SPX dealer positioning, the week of March 28, 2022
Mar 28 to Apr 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 Mar 28 | no session | ||||||
| Tuesday Mar 29 | no session | ||||||
| Wednesday Mar 30 | no session | ||||||
| Thursday Mar 31 | no session | ||||||
| Friday Apr 1 | no session | ||||||
No finished session in this week yet.
Events this week
- Mar 29
10:00Consumer confidence (Conference Board) - Mar 29
10:00JOLTS job openings
Openings: actual 11.21M / prior 11.52M - Mar 30
08:30GDP
GDP q/q: actual -1.0% / prior 7.0% - Mar 30
09:30VIX settlement - Mar 31
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.4% / prior 0.5% - Apr 1
08:30Nonfarm payrolls · high impact
Payrolls: actual 490K / prior 819K; Unemployment rate: actual 3.7% / prior 3.9% - Apr 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.