· EZU +1.0%, EMXC -1.1%, EWJ -0.5%, EWU +1.8%, FXI +1.1% · USO +2.4%, DBA +0.1%, CPER -0.5%, GLD +1.8%, SLV +3.4% · SHY +0.1%, TLT +1.4%, IGOV +0.7%
⚠ Upcoming Capital Movements
-
Monthly OPEX (October 16, 2026 - Tomorrow):
Standard monthly options expiration. Triggers dealer gamma hedging flows (vanna/charm) which can unpin markets after expiration.
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
|
3.2% |
-1.1% |
+2.0σ |
|
TLT
|
2.0% |
+1.4% |
+1.2σ |
7-Day Horizon
| Ticker |
Range |
△7d |
Z-Score |
|
EMXC
|
7.9% |
-4.2% |
+2.1σ |
28-Day Horizon
| Ticker |
Range |
△28d |
Z-Score |
|
MXNUSD
|
8.6% |
-6.7% |
+1.6σ |
|
EMXC
|
11.8% |
-5.2% |
+1.1σ |
365-Day Horizon
| Ticker |
Range |
△365d |
Z-Score |
|
USO
|
147.5% |
+128.0% |
+2.0σ |
|
SLV
|
163.4% |
+7.4% |
+1.3σ |
|
EMXC
|
60.0% |
+38.2% |
+1.3σ |
Thursday, Oct 15
-
Retail Sales & Producer Price Index (PPI) (Today's Print):
PPI MoM: Actual +1.3% vs Consensus +0.6% | Retail Sales MoM: Actual +0.8% vs Consensus +0.3% —
Surging energy costs drove wholesale inflation to multi-year highs while headline retail spending beat forecasts, though gasoline price pass-through drove nominal gains and rekindled Fed rate-hike scrutiny.
Friday, Oct 16
-
Import and Export Price Indexes (Friday 8:30 AM ET):
Consensus: Import Prices +0.6% MoM / Prior: +0.7% (Export Prices Prior: +0.6%) —
Focus rests on imported fuel and nonfuel price pressures following upstream wholesale beats to assess whether cross-border supply chains are exacerbating domestic pipeline inflation.
-
Industrial Production and Capacity Utilization (Friday 9:15 AM ET):
Consensus: IP +0.4% MoM / Prior: 0.0% | Capacity Utilization Consensus: 76.5% / Prior: 76.3% —
Traders watch for a manufacturing and utility-led rebound from August's flat print to gauge factory output momentum and capacity tightness across the industrial sector.
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SPY |
771.77 |
0.3% |
-0.3% |
1% |
17% |
| ■ QQQ |
728.00 |
-0.1% |
-2.7% |
2% |
21% |
| ■ IWM |
275.05 |
1.3% |
-0.9% |
-4% |
11% |
| ■ RSP |
214.98 |
1.4% |
1.4% |
1% |
15% |
| ■ IJR |
137.19 |
1.3% |
-0.1% |
-2% |
16% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EZU |
66.01 |
1.0% |
0.6% |
-4% |
9% |
| ■ EMXC |
94.06 |
-1.1% |
-4.2% |
-5% |
38% |
| ■ EWJ |
95.42 |
-0.5% |
-1.9% |
-3% |
22% |
| ■ EWU |
47.76 |
1.8% |
3.3% |
-0% |
18% |
| ■ FXI |
34.25 |
1.1% |
2.3% |
0% |
-12% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ USO |
157.31 |
2.4% |
6.9% |
1% |
128% |
| ■ DBA |
28.30 |
0.1% |
-0.1% |
-0% |
10% |
| ■ CPER |
39.46 |
-0.5% |
0.1% |
-1% |
28% |
| ■ GLD |
382.71 |
1.8% |
1.0% |
-4% |
-1% |
| ■ SLV |
51.92 |
3.4% |
-2.9% |
-12% |
7% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SHY |
81.29 |
0.1% |
0.1% |
-0% |
1% |
| ■ TLT |
79.97 |
1.4% |
2.7% |
-2% |
-8% |
| ■ IGOV |
39.96 |
0.7% |
0.6% |
-1% |
-5% |
Crypto
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ BTC-USD |
82,324.68 |
0.6% |
0.8% |
7% |
-26% |
| ■ ETH-USD |
2,458.73 |
1.2% |
-0.3% |
0% |
-38% |
| ■ DOGE-USD |
0.0815 |
-0.8% |
-3.0% |
-0% |
-58% |
Fx Eur
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EURUSD |
1.12 |
0.5% |
0.1% |
-2% |
-4% |
| ■ GBPUSD |
1.33 |
0.6% |
0.4% |
-1% |
-1% |
| ■ SEKUSD |
0.1005 |
0.7% |
0.3% |
-1% |
-5% |
| ■ NOKUSD |
0.1056 |
0.4% |
1.0% |
-1% |
7% |
| ■ CHFUSD |
1.21 |
0.9% |
0.8% |
-0% |
-4% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ JPYUSD |
0.0063258 |
0.1% |
0.0% |
-1% |
-4% |
| ■ KRWUSD |
0.0007455 |
0.0% |
0.0% |
3% |
6% |
| ■ TWDUSD |
0.0309 |
-0.8% |
-1.3% |
-2% |
-5% |
| ■ CNYUSD |
0.1495 |
0.0% |
0.2% |
0% |
7% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ CADUSD |
0.7048 |
0.3% |
0.4% |
-1% |
-1% |
| ■ AUDUSD |
0.6921 |
-0.8% |
-0.5% |
-3% |
6% |
| ■ NZDUSD |
0.5618 |
0.4% |
0.3% |
-2% |
-2% |
| ■ MXNUSD |
0.0543 |
0.4% |
-2.5% |
-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 |
| GTM |
ZoomInfo Technologies Inc. |
279 |
61.4% |
interactive media & services |
|
21.4 |
| MMS |
MAXIMUS, INC. |
252 |
27.3% |
data processing & outsourced services |
4.8 |
8.9 |
| BKE |
BUCKLE INC |
159 |
17.8% |
apparel retail |
8.7 |
7.2 |
| BBWI |
Bath & Body Works, Inc. |
68 |
16.7% |
other specialty retail |
3.4 |
5.2 |
| CRNC |
Cerence Inc. |
70 |
15.4% |
None |
15.4 |
13.8 |
| WMT |
Walmart Inc. |
145 |
15.0% |
consumer staples merchandise retail |
29.0 |
23.6 |
| KMPR |
KEMPER Corp |
78 |
13.4% |
multi-line insurance |
|
18.5 |
Stocks Crossing Below 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Runup |
Industry |
P/OI |
5Y Avg |
| IRDM |
Iridium Communications Inc. |
245 |
105.5% |
alternative carriers |
22.6 |
28.9 |
| LITE |
Lumentum Holdings Inc. |
75 |
30.9% |
communications equipment |
118.1 |
37.4 |
Individual Stock Volatility Scanners
Largest Volatility Spikes in the Past Day
| Ticker |
Name |
Sector |
Range |
△1d |
Z-Score |
| FMC |
FMC CORP |
fertilizers & agricultural chemicals |
58.1% |
-30.6% |
+13.9σ |
| MAN |
ManpowerGroup Inc. |
human resource & employment services |
21.8% |
-15.8% |
+8.3σ |
| ENR |
ENERGIZER HOLDINGS, INC. |
household products |
13.2% |
+0.4% |
+4.6σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
11.8% |
+7.1% |
+4.0σ |
| PAG |
PENSKE AUTOMOTIVE GROUP, INC. |
automotive retail |
8.9% |
+8.8% |
+4.0σ |
| MTSI |
MACOM Technology Solutions Holdings, Inc. |
semiconductors |
13.3% |
-6.8% |
+3.8σ |
| DMC |
DEL MONTE CORP |
packaged foods & meats |
6.5% |
-2.2% |
+3.8σ |
| TRU |
TransUnion |
research & consulting services |
10.7% |
+10.7% |
+3.8σ |
| KRMN |
Karman Holdings Inc. |
aerospace & defense |
16.4% |
+12.5% |
+3.7σ |
| BRO |
BROWN & BROWN, INC. |
insurance brokers |
6.6% |
+4.9% |
+3.6σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| FMC |
FMC CORP |
fertilizers & agricultural chemicals |
74.2% |
-37.0% |
+6.9σ |
| PDFS |
PDF SOLUTIONS INC |
semiconductor materials & equipment |
41.1% |
-20.9% |
+4.6σ |
| CCI |
CROWN CASTLE INC. |
telecom tower reits |
19.4% |
+16.1% |
+4.5σ |
| FUN |
Six Flags Entertainment Corporation/NEW |
leisure facilities |
40.6% |
-24.9% |
+4.4σ |
| COHU |
COHU INC |
semiconductor materials & equipment |
36.1% |
-19.7% |
+4.0σ |
| MAN |
ManpowerGroup Inc. |
human resource & employment services |
27.7% |
-19.6% |
+3.8σ |
| TMUS |
T-Mobile US, Inc. |
wireless telecommunication services |
15.8% |
-8.3% |
+3.7σ |
| MTSI |
MACOM Technology Solutions Holdings, Inc. |
semiconductors |
30.7% |
-15.8% |
+3.6σ |
| FLEX |
FLEX LTD. |
electronic manufacturing services |
30.7% |
-14.2% |
+3.4σ |
| VZ |
VERIZON COMMUNICATIONS INC |
integrated telecommunication services |
13.6% |
-4.2% |
+3.4σ |
Largest Volatility Spikes in the Past 28 Days
| Ticker |
Name |
Sector |
Range |
△28d |
Z-Score |
| CTVA |
Corteva, Inc. |
fertilizers & agricultural chemicals |
600.7% |
-84.2% |
+10.4σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
72.3% |
-37.6% |
+4.8σ |
| FMC |
FMC CORP |
fertilizers & agricultural chemicals |
110.2% |
-45.0% |
+4.7σ |
| PTC |
PTC INC. |
application software |
47.7% |
+43.7% |
+4.3σ |
| GEN |
Gen Digital Inc. |
systems software |
48.5% |
-17.8% |
+4.1σ |
| FICO |
FAIR ISAAC CORP |
application software |
65.6% |
-20.3% |
+3.8σ |
| DFH |
Dream Finders Homes, Inc. |
homebuilding |
66.7% |
-27.9% |
+3.3σ |
| UNIT |
Uniti Group Inc. |
alternative carriers |
72.2% |
-37.7% |
+3.3σ |
| MRP |
Millrose Properties, Inc. |
single-family residential reits |
38.0% |
-22.8% |
+3.2σ |
| STC |
STEWART INFORMATION SERVICES CORP |
property & casualty insurance |
34.2% |
-20.5% |
+3.1σ |
Largest Volatility Spikes in the Past 365 Days
| Ticker |
Name |
Sector |
Range |
△365d |
Z-Score |
| CTVA |
Corteva, Inc. |
fertilizers & agricultural chemicals |
674.9% |
-79.1% |
+10.3σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
337.0% |
-74.8% |
+6.0σ |
| ROL |
ROLLINS INC |
environmental & facilities services |
125.2% |
-39.1% |
+4.8σ |
| OI |
O-I Glass, Inc. /DE/ |
metal, glass & plastic containers |
219.1% |
-49.7% |
+4.5σ |
| VRRM |
VERRA MOBILITY Corp |
data processing & outsourced services |
822.1% |
-87.9% |
+3.8σ |
| MPC |
Marathon Petroleum Corp |
oil & gas refining & marketing |
201.0% |
+162.0% |
+3.7σ |
| HUBG |
Hub Group, Inc. |
air freight & logistics |
107.0% |
-20.1% |
+3.7σ |
| KLAC |
KLA CORP |
semiconductor materials & equipment |
1,365.6% |
-83.9% |
+3.7σ |
| WD |
Walker & Dunlop, Inc. |
commercial & residential mortgage finance |
178.1% |
-59.5% |
+3.6σ |
| WHR |
WHIRLPOOL CORP /DE/ |
household appliances |
239.0% |
-60.7% |
+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.
