SPX dealer positioning, the week of November 29, 2021
Nov 29 to Dec 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 Nov 29 | no session | ||||||
| Tuesday Nov 30 | no session | ||||||
| Wednesday Dec 1 | no session | ||||||
| Thursday Dec 2 | no session | ||||||
| Friday Dec 3 | no session | ||||||
No finished session in this week yet.
Events this week
- Nov 29
15:05Fed Chair speech: Opening Remarks (via prerecorded video) - Nov 30
10:00Consumer confidence (Conference Board) - Nov 30
10:00Fed Chair speech: Coronavirus and CARES Act - Nov 30
10:00Fed Chair testimony - Dec 1
09:30VIX settlement - Dec 1
10:00Fed Chair testimony: Coronavirus and CARES Act - Dec 1
10:00ISM manufacturing PMI - Dec 1
14:00Fed Beige Book - Dec 2
13:0020-year bond auction, $0B (reopening) - Dec 3
08:30Nonfarm payrolls · high impact
Payrolls: actual 658K / prior 801K; Unemployment rate: actual 4.1% / prior 4.5% - Dec 3
08:30Durable goods orders
Durable goods m/m: actual 1.9% / prior 1.7% - Dec 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.