SPX dealer positioning, the week of December 2, 2024
Dec 2 to Dec 6 · 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 Dec 2 | 6044.6 | 6047.5 | +3.0 +0.05% | 17.4 | +11.8 | 6007.2 not crossed | positive |
| Tuesday Dec 3 | 6044.0 | 6049.6 | +5.6 +0.09% | 17.0 | +2.1 | 5997.9 not crossed | positive |
| Wednesday Dec 4 | 6066.7 | 6086.1 | +19.5 +0.32% | 27.6 | +36.5 | 6033.5 crossed 2x | positive |
| Thursday Dec 5 | 6087.7 | 6075.4 | -12.4 -0.20% | 20.4 | -10.8 | 6043.9 not crossed | positive |
| Friday Dec 6 | 6086.2 | 6089.4 | +3.2 +0.05% | 19.4 | +14.0 | 6057.8 not crossed | positive |
Week: +53.6 points (+0.89%), close to close from 2024-11-29.
Ranges: 101.7 points over 5 sessions, the largest 27.6 on 2024-12-04.
Zero-gamma flip at the close: 6007.2 on the first session, 6057.8 on the last (+50.6 points).
Closed in positive gamma: 5 of 5 sessions.
Events this week
- Dec 2
10:00ISM manufacturing PMI
spot -0.1 in the 15 minutes after 10:00; flip 5973.0 → 5979.1; net gamma long; walls 5973.0 / 6088.4 → 5979.1 / 6083.7 - Dec 3
10:00JOLTS job openings
Openings: actual 7.38M / prior 6.94M
spot -1.4 in the 15 minutes after 10:00; flip 6018.5 → 6008.7; net gamma long; walls 6018.5 / 6084.9 → 6008.7 / 6082.7 - Dec 4
08:30Durable goods orders
Durable goods m/m: actual -1.7% / prior 0.3% - Dec 4
09:30VIX settlement
spot -0.2 in the 15 minutes after 09:30; net gamma short - Dec 4
10:00ISM services PMI
spot -4.9 in the 15 minutes after 10:00; flip 6019.8 → 6019.6; net gamma long; walls 6019.8 / 6097.8 → 6019.6 / 6096.3 - Dec 6
08:30Nonfarm payrolls · high impact
Payrolls: actual 134K / prior 33K; Unemployment rate: actual 4.2% / prior 4.1%
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.