· EZU +0.2%, EMXC +1.0%, EWJ +0.4%, EWU -1.0%, FXI -0.5% · USO -0.7%, DBA -0.3%, CPER +0.6%, GLD +0.4%, SLV +0.2% · SHY -0.0%, TLT -0.1%, IGOV +0.3%
Volatility Alerts (≥1.0σ True Range)
Assets experiencing unusually wide trading range comparedto log-normal historical baseline.
28-Day Horizon
| Ticker |
Range |
△28d |
Z-Score |
|
EMXC
|
14.3% |
-8.2% |
+1.7σ |
365-Day Horizon
| Ticker |
Range |
△365d |
Z-Score |
|
USO
|
157.6% |
+125.7% |
+2.2σ |
|
EMXC
|
60.0% |
+30.7% |
+1.3σ |
|
SLV
|
160.1% |
+15.0% |
+1.3σ |
Tuesday, Oct 27
-
CB Consumer Confidence (10:00 AM ET):
Consensus: 81.0 (Prior: 81.9) —
Focus rests on whether the labor differential and expectations sub-index weaken further after September's slump; a downside surprise could soften hawkish policy pricing ahead of the FOMC decision.
Earnings:
KO (BMO),
BA (BMO),
V
Wednesday, Oct 28
-
FOMC Interest Rate Decision (2:00 PM ET):
Consensus: Unchanged at 3.75%–4.00% (~94% hold probability; Prior: 3.75%–4.00%) —
Committee expected to pause following September's 25 bps hike, with market sensitivity centered on Chair's press conference and guidance regarding a potential follow-up increase in December.
Thursday, Oct 29
-
GDP Growth Rate (Q3 Advance Estimate) (8:30 AM ET):
Consensus: +3.0% to +3.3% SAAR (Atlanta Fed GDPNow: 3.5%; Prior: +2.2%) —
Assessing private domestic demand resilience driven by consumer spending and tech capex versus net export drag; a print exceeding 3.0% will lift Treasury yields and cement restrictive rate expectations.
-
Core PCE Price Index (8:30 AM ET):
Consensus: +0.2% to +0.3% MoM / +3.0% to +3.1% YoY (Prior: +0.2% MoM / +3.0% YoY) —
Scrutiny on core services ex-housing to gauge underlying disinflation stall; any reading above 0.2% MoM will reinforce hawkish terminal rate reassessments across the rates curve.
Friday, Oct 30
Earnings:
XOM (BMO),
CVX (BMO)
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SPY |
767.42 |
0.3% |
-0.2% |
0% |
13% |
| ■ QQQ |
716.07 |
0.5% |
-0.2% |
-3% |
15% |
| ■ IWM |
277.91 |
0.4% |
0.8% |
-0% |
12% |
| ■ RSP |
217.19 |
-0.0% |
0.6% |
4% |
15% |
| ■ IJR |
139.30 |
0.3% |
1.2% |
2% |
16% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EZU |
65.04 |
0.2% |
-0.9% |
-5% |
6% |
| ■ EMXC |
92.13 |
1.0% |
-1.2% |
-8% |
31% |
| ■ EWJ |
94.62 |
0.4% |
-0.8% |
-2% |
18% |
| ■ EWU |
47.16 |
-1.0% |
-1.3% |
1% |
13% |
| ■ FXI |
32.38 |
-0.5% |
-3.4% |
-4% |
-20% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ USO |
165.04 |
-0.7% |
2.8% |
15% |
126% |
| ■ DBA |
27.54 |
-0.3% |
-2.2% |
-2% |
9% |
| ■ CPER |
39.64 |
0.6% |
-0.3% |
-1% |
24% |
| ■ GLD |
369.15 |
0.4% |
-2.3% |
-4% |
1% |
| ■ SLV |
48.76 |
0.2% |
-6.5% |
-12% |
15% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SHY |
81.44 |
-0.0% |
0.2% |
1% |
2% |
| ■ TLT |
81.63 |
-0.1% |
1.9% |
5% |
-7% |
| ■ IGOV |
40.32 |
0.3% |
0.6% |
1% |
-4% |
Crypto
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ BTC-USD |
79,973.84 |
0.2% |
-3.6% |
-4% |
-30% |
| ■ ETH-USD |
2,321.84 |
0.4% |
-5.1% |
-13% |
-44% |
| ■ DOGE-USD |
0.0775 |
0.4% |
-5.3% |
-17% |
-61% |
Fx Eur
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EURUSD |
1.11 |
-0.3% |
-0.7% |
-2% |
-4% |
| ■ GBPUSD |
1.33 |
-0.2% |
-0.4% |
1% |
-0% |
| ■ SEKUSD |
0.1007 |
0.3% |
-0.4% |
1% |
-6% |
| ■ NOKUSD |
0.1073 |
0.2% |
0.9% |
3% |
7% |
| ■ CHFUSD |
1.21 |
-0.3% |
-0.5% |
1% |
-4% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ JPYUSD |
0.0063356 |
-0.2% |
0.2% |
-0% |
-3% |
| ■ KRWUSD |
0.0007533 |
-0.1% |
-0.1% |
2% |
8% |
| ■ TWDUSD |
0.0308 |
0.5% |
0.2% |
-2% |
-5% |
| ■ CNYUSD |
0.1502 |
0.2% |
0.3% |
1% |
7% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ CADUSD |
0.7129 |
0.1% |
0.2% |
1% |
-0% |
| ■ AUDUSD |
0.7032 |
0.1% |
0.4% |
1% |
7% |
| ■ NZDUSD |
0.5698 |
0.4% |
0.4% |
1% |
-1% |
| ■ MXNUSD |
0.0536 |
-0.1% |
-1.2% |
-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 |
| PARA |
Banzai International, Inc. |
1,047 |
93.8% |
None |
|
|
| PSN |
PARSONS CORP |
90 |
30.7% |
aerospace & defense |
13.7 |
17.7 |
| OIS |
OIL STATES INTERNATIONAL, INC |
161 |
22.2% |
None |
|
19.6 |
| HWKN |
HAWKINS INC |
122 |
20.2% |
commodity chemicals |
27.3 |
18.7 |
Stocks Crossing Below 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Runup |
Industry |
P/OI |
5Y Avg |
| CLW |
Clearwater Paper Corp |
103 |
47.4% |
None |
|
6.7 |
| META |
Meta Platforms, Inc. |
54 |
27.1% |
interactive media & services |
18.4 |
21.9 |
Individual Stock Volatility Scanners
Largest Volatility Spikes in the Past Day
| Ticker |
Name |
Sector |
Range |
△1d |
Z-Score |
| HWKN |
HAWKINS INC |
commodity chemicals |
16.3% |
+14.7% |
+6.0σ |
| PNR |
PENTAIR plc |
industrial machinery & supplies & components |
11.0% |
+8.9% |
+5.8σ |
| XYL |
Xylem Inc. |
industrial machinery & supplies & components |
8.3% |
-7.0% |
+4.6σ |
| AWI |
ARMSTRONG WORLD INDUSTRIES INC |
building products |
8.4% |
-7.7% |
+4.4σ |
| ABG |
ASBURY AUTOMOTIVE GROUP INC |
automotive retail |
10.6% |
+2.0% |
+3.8σ |
| WSO |
WATSCO INC |
trading companies & distributors |
8.4% |
-6.8% |
+3.7σ |
| CTS |
CTS CORP |
electronic manufacturing services |
8.6% |
+8.3% |
+3.6σ |
| AIT |
APPLIED INDUSTRIAL TECHNOLOGIES INC |
trading companies & distributors |
7.5% |
-7.0% |
+3.6σ |
| SMPL |
Simply Good Foods Co |
packaged foods & meats |
10.4% |
+9.0% |
+3.4σ |
| LECO |
LINCOLN ELECTRIC HOLDINGS INC |
industrial machinery & supplies & components |
7.0% |
+4.5% |
+3.4σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| GGG |
GRACO INC |
industrial machinery & supplies & components |
24.1% |
-18.0% |
+7.1σ |
| LKQ |
LKQ CORP |
distributors |
33.3% |
-19.8% |
+6.3σ |
| KALU |
KAISER ALUMINUM CORP |
aluminum |
47.8% |
-28.8% |
+6.3σ |
| RHI |
ROBERT HALF INC. |
human resource & employment services |
39.2% |
+30.9% |
+5.8σ |
| MSM |
MSC INDUSTRIAL DIRECT CO INC |
trading companies & distributors |
19.9% |
-9.5% |
+5.3σ |
| FCFS |
FirstCash Holdings, Inc. |
consumer finance |
26.8% |
-18.1% |
+5.1σ |
| STC |
STEWART INFORMATION SERVICES CORP |
property & casualty insurance |
24.1% |
-16.5% |
+4.7σ |
| CRS |
CARPENTER TECHNOLOGY CORP |
industrial machinery & supplies & components |
37.3% |
-22.7% |
+4.6σ |
| CCI |
CROWN CASTLE INC. |
telecom tower reits |
19.9% |
+6.9% |
+4.5σ |
| BMI |
BADGER METER INC |
electronic equipment & instruments |
24.7% |
+21.0% |
+3.8σ |
Largest Volatility Spikes in the Past 28 Days
| Ticker |
Name |
Sector |
Range |
△28d |
Z-Score |
| CCI |
CROWN CASTLE INC. |
telecom tower reits |
40.0% |
+29.3% |
+4.8σ |
| LQDA |
Liquidia Corp |
pharmaceuticals |
222.4% |
-37.9% |
+4.8σ |
| JBLU |
JETBLUE AIRWAYS CORP |
passenger airlines |
99.1% |
-38.3% |
+4.5σ |
| FUN |
Six Flags Entertainment Corporation/NEW |
leisure facilities |
87.7% |
-34.4% |
+4.2σ |
| FMC |
FMC CORP |
fertilizers & agricultural chemicals |
103.9% |
-47.2% |
+4.1σ |
| FIX |
COMFORT SYSTEMS USA INC |
construction & engineering |
65.2% |
-24.9% |
+4.0σ |
| WM |
WASTE MANAGEMENT INC |
environmental & facilities services |
20.4% |
+15.2% |
+3.8σ |
| TTMI |
TTM TECHNOLOGIES INC |
electronic manufacturing services |
92.3% |
-29.1% |
+3.7σ |
| GGG |
GRACO INC |
industrial machinery & supplies & components |
25.3% |
-14.5% |
+3.7σ |
| FLEX |
FLEX LTD. |
electronic manufacturing services |
65.8% |
-31.4% |
+3.7σ |
Largest Volatility Spikes in the Past 365 Days
| Ticker |
Name |
Sector |
Range |
△365d |
Z-Score |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
313.4% |
-72.5% |
+5.4σ |
| ROL |
ROLLINS INC |
environmental & facilities services |
123.3% |
-38.0% |
+4.5σ |
| LKQ |
LKQ CORP |
distributors |
111.8% |
-42.7% |
+4.3σ |
| OI |
O-I Glass, Inc. /DE/ |
metal, glass & plastic containers |
219.1% |
-47.4% |
+4.3σ |
| QLYS |
QUALYS, INC. |
systems software |
204.3% |
+79.5% |
+3.9σ |
| BOX |
BOX INC |
application software |
104.2% |
+32.3% |
+3.8σ |
| WHR |
WHIRLPOOL CORP /DE/ |
household appliances |
265.6% |
-63.6% |
+3.8σ |
| MPC |
Marathon Petroleum Corp |
oil & gas refining & marketing |
208.6% |
+139.4% |
+3.8σ |
| HUBG |
Hub Group, Inc. |
air freight & logistics |
110.9% |
-26.5% |
+3.8σ |
| VRRM |
VERRA MOBILITY Corp |
data processing & outsourced services |
871.3% |
-87.2% |
+3.7σ |
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.
