· EZU +1.3%, EMXC +2.9%, EWJ +1.0%, EWU +0.9%, FXI +1.7% · USO -3.7%, DBA +2.0%, CPER +1.1%, GLD -0.7%, SLV -0.5% · SHY +0.0%, TLT +0.8%, IGOV +0.2%
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 |
|
EMXC
|
3.0% |
+2.9% |
+1.8σ |
|
DOGE-USD
|
15.0% |
+14.2% |
+1.5σ |
|
BTC-USD
|
7.4% |
+7.1% |
+1.4σ |
|
DBA
|
2.0% |
+2.0% |
+1.4σ |
|
QQQ
|
3.0% |
+2.7% |
+1.1σ |
7-Day Horizon
| Ticker |
Range |
△7d |
Z-Score |
|
KRWUSD
|
6.1% |
-1.9% |
+2.2σ |
|
EMXC
|
6.0% |
+5.1% |
+1.2σ |
28-Day Horizon
| Ticker |
Range |
△28d |
Z-Score |
|
USO
|
30.3% |
+12.1% |
+1.6σ |
|
KRWUSD
|
7.1% |
+0.7% |
+1.2σ |
365-Day Horizon
| Ticker |
Range |
△365d |
Z-Score |
|
KRWUSD
|
25.0% |
+4.0% |
+2.2σ |
|
USO
|
147.5% |
+101.7% |
+2.0σ |
|
EMXC
|
64.8% |
+54.1% |
+1.6σ |
|
SLV
|
181.3% |
+48.9% |
+1.6σ |
Monday, Sep 21
-
Chicago Fed National Activity Index (Today's Print):
Actual: -0.04 vs Consensus: 0.00 (Prior: +0.08) —
Headline index slipped into mild contraction led by softer production indicators, but the three-month moving average ticked up to +0.01 to indicate trend-line economic expansion.
Tuesday, Sep 22
Wednesday, Sep 23
-
S&P Global Flash US Manufacturing PMI (Wednesday 9:45 AM ET):
Consensus: 48.5 / Prior: 47.9 —
Watching whether goods contraction decelerates; focus centers on new order destocking and input costs as factory sentiment tests multi-month floors.
-
S&P Global Flash US Services PMI (Wednesday 9:45 AM ET):
Consensus: 55.2 / Prior: 55.7 —
Key growth anchor for Q3 GDP; attention on the prices-paid component and service-sector hiring rates to gauge lingering underlying price stickiness.
Thursday, Sep 24
-
US Initial Jobless Claims (Thursday 8:30 AM ET):
Consensus: 215k / Prior: 196k —
High-frequency labor health check; markets will parse whether recent sub-200k prints hold or if continuing claims show re-hiring friction.
-
US New Home Sales (Thursday 10:00 AM ET):
Consensus: 695k / Prior: 739k —
Leading demand read on rate sensitivity; monitoring whether recent mortgage yield pullbacks and builder incentives sustain contract velocity.
Friday, Sep 25
-
US Durable Goods Orders (Friday 8:30 AM ET):
Consensus: -2.8% MoM / Prior: +9.8% MoM —
Core capex barometer; headline will absorb civilian aircraft payback while markets scrutinize non-defense ex-air shipments for enterprise equipment investment momentum.
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| SPY |
773.29 |
1.5% |
1.7% |
1% |
17% |
| QQQ |
741.07 |
2.7% |
4.5% |
5% |
24% |
| IWM |
285.67 |
0.6% |
-0.7% |
-4% |
18% |
| RSP |
212.68 |
0.2% |
-1.1% |
-4% |
14% |
| IJR |
139.26 |
0.3% |
-1.4% |
-5% |
18% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| EZU |
68.99 |
1.3% |
0.7% |
-3% |
16% |
| EMXC |
102.09 |
2.9% |
5.1% |
6% |
54% |
| EWJ |
97.96 |
1.0% |
0.1% |
3% |
26% |
| EWU |
47.69 |
0.9% |
-0.5% |
-3% |
18% |
| FXI |
34.91 |
1.7% |
0.1% |
-2% |
-13% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| USO |
148.16 |
-3.7% |
-5.4% |
12% |
102% |
| DBA |
28.68 |
2.0% |
-1.0% |
1% |
11% |
| CPER |
40.67 |
1.1% |
6.3% |
1% |
42% |
| GLD |
398.23 |
-0.7% |
1.3% |
-7% |
15% |
| SLV |
59.63 |
-0.5% |
4.7% |
-4% |
49% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| SHY |
81.29 |
0.0% |
-0.1% |
-1% |
2% |
| TLT |
81.89 |
0.8% |
1.3% |
-0% |
-3% |
| IGOV |
40.60 |
0.2% |
-0.3% |
-2% |
-3% |
Crypto
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| BTC-USD |
86,903.81 |
7.1% |
9.4% |
10% |
-25% |
| ETH-USD |
2,794.09 |
6.0% |
7.7% |
13% |
-37% |
| DOGE-USD |
0.1004 |
14.2% |
16.8% |
12% |
-62% |
Fx Eur
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| EURUSD |
1.15 |
-0.2% |
-0.7% |
-2% |
-3% |
| GBPUSD |
1.34 |
-0.2% |
-1.0% |
-2% |
-1% |
| SEKUSD |
0.1016 |
-0.1% |
-0.8% |
-4% |
-4% |
| NOKUSD |
0.1059 |
-0.4% |
-1.2% |
-1% |
6% |
| CHFUSD |
1.22 |
0.1% |
-0.4% |
-2% |
-3% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| JPYUSD |
0.0063523 |
-0.4% |
-2.0% |
1% |
-6% |
| KRWUSD |
0.0007278 |
0.8% |
-1.9% |
1% |
4% |
| TWDUSD |
0.0315 |
0.0% |
0.0% |
0% |
-5% |
| CNYUSD |
0.1494 |
0.1% |
0.2% |
0% |
6% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| CADUSD |
0.7124 |
-0.3% |
-0.9% |
-1% |
-2% |
| AUDUSD |
0.7120 |
-0.1% |
-0.3% |
-0% |
8% |
| NZDUSD |
0.5717 |
-0.2% |
-1.0% |
-4% |
-2% |
| MXNUSD |
0.0581 |
0.0% |
-0.3% |
-2% |
7% |
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 |
| OPCH |
Option Care Health, Inc. |
195 |
35.2% |
health care facilities |
9.7 |
15.4 |
| HCA |
HCA Healthcare, Inc. |
151 |
24.1% |
health care facilities |
9.3 |
9.7 |
| GME |
GameStop Corp. |
127 |
20.9% |
computer & electronics retail |
26.4 |
43.9 |
Stocks Crossing Below 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Runup |
Industry |
P/OI |
5Y Avg |
| FTI |
TechnipFMC plc |
506 |
49.6% |
oil & gas equipment & services |
16.8 |
14.8 |
| CSX |
CSX CORP |
473 |
23.4% |
rail transportation |
17.3 |
12.7 |
| LAMR |
LAMAR ADVERTISING CO/NEW |
172 |
22.8% |
other specialized reits |
20.1 |
16.7 |
| INVX |
Innovex International, Inc. |
51 |
20.2% |
oil & gas equipment & services |
16.3 |
12.6 |
| UNP |
UNION PACIFIC CORP |
241 |
19.1% |
rail transportation |
15.7 |
14.0 |
Individual Stock Volatility Scanners
Largest Volatility Spikes in the Past Day
| Ticker |
Name |
Sector |
Range |
△1d |
Z-Score |
| AKAM |
AKAMAI TECHNOLOGIES INC |
information technology |
12.5% |
+12.3% |
+4.7σ |
| META |
Meta Platforms, Inc. |
communication services |
13.1% |
+11.4% |
+4.3σ |
| PSKY |
Paramount Skydance Corp |
communication services |
16.8% |
-2.9% |
+4.2σ |
| GPC |
GENUINE PARTS CO |
consumer discretionary |
7.9% |
-5.9% |
+3.8σ |
| INTC |
INTEL CORP |
information technology |
14.6% |
+12.0% |
+3.5σ |
| MPC |
Marathon Petroleum Corp |
energy |
7.9% |
-5.7% |
+3.2σ |
| BBT |
Beacon Financial Corp |
financials |
7.2% |
-6.7% |
+3.0σ |
| AMRX |
Amneal Pharmaceuticals, Inc. |
health care |
13.2% |
+8.2% |
+2.9σ |
| FIVN |
Five9, Inc. |
information technology |
13.9% |
+13.5% |
+2.9σ |
| DINO |
HF Sinclair Corp |
energy |
9.0% |
-5.7% |
+2.9σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| ENVA |
Enova International, Inc. |
financials |
35.0% |
-24.4% |
+4.9σ |
| AN |
AUTONATION, INC. |
consumer discretionary |
24.7% |
-17.9% |
+4.4σ |
| SDGR |
Schrodinger, Inc. |
health care |
52.3% |
+45.7% |
+4.3σ |
| JBHT |
HUNT J B TRANSPORT SERVICES INC |
industrials |
19.7% |
-14.1% |
+3.8σ |
| GNRC |
GENERAC HOLDINGS INC. |
industrials |
33.8% |
+15.8% |
+3.5σ |
| TMUS |
T-Mobile US, Inc. |
communication services |
14.1% |
-9.6% |
+3.2σ |
| COHU |
COHU INC |
information technology |
27.6% |
+21.3% |
+2.8σ |
| VVV |
VALVOLINE INC |
consumer discretionary |
16.3% |
-12.3% |
+2.8σ |
| ALHC |
Alignment Healthcare, Inc. |
health care |
61.1% |
-35.6% |
+2.6σ |
| SAH |
SONIC AUTOMOTIVE INC |
consumer discretionary |
21.5% |
-13.7% |
+2.6σ |
Largest Volatility Spikes in the Past 28 Days
| Ticker |
Name |
Sector |
Range |
△28d |
Z-Score |
| APH |
AMPHENOL CORP /DE/ |
information technology |
112.8% |
-48.1% |
+7.0σ |
| RUSHA |
RUSH ENTERPRISES INC \TX\ |
industrials |
65.0% |
-38.9% |
+6.0σ |
| CASY |
CASEYS GENERAL STORES INC |
consumer staples |
47.2% |
-31.5% |
+5.9σ |
| COO |
COOPER COMPANIES, INC. |
health care |
48.6% |
-28.6% |
+5.0σ |
| PCG |
PG&E Corp |
utilities |
46.1% |
-28.2% |
+4.6σ |
| EIX |
EDISON INTERNATIONAL |
utilities |
43.4% |
-25.7% |
+4.2σ |
| ENOV |
Enovis CORP |
health care |
48.2% |
-28.5% |
+3.2σ |
| AON |
Aon plc |
financials |
23.9% |
-19.0% |
+3.2σ |
| CLX |
CLOROX CO /DE/ |
consumer staples |
29.9% |
-20.8% |
+3.1σ |
| SYK |
STRYKER CORP |
health care |
24.9% |
-16.4% |
+3.0σ |
Largest Volatility Spikes in the Past 365 Days
| Ticker |
Name |
Sector |
Range |
△365d |
Z-Score |
| ROL |
ROLLINS INC |
industrials |
106.8% |
-41.4% |
+4.8σ |
| MNST |
Monster Beverage Corp |
consumer staples |
137.9% |
-31.2% |
+4.6σ |
| KLAC |
KLA CORP |
information technology |
1,365.6% |
-82.8% |
+4.1σ |
| OI |
O-I Glass, Inc. /DE/ |
materials |
180.0% |
-53.6% |
+4.0σ |
| VRRM |
VERRA MOBILITY Corp |
industrials |
687.9% |
-85.6% |
+3.8σ |
| ABR |
ARBOR REALTY TRUST INC |
financials |
176.8% |
-60.4% |
+3.8σ |
| DD |
DuPont de Nemours, Inc. |
industrials |
388.8% |
+300.0% |
+3.7σ |
| QLYS |
QUALYS, INC. |
information technology |
170.5% |
+32.7% |
+3.6σ |
| PENG |
Penguin Solutions, Inc. |
information technology |
460.2% |
+96.8% |
+3.5σ |
| PZZA |
PAPA JOHNS INTERNATIONAL INC |
consumer discretionary |
177.3% |
-55.0% |
+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.
