SPX dealer positioning, the week of December 13, 2021
Dec 13 to Dec 17 · 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 Dec 13 | no session | ||||||
| Tuesday Dec 14 | no session | ||||||
| Wednesday Dec 15 | no session | ||||||
| Thursday Dec 16 | no session | ||||||
| Friday Dec 17 | no session | ||||||
No finished session in this week yet.
Events this week
- Dec 14
08:30PPI
PPI m/m: actual 1.1% / prior 0.6% - Dec 15
08:30Retail sales
Retail sales m/m: actual 1.0% / prior 1.5% - Dec 15
09:30VIX settlement - Dec 15
14:00FOMC decision · high impact
Fed funds: actual 0.25% / prior 0.25% - Dec 15
14:30FOMC press conference · high impact - Dec 16
08:30Housing starts
Housing starts: actual 1707K / prior 1587K
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.