SPX dealer positioning, the week of June 26, 2023
Jun 26 to Jun 30 · 5 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 Jun 26 | 4345.6 | 4329.4 | -16.2 -0.37% | 32.4 | -18.6 | 4316.3 not crossed | positive |
| Tuesday Jun 27 | 4341.9 | 4378.6 | +36.7 +0.84% | 47.6 | +49.2 | 4311.7 crossed 10x | positive |
| Wednesday Jun 28 | 4367.3 | 4377.6 | +10.3 +0.24% | 29.3 | -1.0 | 4384.8 crossed 5x | negative |
| Thursday Jun 29 | 4374.2 | 4396.3 | +22.2 +0.51% | 25.9 | +18.7 | 4392.3 crossed 14x | positive |
| Friday Jun 30 | 4427.4 | 4450.1 | +22.6 +0.51% | 31.4 | +53.7 | 4391.7 crossed 2x | positive |
Week: +102.1 points (+2.35%), close to close from 2023-06-23.
Ranges: 166.6 points over 5 sessions, the largest 47.6 on 2023-06-27.
Zero-gamma flip at the close: 4316.3 on the first session, 4391.7 on the last (+75.4 points).
Closed in positive gamma: 4 of 5 sessions.
Events this week
- Jun 27
08:30Durable goods orders
Durable goods m/m: actual -0.2% / prior 0.3% - Jun 27
08:30Housing starts
Housing starts: actual 1609K / prior 1343K - Jun 27
10:00Consumer confidence (Conference Board)
spot -2.1 in the 15 minutes after 10:00; flip 4300.1 → 4300.4; net gamma long; walls 4300.1 / 4382.1 → 4300.4 / 4385.4 - Jun 27
14:25REGN halt (news pending)
spot -1.8 in the 15 minutes after 14:25; flip 4294.0 → 4296.9; net gamma long; walls 4294.0 / 4385.3 → 4296.9 / 4386.4 - Jun 28
09:30VIX settlement
spot -4.1 in the 15 minutes after 09:30; flip 4312.8 → 4325.2; net gamma long; walls 4312.8 / 4419.8 → 4325.2 / 4396.8 - Jun 29
08:30GDP
GDP q/q: actual 2.5% / prior 2.9% - Jun 30
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.3% / prior 0.4%
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.