· EZU -0.7%, EMXC +1.5%, EWJ +0.5%, EWU -0.8%, FXI -0.3% · USO -1.7%, DBA +0.0%, CPER +0.0%, GLD -0.2%, SLV +0.5% · SHY -0.0%, TLT -0.1%, IGOV -0.0%
⚠ Upcoming Capital Movements
-
VIX Expiration (October 21, 2026 - in 2 days):
VIX futures and options expire. Often drives mechanical hedging flows and morning volatility.
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 |
|
EMXC
|
6.5% |
-4.4% |
+1.4σ |
28-Day Horizon
| Ticker |
Range |
△28d |
Z-Score |
|
MXNUSD
|
7.9% |
-6.7% |
+1.3σ |
|
EMXC
|
11.9% |
-8.2% |
+1.1σ |
365-Day Horizon
| Ticker |
Range |
△365d |
Z-Score |
|
USO
|
147.5% |
+134.5% |
+2.0σ |
|
SLV
|
163.4% |
+8.5% |
+1.3σ |
|
EMXC
|
60.0% |
+34.5% |
+1.3σ |
Monday, Oct 19
Tuesday, Oct 20
-
Building Permits and Housing Starts (8:30 AM ET):
Consensus: Starts ~1.35M annualized; Permits ~1.42M annualized —
Focus on single-family activity vs. volatile multi-family permits; rate sensitivity remains high as markets gauge whether recent mortgage rate stabilization is translating into pipeline supply.
Wednesday, Oct 21
Thursday, Oct 22
-
Initial Jobless Claims (8:30 AM ET):
Consensus: ~225k (Prior: 228k); Continuing Claims: ~1.86M —
Watching for trend acceleration above the 235k threshold to confirm labor market softening; any upside spike could reinforce front-loaded Fed easing wagers and bull-flatten yields.
Friday, Oct 23
-
S&P Global Flash US Manufacturing & Services PMI (9:45 AM ET):
Consensus: Manufacturing ~49.8; Services ~53.0; Composite ~52.5 —
Key gauge of late-Q3/early-Q4 momentum; focus is on the divergence between resilient services demand and factory drag, with prices paid sub-indices scrutinized for sticky service-sector inflation.
-
University of Michigan Consumer Sentiment - Final (10:00 AM ET):
Consensus: Sentiment ~69.0; 1-Yr Inflation ~2.9%; 5-Yr Inflation ~3.0% —
Final prints rarely move headline sentiment sharply, but Fed watchers will hone in on revisions to 1-year and 5-to-10-year inflation expectations to ensure long-run anchor stability.
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SPY |
767.48 |
0.6% |
-1.4% |
-1% |
15% |
| ■ QQQ |
719.41 |
1.4% |
-3.6% |
-3% |
18% |
| ■ IWM |
272.01 |
0.6% |
-2.1% |
-5% |
10% |
| ■ RSP |
214.27 |
0.1% |
0.5% |
1% |
14% |
| ■ IJR |
136.34 |
0.3% |
-0.8% |
-2% |
15% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EZU |
65.40 |
-0.7% |
-0.3% |
-5% |
7% |
| ■ EMXC |
93.70 |
1.5% |
-4.4% |
-8% |
35% |
| ■ EWJ |
95.35 |
0.5% |
-2.0% |
-3% |
19% |
| ■ EWU |
47.66 |
-0.8% |
2.0% |
-0% |
17% |
| ■ FXI |
33.76 |
-0.3% |
-1.1% |
-3% |
-15% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ USO |
159.05 |
-1.7% |
5.3% |
7% |
134% |
| ■ DBA |
28.23 |
0.0% |
-0.7% |
-2% |
9% |
| ■ CPER |
39.52 |
0.0% |
-2.7% |
-3% |
27% |
| ■ GLD |
381.22 |
-0.2% |
-0.2% |
-4% |
-5% |
| ■ SLV |
51.79 |
0.5% |
-4.7% |
-13% |
9% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SHY |
81.34 |
-0.0% |
0.2% |
0% |
1% |
| ■ TLT |
79.94 |
-0.1% |
2.4% |
-2% |
-9% |
| ■ IGOV |
40.04 |
-0.0% |
1.1% |
-1% |
-5% |
Crypto
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ BTC-USD |
82,185.51 |
0.7% |
-0.9% |
-5% |
-24% |
| ■ ETH-USD |
2,404.79 |
-1.7% |
-5.1% |
-14% |
-40% |
| ■ DOGE-USD |
0.0792 |
-2.4% |
-7.1% |
-21% |
-59% |
Fx Eur
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EURUSD |
1.12 |
-0.3% |
0.4% |
-2% |
-4% |
| ■ GBPUSD |
1.33 |
-0.2% |
0.7% |
-0% |
-1% |
| ■ SEKUSD |
0.1011 |
0.1% |
1.2% |
-1% |
-5% |
| ■ NOKUSD |
0.1063 |
0.4% |
1.5% |
0% |
7% |
| ■ CHFUSD |
1.21 |
-0.2% |
1.0% |
-0% |
-4% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ JPYUSD |
0.0063134 |
-0.3% |
0.1% |
-1% |
-5% |
| ■ KRWUSD |
0.0007521 |
0.2% |
0.3% |
3% |
7% |
| ■ TWDUSD |
0.0308 |
-0.2% |
-1.7% |
-2% |
-6% |
| ■ CNYUSD |
0.1497 |
-0.1% |
0.0% |
0% |
7% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ CADUSD |
0.7090 |
0.3% |
1.1% |
-0% |
-1% |
| ■ AUDUSD |
0.6989 |
0.5% |
0.3% |
-2% |
8% |
| ■ NZDUSD |
0.5672 |
0.2% |
1.3% |
-1% |
-1% |
| ■ MXNUSD |
0.0542 |
-0.2% |
-0.8% |
-7% |
-0% |
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 |
| CSGP |
COSTAR GROUP, INC. |
377 |
40.7% |
real estate services |
57.5 |
50.0 |
| PAHC |
PHIBRO ANIMAL HEALTH CORP |
162 |
37.5% |
pharmaceuticals |
8.0 |
9.0 |
| IDXX |
IDEXX LABORATORIES INC /DE |
65 |
10.9% |
health care equipment |
30.3 |
37.5 |
| CHH |
CHOICE HOTELS INTERNATIONAL INC /DE |
48 |
10.2% |
hotels, resorts & cruise lines |
12.0 |
13.0 |
Stocks Crossing Below 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Runup |
Industry |
P/OI |
5Y Avg |
| MAN |
ManpowerGroup Inc. |
142 |
73.4% |
human resource & employment services |
6.0 |
8.7 |
| SNX |
TD SYNNEX CORP |
209 |
57.9% |
technology distributors |
11.2 |
8.8 |
| CSCO |
CISCO SYSTEMS, INC. |
532 |
53.6% |
communications equipment |
|
18.1 |
| RHI |
ROBERT HALF INC. |
149 |
50.7% |
human resource & employment services |
278.9 |
20.8 |
| MDB |
MongoDB, Inc. |
79 |
49.5% |
None |
|
|
| SMTC |
SEMTECH CORP |
78 |
47.8% |
semiconductors |
141.1 |
38.8 |
| AMCX |
AMC Global Media Inc. |
156 |
41.2% |
None |
5.2 |
5.0 |
| SMCI |
Super Micro Computer, Inc. |
70 |
37.0% |
technology hardware, storage & peripherals |
7.7 |
21.2 |
| CZR |
Caesars Entertainment, Inc. |
232 |
24.9% |
casinos & gaming |
3.0 |
3.7 |
| WCC |
WESCO INTERNATIONAL INC |
78 |
18.2% |
trading companies & distributors |
11.7 |
7.1 |
Individual Stock Volatility Scanners
Largest Volatility Spikes in the Past Day
| Ticker |
Name |
Sector |
Range |
△1d |
Z-Score |
| CLF |
CLEVELAND-CLIFFS INC. |
steel |
20.0% |
+12.4% |
+4.3σ |
| WERN |
WERNER ENTERPRISES INC |
cargo ground transportation |
4.9% |
-2.8% |
+1.3σ |
| SLGN |
SILGAN HOLDINGS INC |
metal, glass & plastic containers |
4.0% |
+3.3% |
+1.3σ |
| STWD |
STARWOOD PROPERTY TRUST, INC. |
mortgage reits |
3.2% |
-1.8% |
+1.0σ |
| FMC |
FMC CORP |
fertilizers & agricultural chemicals |
6.7% |
-3.7% |
+1.0σ |
| HCA |
HCA Healthcare, Inc. |
health care facilities |
4.1% |
-1.1% |
+0.9σ |
| EIG |
Employers Holdings, Inc. |
property & casualty insurance |
3.3% |
+2.6% |
+0.9σ |
| RBA |
RB GLOBAL INC. |
diversified support services |
3.9% |
-3.8% |
+0.9σ |
| FORM |
FORMFACTOR INC |
semiconductor materials & equipment |
7.5% |
+5.6% |
+0.9σ |
| UCTT |
Ultra Clean Holdings, Inc. |
semiconductor materials & equipment |
7.6% |
+3.7% |
+0.7σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| FMC |
FMC CORP |
fertilizers & agricultural chemicals |
65.4% |
-34.6% |
+5.9σ |
| FUN |
Six Flags Entertainment Corporation/NEW |
leisure facilities |
49.2% |
-32.9% |
+5.3σ |
| MAN |
ManpowerGroup Inc. |
human resource & employment services |
29.4% |
-21.0% |
+4.0σ |
| PDFS |
PDF SOLUTIONS INC |
semiconductor materials & equipment |
35.8% |
-22.7% |
+3.8σ |
| FLEX |
FLEX LTD. |
electronic manufacturing services |
30.0% |
-21.8% |
+3.3σ |
| HPE |
Hewlett Packard Enterprise Co |
technology hardware, storage & peripherals |
27.9% |
-18.9% |
+3.1σ |
| COHU |
COHU INC |
semiconductor materials & equipment |
29.7% |
-19.2% |
+3.0σ |
| PENG |
Penguin Solutions, Inc. |
semiconductors |
39.4% |
-24.7% |
+2.7σ |
| AMAT |
APPLIED MATERIALS INC /DE |
semiconductor materials & equipment |
21.6% |
-14.7% |
+2.4σ |
| DELL |
Dell Technologies Inc. |
technology hardware, storage & peripherals |
27.7% |
-18.7% |
+2.4σ |
Largest Volatility Spikes in the Past 28 Days
| Ticker |
Name |
Sector |
Range |
△28d |
Z-Score |
| CTVA |
Corteva, Inc. |
fertilizers & agricultural chemicals |
600.7% |
-83.6% |
+9.3σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
71.5% |
-39.2% |
+4.6σ |
| FMC |
FMC CORP |
fertilizers & agricultural chemicals |
110.2% |
-47.0% |
+4.6σ |
| PTC |
PTC INC. |
application software |
46.7% |
+43.0% |
+4.1σ |
| GEN |
Gen Digital Inc. |
systems software |
45.5% |
-17.3% |
+3.7σ |
| UNIT |
Uniti Group Inc. |
alternative carriers |
76.2% |
-41.1% |
+3.4σ |
| FICO |
FAIR ISAAC CORP |
application software |
60.7% |
-17.0% |
+3.4σ |
| DFH |
Dream Finders Homes, Inc. |
homebuilding |
66.7% |
-24.8% |
+3.3σ |
| BXMT |
BLACKSTONE MORTGAGE TRUST, INC. |
mortgage reits |
30.0% |
-22.2% |
+3.1σ |
| MRP |
Millrose Properties, Inc. |
single-family residential reits |
37.5% |
-22.6% |
+3.0σ |
Largest Volatility Spikes in the Past 365 Days
| Ticker |
Name |
Sector |
Range |
△365d |
Z-Score |
| CTVA |
Corteva, Inc. |
fertilizers & agricultural chemicals |
674.9% |
-79.0% |
+9.2σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
328.7% |
-76.2% |
+5.7σ |
| ROL |
ROLLINS INC |
environmental & facilities services |
125.2% |
-40.8% |
+4.7σ |
| OI |
O-I Glass, Inc. /DE/ |
metal, glass & plastic containers |
219.1% |
-52.0% |
+4.4σ |
| MPC |
Marathon Petroleum Corp |
oil & gas refining & marketing |
202.3% |
+162.2% |
+3.7σ |
| VRRM |
VERRA MOBILITY Corp |
data processing & outsourced services |
822.1% |
-88.5% |
+3.7σ |
| WHR |
WHIRLPOOL CORP /DE/ |
household appliances |
245.2% |
-61.7% |
+3.6σ |
| HUBG |
Hub Group, Inc. |
air freight & logistics |
107.0% |
-27.5% |
+3.6σ |
| KLAC |
KLA CORP |
semiconductor materials & equipment |
1,366.9% |
-85.1% |
+3.6σ |
| WD |
Walker & Dunlop, Inc. |
commercial & residential mortgage finance |
178.1% |
-59.8% |
+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.
