SPX dealer positioning, the week of September 27, 2021
Sep 27 to Oct 1 · 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 Sep 27 | no session | ||||||
| Tuesday Sep 28 | no session | ||||||
| Wednesday Sep 29 | no session | ||||||
| Thursday Sep 30 | no session | ||||||
| Friday Oct 1 | no session | ||||||
No finished session in this week yet.
Events this week
- Sep 27
08:30Durable goods orders
Durable goods m/m: actual 1.9% / prior 0.4% - Sep 28
10:00Consumer confidence (Conference Board) - Sep 28
10:00Fed Chair testimony - Sep 28
10:00Fed Chair testimony: Coronavirus and CARES Act - Sep 29
09:30VIX settlement - Sep 29
11:45Fed Chair speech: Policy Panel Discussion - Sep 30
08:30GDP
GDP q/q: actual 3.3% / prior 7.0% - Sep 30
10:00Fed Chair testimony: Coronavirus and CARES Act - Oct 1
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.2% / prior 0.3% - Oct 1
10:00ISM manufacturing 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.