual 1.9% / prior 0.4% - Sep 2
16:05AVGO earnings - Sep 3
08:30Nonfarm payrolls · high impact
Payrolls: actual 552K / prior 942K; Unemployment rate: actual 5.1% / prior 5.4% - Sep 3
10:00ISM services PMI
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.