SPX dealer positioning, the week of February 28, 2022
Feb 28 to Mar 4 · 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 Feb 28 | no session | ||||||
| Tuesday Mar 1 | no session | ||||||
| Wednesday Mar 2 | no session | ||||||
| Thursday Mar 3 | no session | ||||||
| Friday Mar 4 | no session | ||||||
No finished session in this week yet.
Events this week
- Mar 1
10:00ISM manufacturing PMI - Mar 2
08:30Fed Chair testimony - Mar 2
09:30VIX settlement - Mar 2
10:00Fed Chair testimony: Semiannual Monetary Policy Report to the Congres - Mar 3
08:30Durable goods orders
Durable goods m/m: actual -1.4% / prior 1.2% - Mar 3
10:00Fed Chair testimony: Semiannual Monetary Policy Report to the Congres - Mar 3
10:00ISM services PMI - Mar 3
16:05AVGO earnings - Mar 3
16:05COST earnings - Mar 4
08:30Nonfarm payrolls · high impact
Payrolls: actual 819K / prior 190K; Unemployment rate: actual 3.9% / prior 4.0%
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.