· EZU +3.0%, EMXC -0.0%, EWJ +1.4%, EWU +3.4%, FXI +4.1% · USO -8.1%, DBA -0.4%, CPER +0.2%, GLD +3.7%, SLV +5.2% · SHY +0.1%, TLT +0.9%, IGOV +0.8%
⚠ Upcoming Capital Movements
-
Treasury Quarterly Refunding Announcement (QRA) (November 04, 2026 - Today):
US Treasury details borrowing plans and debt composition (duration vs bills). A critical liquidity catalyst for bond markets and broader risk assets.
Volatility Alerts (≥1.0σ True Range)
Assets experiencing unusually wide trading range comparedto log-normal historical baseline.
1-Day Horizon
| Ticker |
Range |
△1d |
Z-Score |
|
USO
|
10.6% |
-8.1% |
+3.5σ |
|
EWU
|
3.5% |
+3.4% |
+3.0σ |
|
GLD
|
3.8% |
+3.7% |
+2.7σ |
|
EZU
|
3.1% |
+3.0% |
+1.7σ |
|
FXI
|
4.3% |
+4.1% |
+1.6σ |
|
SLV
|
5.6% |
+5.2% |
+1.4σ |
|
ETH-USD
|
9.6% |
+5.9% |
+1.3σ |
|
BTC-USD
|
6.7% |
+3.8% |
+1.2σ |
|
MXNUSD
|
1.8% |
+0.4% |
+1.2σ |
7-Day Horizon
| Ticker |
Range |
△7d |
Z-Score |
|
USO
|
20.2% |
-12.4% |
+2.6σ |
|
EMXC
|
6.2% |
-5.0% |
+1.3σ |
28-Day Horizon
| Ticker |
Range |
△28d |
Z-Score |
|
EMXC
|
13.0% |
-10.7% |
+1.3σ |
|
SLV
|
25.3% |
-12.4% |
+1.0σ |
365-Day Horizon
| Ticker |
Range |
△365d |
Z-Score |
|
USO
|
160.4% |
+102.2% |
+2.2σ |
|
EMXC
|
60.0% |
+28.7% |
+1.3σ |
|
SLV
|
157.0% |
+10.3% |
+1.2σ |
Wednesday, Nov 4
-
ISM Services PMI (Today's Print):
Actual: 54.5 vs Consensus: 54.8 —
Expansion slowed to a 3-month low as New Orders fell 3.9 pts to 55.9, while stubborn Prices Paid (73.0) and rising supplier delays maintain stagflationary pressure.
Thursday, Nov 5
-
Initial Jobless Claims (Thursday 8:30 AM ET):
Consensus: 196k / Prior: 194k —
Sub-200k print keeps layoff baseline exceptionally low, but watch continuing claims (prior 1,701k) for signs of rehiring friction ahead of payrolls.
Friday, Nov 6
-
Nonfarm Payrolls (Friday 8:30 AM ET):
Consensus: +55k / Prior: +29k —
Moderate rebound expected following soft September print; multi-month net revisions and wage growth (+0.3% MoM exp) will dictate pricing for a December Fed hike.
-
Unemployment Rate (Friday 8:30 AM ET):
Consensus: 4.2% / Prior: 4.2% —
Expected to stay range-bound at 4.2%; any drift back toward 4.3% alongside weakening participation could revive labor-market deterioration concerns.
-
U. of Michigan Consumer Sentiment (Prelim) (Friday 10:00 AM ET):
Consensus: 47.3 / Prior: 48.0 —
Gauge hovers near cyclical troughs under persistent high price levels; key focus is whether year-ahead inflation expectations show fresh upside drift.
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SPY |
766.82 |
1.7% |
-0.7% |
-1% |
15% |
| ■ QQQ |
691.95 |
1.0% |
-4.6% |
-9% |
12% |
| ■ IWM |
284.02 |
1.5% |
0.9% |
2% |
19% |
| ■ RSP |
223.33 |
1.9% |
2.7% |
6% |
22% |
| ■ IJR |
142.92 |
1.6% |
2.0% |
4% |
24% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EZU |
67.54 |
3.0% |
2.8% |
2% |
13% |
| ■ EMXC |
89.72 |
-0.0% |
-5.0% |
-11% |
29% |
| ■ EWJ |
93.86 |
1.4% |
-1.2% |
-5% |
18% |
| ■ EWU |
48.93 |
3.4% |
3.5% |
7% |
20% |
| ■ FXI |
34.61 |
4.1% |
6.6% |
4% |
-10% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ USO |
145.41 |
-8.1% |
-12.4% |
1% |
102% |
| ■ DBA |
26.45 |
-0.4% |
-2.5% |
-7% |
3% |
| ■ CPER |
38.59 |
0.2% |
-4.3% |
-3% |
26% |
| ■ GLD |
372.49 |
3.7% |
-0.3% |
-1% |
3% |
| ■ SLV |
47.16 |
5.2% |
-3.9% |
-12% |
10% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SHY |
81.50 |
0.1% |
0.0% |
0% |
2% |
| ■ TLT |
81.76 |
0.9% |
0.9% |
6% |
-5% |
| ■ IGOV |
40.53 |
0.8% |
1.1% |
2% |
-2% |
Crypto
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ BTC-USD |
80,085.00 |
3.8% |
-1.4% |
-4% |
-21% |
| ■ ETH-USD |
2,419.71 |
5.9% |
4.1% |
-6% |
-27% |
| ■ DOGE-USD |
0.0766 |
2.1% |
-4.2% |
-14% |
-53% |
Fx Eur
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EURUSD |
1.12 |
0.3% |
0.8% |
0% |
-2% |
| ■ GBPUSD |
1.35 |
0.3% |
1.3% |
2% |
3% |
| ■ SEKUSD |
0.1028 |
0.6% |
2.0% |
3% |
-1% |
| ■ NOKUSD |
0.1076 |
-0.2% |
-0.0% |
3% |
10% |
| ■ CHFUSD |
1.22 |
0.4% |
1.6% |
2% |
-1% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ JPYUSD |
0.0063125 |
-0.1% |
-0.2% |
-0% |
-3% |
| ■ KRWUSD |
0.0007458 |
0.2% |
0.1% |
-0% |
8% |
| ■ TWDUSD |
0.0304 |
-0.2% |
-1.4% |
-3% |
-6% |
| ■ CNYUSD |
0.1499 |
-0.2% |
-0.3% |
0% |
8% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ CADUSD |
0.7160 |
0.2% |
0.6% |
2% |
1% |
| ■ AUDUSD |
0.7010 |
0.3% |
-0.4% |
1% |
8% |
| ■ NZDUSD |
0.5625 |
0.1% |
0.1% |
0% |
-0% |
| ■ MXNUSD |
0.0538 |
0.4% |
0.3% |
-3% |
1% |
Technicals
This chart shows the percent of the S&P 500 over 50 and 200 day simple moving averages — an indication of breadth. This is a test view and may change; feedback is welcome.
200d MA Crossovers
Stocks Crossing Above 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Drawdown |
Industry |
P/OI |
5Y Avg |
| AORT |
ARTIVION, INC. |
281 |
46.8% |
health care equipment |
36.1 |
34.2 |
| NXT |
Nextpower Inc. |
125 |
29.9% |
electrical components & equipment |
23.1 |
15.9 |
| ACM |
AECOM |
350 |
28.7% |
construction & engineering |
13.0 |
18.8 |
| IBP |
Installed Building Products, Inc. |
181 |
28.6% |
homebuilding |
15.3 |
12.8 |
| FLO |
FLOWERS FOODS INC |
698 |
28.2% |
packaged foods & meats |
8.3 |
12.3 |
| PATK |
PATRICK INDUSTRIES INC |
207 |
27.6% |
automotive parts & equipment |
7.5 |
6.9 |
| UAA |
Under Armour, Inc. |
89 |
27.5% |
apparel, accessories & luxury goods |
|
14.9 |
| SGI |
SOMNIGROUP INTERNATIONAL INC. |
249 |
27.2% |
home furnishings |
15.4 |
17.0 |
| UA |
Under Armour, Inc. |
89 |
26.4% |
apparel, accessories & luxury goods |
|
14.9 |
| ENOV |
Enovis CORP |
64 |
25.8% |
health care equipment |
|
48.2 |
| YOU |
Clear Secure, Inc. |
85 |
25.6% |
application software |
|
|
| PBH |
Prestige Consumer Healthcare Inc. |
237 |
25.2% |
pharmaceuticals |
8.2 |
12.7 |
| STAA |
STAAR SURGICAL CO |
76 |
23.9% |
health care equipment |
99.2 |
49.4 |
| SARO |
StandardAero, Inc. |
81 |
23.6% |
aerospace & defense |
12.2 |
15.5 |
| PHIN |
PHINIA INC. |
81 |
23.0% |
automotive retail |
9.3 |
7.2 |
Stocks Crossing Below 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Runup |
Industry |
P/OI |
5Y Avg |
| PARR |
PAR PACIFIC HOLDINGS, INC. |
279 |
60.0% |
oil & gas refining & marketing |
3.0 |
8.5 |
| SM |
SM Energy Co |
250 |
51.5% |
oil & gas exploration & production |
4.5 |
4.6 |
| UFCS |
UNITED FIRE GROUP INC |
455 |
33.8% |
property & casualty insurance |
7.2 |
11.5 |
| WHD |
Cactus, Inc. |
97 |
32.3% |
oil & gas equipment & services |
17.3 |
15.7 |
| HRMY |
Harmony Biosciences Holdings, Inc. |
148 |
30.5% |
biotechnology |
7.9 |
10.8 |
| CRGY |
Crescent Energy Co |
89 |
27.9% |
oil & gas exploration & production |
4.4 |
9.8 |
| TALO |
TALOS ENERGY INC. |
89 |
22.7% |
oil & gas exploration & production |
|
6.9 |
| UNM |
Unum Group |
215 |
20.5% |
life & health insurance |
13.1 |
7.5 |
| IOSP |
INNOSPEC INC. |
188 |
19.9% |
specialty chemicals |
14.2 |
13.9 |
| DVN |
DEVON ENERGY CORP/DE |
82 |
12.8% |
oil & gas exploration & production |
11.5 |
6.3 |
Individual Stock Volatility Scanners
Largest Volatility Spikes in the Past Day
| Ticker |
Name |
Sector |
Range |
△1d |
Z-Score |
| IOSP |
INNOSPEC INC. |
specialty chemicals |
24.2% |
-18.7% |
+14.6σ |
| FIS |
Fidelity National Information Services, Inc. |
transaction & payment processing services |
33.8% |
-23.6% |
+14.3σ |
| HMN |
HORACE MANN EDUCATORS CORP /DE/ |
multi-line insurance |
19.9% |
+5.8% |
+13.9σ |
| UNM |
Unum Group |
life & health insurance |
24.5% |
-17.8% |
+12.7σ |
| TRMB |
TRIMBLE INC. |
application software |
25.4% |
-17.3% |
+12.7σ |
| REYN |
Reynolds Consumer Products Inc. |
household products |
15.2% |
+4.3% |
+11.0σ |
| MTRN |
MATERION Corp |
diversified metals & mining |
29.7% |
-17.7% |
+10.5σ |
| ECG |
Everus Construction Group, Inc. |
construction & engineering |
44.4% |
-28.7% |
+10.5σ |
| CVS |
CVS HEALTH Corp |
health care services |
18.2% |
-12.4% |
+9.7σ |
| LIVN |
LivaNova PLC |
health care equipment |
24.4% |
+17.9% |
+9.5σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| SUPN |
SUPERNUS PHARMACEUTICALS, INC. |
pharmaceuticals |
65.6% |
-31.3% |
+10.2σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
79.5% |
-39.6% |
+9.6σ |
| GPK |
GRAPHIC PACKAGING HOLDING CO |
paper & plastic packaging products & materials |
42.2% |
+37.9% |
+8.4σ |
| IOSP |
INNOSPEC INC. |
specialty chemicals |
27.7% |
-19.9% |
+7.2σ |
| FIS |
Fidelity National Information Services, Inc. |
transaction & payment processing services |
39.9% |
-18.2% |
+6.9σ |
| JBSS |
SANFILIPPO JOHN B & SON INC |
packaged foods & meats |
30.8% |
-17.5% |
+6.8σ |
| INTC |
INTEL CORP |
semiconductors |
68.3% |
-39.1% |
+6.4σ |
| HMN |
HORACE MANN EDUCATORS CORP /DE/ |
multi-line insurance |
19.9% |
+9.6% |
+6.0σ |
| IDXX |
IDEXX LABORATORIES INC /DE |
health care equipment |
32.0% |
+24.1% |
+5.8σ |
| MRVL |
Marvell Technology, Inc. |
semiconductors |
62.6% |
-36.5% |
+5.7σ |
Largest Volatility Spikes in the Past 28 Days
| Ticker |
Name |
Sector |
Range |
△28d |
Z-Score |
| MSGS |
Madison Square Garden Sports Corp. |
movies & entertainment |
49.2% |
-21.7% |
+6.6σ |
| SUPN |
SUPERNUS PHARMACEUTICALS, INC. |
pharmaceuticals |
65.6% |
-34.5% |
+6.3σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
94.2% |
-44.9% |
+5.6σ |
| ADT |
ADT Inc. |
specialized consumer services |
59.2% |
+57.1% |
+5.3σ |
| GPK |
GRAPHIC PACKAGING HOLDING CO |
paper & plastic packaging products & materials |
49.0% |
+38.2% |
+5.2σ |
| FCN |
FTI CONSULTING, INC |
research & consulting services |
48.1% |
+44.0% |
+5.1σ |
| ROP |
ROPER TECHNOLOGIES INC |
electronic equipment & instruments |
39.9% |
+37.3% |
+4.9σ |
| FFIV |
F5, INC. |
communications equipment |
49.8% |
-29.3% |
+4.9σ |
| PNR |
PENTAIR plc |
industrial machinery & supplies & components |
42.8% |
+38.7% |
+4.8σ |
| MCD |
MCDONALDS CORP |
restaurants |
22.1% |
+21.4% |
+4.6σ |
Largest Volatility Spikes in the Past 365 Days
| Ticker |
Name |
Sector |
Range |
△365d |
Z-Score |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
400.9% |
-78.6% |
+6.0σ |
| OI |
O-I Glass, Inc. /DE/ |
metal, glass & plastic containers |
249.7% |
-53.6% |
+4.7σ |
| LKQ |
LKQ CORP |
distributors |
113.2% |
-28.1% |
+4.3σ |
| ROL |
ROLLINS INC |
environmental & facilities services |
123.3% |
-34.7% |
+4.3σ |
| AMSF |
AMERISAFE INC |
property & casualty insurance |
93.4% |
-45.2% |
+4.1σ |
| BOX |
BOX INC |
application software |
109.0% |
+39.8% |
+4.0σ |
| QLYS |
QUALYS, INC. |
systems software |
215.4% |
+74.0% |
+4.0σ |
| MPC |
Marathon Petroleum Corp |
oil & gas refining & marketing |
208.6% |
+113.4% |
+3.7σ |
| WHR |
WHIRLPOOL CORP /DE/ |
household appliances |
267.0% |
-52.5% |
+3.7σ |
| HUBG |
Hub Group, Inc. |
air freight & logistics |
110.9% |
-23.0% |
+3.6σ |
About the Price Report
Goal: Convey trends in prices across select asset classes. Data related to valuations, yields, and macro are treated in separate reports.
Coming Soon: Technical & Momentum Indicators. If you see a chart or metric you think would be useful here, send it to Justin.
This report is generated daily and sent to subscribers either daily or weekly.
