· EZU -1.1%, EMXC -0.1%, EWJ -1.0%, EWU -1.0%, FXI -0.1% · USO +2.7%, DBA +0.1%, CPER +1.2%, GLD -0.0%, SLV -1.6% · SHY +0.0%, TLT +0.0%, IGOV +0.0%
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
|
13.5% |
-9.9% |
+1.5σ |
365-Day Horizon
| Ticker |
Range |
△365d |
Z-Score |
|
USO
|
152.8% |
+127.6% |
+2.1σ |
|
SLV
|
163.4% |
+9.9% |
+1.3σ |
|
EMXC
|
60.0% |
+31.4% |
+1.3σ |
Friday, Oct 23
-
S&P Global Flash US Manufacturing and Services PMI (9:45 AM ET):
Consensus: Manufacturing 55.3–55.6 (Prior: 55.9) / Services 57.9–58.0 (Prior: 58.8) —
Markets are assessing whether robust private-sector expansion moderates from September's highs, with acute scrutiny on prices-charged and input cost sub-indices to see if persistent inflation pressures bolster hawkish Fed rate expectations and sustain upward pressure on yields.
-
University of Michigan Consumer Sentiment Index (10:00 AM ET):
Consensus: 46.3 (Oct Prelim: 46.3 / Sep: 48.1) —
Traders are focused on final adjustments to elevated 1-year (4.7% prelim) and 5-year (3.5% prelim) inflation expectations and persistent weakness in durable buying conditions, where any upside revision would likely pressure risk assets and lift short-end yields.
Earnings:
AXP (BMO),
SLB (BMO)
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SPY |
759.55 |
-0.6% |
-0.5% |
-2% |
14% |
| ■ QQQ |
701.95 |
-0.5% |
-1.1% |
-6% |
15% |
| ■ IWM |
274.40 |
-0.8% |
1.5% |
-3% |
12% |
| ■ RSP |
216.81 |
-0.6% |
1.3% |
3% |
15% |
| ■ IJR |
137.61 |
-0.8% |
1.2% |
-0% |
16% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EZU |
64.34 |
-1.1% |
-2.3% |
-6% |
5% |
| ■ EMXC |
91.11 |
-0.1% |
-1.3% |
-10% |
31% |
| ■ EWJ |
93.66 |
-1.0% |
-1.3% |
-4% |
19% |
| ■ EWU |
47.36 |
-1.0% |
-1.4% |
0% |
15% |
| ■ FXI |
32.41 |
-0.1% |
-4.3% |
-5% |
-18% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ USO |
166.84 |
2.7% |
3.1% |
12% |
128% |
| ■ DBA |
27.94 |
0.1% |
-1.0% |
-2% |
8% |
| ■ CPER |
38.90 |
1.2% |
-1.5% |
-4% |
24% |
| ■ GLD |
368.94 |
-0.0% |
-3.4% |
-6% |
-3% |
| ■ SLV |
48.56 |
-1.6% |
-5.7% |
-16% |
10% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SHY |
81.54 |
0.0% |
0.2% |
0% |
1% |
| ■ TLT |
81.74 |
0.0% |
2.1% |
3% |
-7% |
| ■ IGOV |
40.22 |
0.0% |
0.4% |
0% |
-4% |
Crypto
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ BTC-USD |
81,815.76 |
0.6% |
0.3% |
-3% |
-26% |
| ■ ETH-USD |
2,409.18 |
0.6% |
-0.1% |
-11% |
-38% |
| ■ DOGE-USD |
0.0802 |
1.2% |
0.1% |
-18% |
-59% |
Fx Eur
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EURUSD |
1.12 |
-0.0% |
-0.4% |
-2% |
-4% |
| ■ GBPUSD |
1.34 |
-0.0% |
0.3% |
1% |
0% |
| ■ SEKUSD |
0.1006 |
-0.2% |
-0.3% |
-0% |
-6% |
| ■ NOKUSD |
0.1071 |
0.1% |
0.9% |
2% |
7% |
| ■ CHFUSD |
1.21 |
-0.0% |
-0.0% |
1% |
-3% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ JPYUSD |
0.0063839 |
0.3% |
0.9% |
0% |
-3% |
| ■ KRWUSD |
0.0007544 |
-0.1% |
0.7% |
2% |
8% |
| ■ TWDUSD |
0.0307 |
-0.2% |
-0.4% |
-3% |
-6% |
| ■ CNYUSD |
0.1502 |
0.1% |
0.4% |
1% |
7% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ CADUSD |
0.7154 |
0.4% |
1.2% |
1% |
0% |
| ■ AUDUSD |
0.7030 |
0.2% |
1.2% |
0% |
8% |
| ■ NZDUSD |
0.5694 |
0.3% |
0.7% |
0% |
-1% |
| ■ MXNUSD |
0.0534 |
-0.2% |
-1.2% |
-5% |
-2% |
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 |
| TCBI |
TEXAS CAPITAL BANCSHARES INC/TX |
65 |
10.7% |
regional banks |
9.2 |
15.7 |
| NFG |
NATIONAL FUEL GAS CO |
176 |
10.2% |
gas utilities |
7.7 |
13.9 |
Stocks Crossing Below 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Runup |
Industry |
P/OI |
5Y Avg |
| ARW |
ARROW ELECTRONICS, INC. |
269 |
55.7% |
technology distributors |
8.6 |
6.3 |
| AVT |
AVNET INC |
275 |
48.3% |
technology distributors |
9.9 |
6.3 |
| WHD |
Cactus, Inc. |
85 |
32.2% |
oil & gas equipment & services |
17.9 |
15.9 |
| WAB |
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP |
336 |
26.9% |
construction machinery & heavy transportation equipment |
20.0 |
16.6 |
| NAVI |
NAVIENT CORP |
72 |
16.5% |
consumer finance |
|
19.5 |
Individual Stock Volatility Scanners
Largest Volatility Spikes in the Past Day
| Ticker |
Name |
Sector |
Range |
△1d |
Z-Score |
| LKQ |
LKQ CORP |
distributors |
30.6% |
-21.9% |
+14.9σ |
| CCI |
CROWN CASTLE INC. |
telecom tower reits |
16.0% |
+14.0% |
+10.4σ |
| AMT |
AMERICAN TOWER CORP /MA/ |
telecom tower reits |
11.5% |
+8.0% |
+7.6σ |
| RHI |
ROBERT HALF INC. |
human resource & employment services |
18.0% |
+18.0% |
+6.9σ |
| MRTN |
MARTEN TRANSPORT LTD |
cargo ground transportation |
12.4% |
-6.5% |
+6.4σ |
| RNG |
RingCentral, Inc. |
application software |
23.6% |
+12.8% |
+5.8σ |
| SBAC |
SBA COMMUNICATIONS CORP |
telecom tower reits |
10.3% |
+7.1% |
+5.6σ |
| SIGI |
SELECTIVE INSURANCE GROUP INC |
property & casualty insurance |
10.1% |
+9.4% |
+5.0σ |
| SLM |
SLM Corp |
consumer finance |
11.5% |
-7.5% |
+4.6σ |
| GNTX |
GENTEX CORP |
automotive parts & equipment |
8.0% |
-6.7% |
+4.6σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| GGG |
GRACO INC |
industrial machinery & supplies & components |
21.0% |
-17.2% |
+6.4σ |
| LKQ |
LKQ CORP |
distributors |
31.3% |
-21.1% |
+6.2σ |
| RHI |
ROBERT HALF INC. |
human resource & employment services |
37.8% |
+33.5% |
+5.9σ |
| KALU |
KAISER ALUMINUM CORP |
aluminum |
41.9% |
-25.8% |
+5.7σ |
| MSM |
MSC INDUSTRIAL DIRECT CO INC |
trading companies & distributors |
19.6% |
-10.8% |
+5.4σ |
| CRS |
CARPENTER TECHNOLOGY CORP |
industrial machinery & supplies & components |
37.1% |
-25.5% |
+4.7σ |
| CCI |
CROWN CASTLE INC. |
telecom tower reits |
19.9% |
+9.2% |
+4.6σ |
| WGO |
WINNEBAGO INDUSTRIES INC |
automobile manufacturers |
30.9% |
+17.4% |
+4.5σ |
| ROP |
ROPER TECHNOLOGIES INC |
electronic equipment & instruments |
16.6% |
+15.4% |
+4.2σ |
| FCFS |
FirstCash Holdings, Inc. |
consumer finance |
21.9% |
-16.3% |
+4.1σ |
Largest Volatility Spikes in the Past 28 Days
| Ticker |
Name |
Sector |
Range |
△28d |
Z-Score |
| CTVA |
Corteva, Inc. |
fertilizers & agricultural chemicals |
572.0% |
-84.0% |
+8.4σ |
| CCI |
CROWN CASTLE INC. |
telecom tower reits |
40.0% |
+32.4% |
+4.9σ |
| FMC |
FMC CORP |
fertilizers & agricultural chemicals |
99.6% |
-48.3% |
+4.0σ |
| PTC |
PTC INC. |
application software |
46.7% |
+40.5% |
+4.0σ |
| ACN |
Accenture plc |
it consulting & other services |
50.6% |
+43.6% |
+4.0σ |
| BOX |
BOX INC |
application software |
41.8% |
+36.6% |
+3.9σ |
| FIX |
COMFORT SYSTEMS USA INC |
construction & engineering |
62.0% |
-31.7% |
+3.9σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
62.1% |
-29.2% |
+3.8σ |
| FUN |
Six Flags Entertainment Corporation/NEW |
leisure facilities |
79.0% |
-42.9% |
+3.8σ |
| TTMI |
TTM TECHNOLOGIES INC |
electronic manufacturing services |
92.3% |
-42.7% |
+3.8σ |
Largest Volatility Spikes in the Past 365 Days
| Ticker |
Name |
Sector |
Range |
△365d |
Z-Score |
| CTVA |
Corteva, Inc. |
fertilizers & agricultural chemicals |
674.9% |
-80.1% |
+8.5σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
340.6% |
-73.8% |
+5.6σ |
| ROL |
ROLLINS INC |
environmental & facilities services |
125.2% |
-37.3% |
+4.6σ |
| LKQ |
LKQ CORP |
distributors |
113.7% |
-41.6% |
+4.4σ |
| OI |
O-I Glass, Inc. /DE/ |
metal, glass & plastic containers |
219.1% |
-48.8% |
+4.3σ |
| MPC |
Marathon Petroleum Corp |
oil & gas refining & marketing |
206.6% |
+137.1% |
+3.8σ |
| KLAC |
KLA CORP |
semiconductor materials & equipment |
1,559.1% |
-87.3% |
+3.8σ |
| WHR |
WHIRLPOOL CORP /DE/ |
household appliances |
258.8% |
-60.9% |
+3.8σ |
| BOX |
BOX INC |
application software |
102.2% |
+28.8% |
+3.8σ |
| PZZA |
PAPA JOHNS INTERNATIONAL INC |
restaurants |
203.1% |
-64.3% |
+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.
