SPX dealer positioning, the week of June 3, 2024
Jun 3 to Jun 7 · 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 3 | 5295.3 | 5281.8 | -13.5 -0.25% | 63.3 | -0.0 | 5218.3 crossed 1x | positive |
| Tuesday Jun 4 | 5272.6 | 5290.6 | +18.0 +0.34% | 41.6 | +8.8 | 5223.8 not crossed | positive |
| Wednesday Jun 5 | 5310.8 | 5353.3 | +42.5 +0.80% | 55.9 | +62.7 | 5253.3 crossed 1x | positive |
| Thursday Jun 6 | 5356.2 | 5352.3 | -3.9 -0.07% | 24.8 | -1.1 | 5308.5 not crossed | positive |
| Friday Jun 7 | 5336.1 | 5344.9 | +8.8 +0.16% | 42.2 | -7.4 | 5294.3 not crossed | positive |
Week: +63.0 points (+1.19%), close to close from 2024-05-31.
Ranges: 227.7 points over 5 sessions, the largest 63.3 on 2024-06-03.
Zero-gamma flip at the close: 5218.3 on the first session, 5294.3 on the last (+76.0 points).
Closed in positive gamma: 5 of 5 sessions.
Events this week
- Jun 3
10:00ISM manufacturing PMI
spot -1.2 in the 15 minutes after 10:00; flip 5239.7 → 5236.9; net gamma long; walls 5239.7 / 5340.5 → 5236.9 / 5345.2 - Jun 4
08:30Durable goods orders
Durable goods m/m: actual -0.0% / prior -0.2% - Jun 4
10:00JOLTS job openings
Openings: actual 7.53M / prior 8.21M
spot -7.9 in the 15 minutes after 10:00; flip 5198.8 → 5202.6; net gamma long; walls 5198.8 / 5323.7 → 5202.6 / 5327.3 - Jun 5
09:30VIX settlement
spot -1.4 in the 15 minutes after 09:30; flip 5531.9 → 5218.2; net gamma long (was short) - Jun 5
10:00ISM services PMI
spot -4.7 in the 15 minutes after 10:00; flip 5249.5 → 5251.4; net gamma long; walls 5249.5 / 5350.5 → 5251.4 / 5356.2 - Jun 7
08:30Nonfarm payrolls · high impact
Payrolls: actual 78K / prior 64K; Unemployment rate: actual 3.9% / prior 3.9%
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.