ISM days in the SPX archive

107 sessions · newest first · the calendar

By event:FOMCCPINFPPCEPPIGDPRetail salesJOLTSISMClaimsAuctionsFedOpexVIX settlementUMichConfidenceEIAHaltsHousingRefundingRebalances

ISM manufacturing PMI · 30 min after 10:00: 1.26x the tape's own vol, 53 days

The book: the volume-book flip crossed on 53% of these days, 46% otherwise; short gamma at the start on 18 of 53, then 0.86x the move of the long-gamma days.

ISM services PMI · 30 min after 10:00: 1.12x the tape's own vol, 51 days

The book: the volume-book flip crossed on 41% of these days, 47% otherwise; short gamma at the start on 15 of 51, then 0.98x the move of the long-gamma days.

These are the sessions in the free archive that carried ISM manufacturing PMI or ISM services PMI. Each opens the full minute-by-minute replay in the terminal: dealer gamma, the zero-gamma flip, the walls, the event's minute marked on the scrubber. The measured line above reads the same window on every one of these days against the same window on every other archived day: range over the window / (trailing 30-min move x sqrt(minutes)), mean on event days over mean on other days. The move column is the signed change in index points over 30 min after 10:00 and is filled for the most recent days the measurement carries; nothing here is a forecast.

Times are ET. Prints are the release's own numbers where the calendar has them: actual, forecast and prior. The book line, where present, comes from the dealer levels per minute of every archived session. See the Terms.