· EZU +0.1%, EMXC -0.7%, EWJ -1.3%, EWU +0.1%, FXI -0.3% · USO +2.9%, DBA +0.0%, CPER +0.1%, GLD -0.3%, SLV -0.9% · SHY -0.0%, TLT -1.3%, IGOV -0.3%
Volatility Alerts (≥1.0σ True Range)
Assets experiencing unusually wide trading range comparedto log-normal historical baseline.
7-Day Horizon
| Ticker |
Range |
△7d |
Z-Score |
|
KRWUSD
|
3.2% |
+1.0% |
+1.3σ |
|
MXNUSD
|
3.8% |
-3.3% |
+1.0σ |
28-Day Horizon
| Ticker |
Range |
△28d |
Z-Score |
|
USO
|
27.6% |
+17.8% |
+1.3σ |
365-Day Horizon
| Ticker |
Range |
△365d |
Z-Score |
|
USO
|
147.5% |
+100.6% |
+2.0σ |
|
EMXC
|
64.8% |
+51.1% |
+1.6σ |
|
SLV
|
175.8% |
+44.7% |
+1.5σ |
Thursday, Sep 24
-
Initial Jobless Claims (Today's Print):
Actual: 197k vs Consensus: 201k —
Claims held firmly below 200k alongside stable continuing claims, reinforcing labor market resilience and keeping the Fed's higher-for-longer baseline intact.
Friday, Sep 25
-
Durable Goods Orders (Friday 8:30 AM ET):
Consensus: -0.3% / Prior: 1.1% —
Headline drag expected from volatile aircraft bookings; core non-defense capital goods ex-aircraft will serve as the true barometer for private capex momentum.
-
UoM Consumer Sentiment (Friday 10:00 AM ET):
Consensus: 47.8 / Prior: 47.8 (Prelim) —
Final September reading set to confirm depressed consumer outlook; primary focus rests on potential revisions to 1-year (4.6%) and 5-year (3.4%) inflation expectations.
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| SPY |
767.27 |
-0.1% |
0.6% |
-0% |
17% |
| QQQ |
741.09 |
-0.0% |
3.4% |
3% |
25% |
| IWM |
281.69 |
-0.1% |
-1.3% |
-6% |
17% |
| RSP |
210.26 |
-0.4% |
-1.4% |
-5% |
13% |
| IJR |
137.78 |
-0.3% |
-1.2% |
-6% |
18% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| EZU |
68.20 |
0.1% |
-0.8% |
-4% |
15% |
| EMXC |
99.76 |
-0.7% |
0.6% |
1% |
51% |
| EWJ |
95.81 |
-1.3% |
-2.1% |
-0% |
24% |
| EWU |
47.16 |
0.1% |
-1.6% |
-3% |
18% |
| FXI |
34.24 |
-0.3% |
0.1% |
-3% |
-14% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| USO |
153.21 |
2.9% |
-1.3% |
18% |
101% |
| DBA |
28.55 |
0.0% |
0.5% |
-1% |
10% |
| CPER |
40.65 |
0.1% |
2.5% |
2% |
37% |
| GLD |
391.69 |
-0.3% |
-1.6% |
-7% |
14% |
| SLV |
57.62 |
-0.9% |
-2.3% |
-8% |
45% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| SHY |
81.08 |
-0.0% |
-0.3% |
-1% |
1% |
| TLT |
79.42 |
-1.3% |
-2.9% |
-4% |
-7% |
| IGOV |
39.98 |
-0.3% |
-1.4% |
-3% |
-4% |
Crypto
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| BTC-USD |
83,916.01 |
-0.5% |
9.5% |
5% |
-26% |
| ETH-USD |
2,663.02 |
-0.4% |
8.5% |
6% |
-36% |
| DOGE-USD |
0.0938 |
1.8% |
14.6% |
5% |
-61% |
Fx Eur
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| EURUSD |
1.14 |
-0.2% |
-0.9% |
-2% |
-2% |
| GBPUSD |
1.32 |
-0.3% |
-1.1% |
-3% |
-2% |
| SEKUSD |
0.1008 |
-0.1% |
-1.0% |
-4% |
-5% |
| NOKUSD |
0.1052 |
-0.2% |
-0.9% |
-2% |
5% |
| CHFUSD |
1.21 |
-0.4% |
-0.4% |
-3% |
-4% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| JPYUSD |
0.0062922 |
-0.4% |
-1.9% |
0% |
-6% |
| KRWUSD |
0.0007313 |
-0.0% |
1.0% |
1% |
3% |
| TWDUSD |
0.0314 |
-0.2% |
0.1% |
0% |
-5% |
| CNYUSD |
0.1490 |
-0.1% |
-0.1% |
0% |
6% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| CADUSD |
0.7073 |
-0.3% |
-1.1% |
-2% |
-2% |
| AUDUSD |
0.7013 |
-0.4% |
-1.4% |
-3% |
6% |
| NZDUSD |
0.5659 |
-0.2% |
-1.3% |
-5% |
-3% |
| MXNUSD |
0.0563 |
-1.6% |
-3.3% |
-4% |
4% |
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 |
| TSLA |
Tesla, Inc. |
78 |
25.2% |
automobile manufacturers |
341.4 |
49.0 |
Stocks Crossing Below 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Runup |
Industry |
P/OI |
5Y Avg |
| ETSY |
ETSY INC |
162 |
40.7% |
broadline retail |
13.9 |
21.5 |
| THRM |
Gentherm Inc |
124 |
38.9% |
automotive parts & equipment |
16.4 |
21.3 |
| GEN |
Gen Digital Inc. |
92 |
31.2% |
systems software |
5.9 |
9.5 |
| ACAD |
ACADIA PHARMACEUTICALS INC |
91 |
29.7% |
pharmaceuticals |
39.3 |
29.9 |
| PAYX |
PAYCHEX INC |
90 |
26.5% |
human resource & employment services |
12.9 |
18.8 |
| KFY |
KORN FERRY |
131 |
25.9% |
human resource & employment services |
9.2 |
10.5 |
| HQY |
HEALTHEQUITY, INC. |
90 |
25.3% |
managed health care |
14.4 |
26.7 |
| AJG |
Arthur J. Gallagher & Co. |
90 |
21.1% |
insurance brokers |
18.9 |
25.9 |
| AMP |
AMERIPRISE FINANCIAL INC |
85 |
18.9% |
asset management & custody banks |
8.5 |
10.6 |
| CCK |
CROWN HOLDINGS, INC. |
97 |
15.3% |
paper & plastic packaging products & materials |
6.5 |
6.9 |
Individual Stock Volatility Scanners
Largest Volatility Spikes in the Past Day
| Ticker |
Name |
Sector |
Range |
△1d |
Z-Score |
| SNX |
TD SYNNEX CORP |
information technology |
18.5% |
-9.9% |
+9.7σ |
| GEN |
Gen Digital Inc. |
information technology |
16.9% |
-11.8% |
+8.5σ |
| GDDY |
GoDaddy Inc. |
information technology |
16.5% |
+4.6% |
+6.6σ |
| MGM |
MGM Resorts International |
consumer discretionary |
13.2% |
-10.9% |
+4.9σ |
| ROL |
ROLLINS INC |
industrials |
7.9% |
-6.1% |
+4.6σ |
| FUL |
FULLER H B CO |
materials |
8.6% |
-0.7% |
+4.3σ |
| WRBY |
Warby Parker Inc. |
consumer discretionary |
17.2% |
+12.5% |
+4.0σ |
| P |
Everpure, Inc. |
information technology |
19.7% |
+11.0% |
+3.9σ |
| SCHL |
SCHOLASTIC CORP |
consumer discretionary |
12.5% |
-10.9% |
+3.7σ |
| PAYX |
PAYCHEX INC |
industrials |
6.0% |
-2.8% |
+3.4σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| GEN |
Gen Digital Inc. |
information technology |
30.6% |
-23.4% |
+5.9σ |
| SNX |
TD SYNNEX CORP |
information technology |
22.9% |
-1.9% |
+4.4σ |
| PAYX |
PAYCHEX INC |
industrials |
14.9% |
-12.8% |
+3.9σ |
| PLNT |
Planet Fitness, Inc. |
consumer discretionary |
26.8% |
-18.4% |
+3.3σ |
| AMP |
AMERIPRISE FINANCIAL INC |
financials |
15.6% |
-11.1% |
+2.9σ |
| RSI |
Rush Street Interactive, Inc. |
consumer discretionary |
33.4% |
-22.6% |
+2.7σ |
| GDDY |
GoDaddy Inc. |
information technology |
19.5% |
+2.7% |
+2.7σ |
| AESI |
Atlas Energy Solutions Inc. |
energy |
27.0% |
-21.2% |
+2.5σ |
| DBX |
DROPBOX, INC. |
information technology |
16.1% |
-13.2% |
+2.4σ |
| FIVN |
Five9, Inc. |
information technology |
24.5% |
+6.3% |
+2.4σ |
Largest Volatility Spikes in the Past 28 Days
| Ticker |
Name |
Sector |
Range |
△28d |
Z-Score |
| APH |
AMPHENOL CORP /DE/ |
information technology |
112.8% |
-48.6% |
+6.8σ |
| RUSHA |
RUSH ENTERPRISES INC \TX\ |
industrials |
62.9% |
-37.4% |
+5.6σ |
| PCG |
PG&E Corp |
utilities |
52.7% |
-31.4% |
+5.3σ |
| AON |
Aon plc |
financials |
30.3% |
-21.0% |
+4.4σ |
| EIX |
EDISON INTERNATIONAL |
utilities |
43.7% |
-28.6% |
+4.1σ |
| CASY |
CASEYS GENERAL STORES INC |
consumer staples |
35.4% |
-21.6% |
+4.0σ |
| COO |
COOPER COMPANIES, INC. |
health care |
40.2% |
-21.9% |
+3.9σ |
| PAYX |
PAYCHEX INC |
industrials |
26.1% |
-19.7% |
+3.4σ |
| GEN |
Gen Digital Inc. |
information technology |
36.8% |
-24.1% |
+3.3σ |
| ENOV |
Enovis CORP |
health care |
46.6% |
-26.3% |
+3.0σ |
Largest Volatility Spikes in the Past 365 Days
| Ticker |
Name |
Sector |
Range |
△365d |
Z-Score |
| ROL |
ROLLINS INC |
industrials |
118.9% |
-45.3% |
+5.4σ |
| OI |
O-I Glass, Inc. /DE/ |
materials |
189.6% |
-55.8% |
+4.2σ |
| KLAC |
KLA CORP |
information technology |
1,365.6% |
-82.5% |
+4.0σ |
| ABR |
ARBOR REALTY TRUST INC |
financials |
189.0% |
-63.6% |
+4.0σ |
| VRRM |
VERRA MOBILITY Corp |
industrials |
687.9% |
-86.7% |
+3.8σ |
| DD |
DuPont de Nemours, Inc. |
industrials |
388.8% |
+314.4% |
+3.7σ |
| QLYS |
QUALYS, INC. |
information technology |
170.5% |
+34.4% |
+3.6σ |
| ACM |
AECOM |
industrials |
130.4% |
-54.4% |
+3.6σ |
| PENG |
Penguin Solutions, Inc. |
information technology |
460.2% |
+95.9% |
+3.5σ |
| PZZA |
PAPA JOHNS INTERNATIONAL INC |
consumer discretionary |
177.3% |
-55.2% |
+3.5σ |
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.
