· EZU -1.0%, EMXC -2.0%, EWJ -0.8%, EWU +0.2%, FXI -2.1% · USO +2.2%, DBA -0.4%, CPER -2.1%, GLD -1.7%, SLV -4.7% · SHY +0.1%, TLT +0.8%, IGOV -0.0%
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 |
|
SLV
|
4.9% |
-4.7% |
+1.1σ |
|
EMXC
|
2.4% |
-2.0% |
+1.0σ |
28-Day Horizon
| Ticker |
Range |
△28d |
Z-Score |
|
EMXC
|
11.9% |
-7.5% |
+1.1σ |
365-Day Horizon
| Ticker |
Range |
△365d |
Z-Score |
|
USO
|
147.8% |
+131.4% |
+2.0σ |
|
SLV
|
163.4% |
+13.6% |
+1.3σ |
|
EMXC
|
60.0% |
+33.8% |
+1.3σ |
Thursday, Oct 22
-
Initial Jobless Claims (8:30 AM ET):
Consensus: 200K (Prior: 199K) —
Prints anchored around 200K underscore underlying labor market resilience and support policy rate stability, while any sharp upside spike would re-energize cooling concerns.
Earnings:
PG (BMO),
BX (BMO)
Friday, Oct 23
-
S&P Global Flash US Manufacturing PMI (9:45 AM ET):
Consensus: 55.5 (Prior: 55.9) —
Markets watching whether factory sector expansion moderates, zeroing in on new export orders and input price sub-indices for indications of upstream pipeline inflation.
-
S&P Global Flash US Services PMI (9:45 AM ET):
Consensus: 58.0 (Prior: 58.8) —
Services activity projected to remain firmly expansionary; upside surprises would reinforce domestic economic resilience and push back dovish Fed rate cut repricing.
-
University of Michigan Consumer Sentiment (10:00 AM ET):
Consensus: 46.3 (Prelim: 46.3 / Prior: 48.1) —
Final October release closely monitored for revisions to multi-month lows and sticky 1-year and 5-year inflation expectation prints, which could drive late-week yield volatility.
Earnings:
AXP (BMO),
SLB (BMO)
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SPY |
766.78 |
-0.9% |
-0.6% |
-0% |
16% |
| ■ QQQ |
713.22 |
-1.7% |
-2.0% |
-4% |
18% |
| ■ IWM |
276.13 |
-0.1% |
0.4% |
-2% |
14% |
| ■ RSP |
216.27 |
-0.2% |
0.6% |
3% |
15% |
| ■ IJR |
137.60 |
-0.1% |
0.3% |
-0% |
17% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EZU |
65.39 |
-1.0% |
-0.9% |
-4% |
8% |
| ■ EMXC |
92.30 |
-2.0% |
-1.9% |
-7% |
34% |
| ■ EWJ |
95.00 |
-0.8% |
-0.4% |
-1% |
21% |
| ■ EWU |
47.78 |
0.2% |
0.0% |
1% |
16% |
| ■ FXI |
32.26 |
-2.1% |
-5.8% |
-6% |
-17% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ USO |
163.47 |
2.2% |
3.9% |
7% |
131% |
| ■ DBA |
28.01 |
-0.4% |
-1.0% |
-2% |
8% |
| ■ CPER |
38.69 |
-2.1% |
-2.0% |
-5% |
25% |
| ■ GLD |
372.34 |
-1.7% |
-2.7% |
-5% |
-1% |
| ■ SLV |
49.86 |
-4.7% |
-4.0% |
-13% |
14% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SHY |
81.38 |
0.1% |
0.1% |
0% |
1% |
| ■ TLT |
80.89 |
0.8% |
1.1% |
2% |
-8% |
| ■ IGOV |
40.06 |
-0.0% |
0.3% |
0% |
-5% |
Crypto
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ BTC-USD |
81,340.98 |
-3.7% |
-1.2% |
-3% |
-24% |
| ■ ETH-USD |
2,395.60 |
-3.8% |
-2.6% |
-11% |
-37% |
| ■ DOGE-USD |
0.0792 |
-3.5% |
-2.8% |
-18% |
-58% |
Fx Eur
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EURUSD |
1.12 |
-0.3% |
-0.1% |
-2% |
-4% |
| ■ GBPUSD |
1.34 |
-0.1% |
0.8% |
1% |
0% |
| ■ SEKUSD |
0.1008 |
-0.4% |
0.3% |
0% |
-5% |
| ■ NOKUSD |
0.1069 |
0.1% |
1.3% |
2% |
7% |
| ■ CHFUSD |
1.21 |
0.1% |
0.4% |
1% |
-3% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ JPYUSD |
0.0063625 |
0.6% |
0.6% |
1% |
-3% |
| ■ KRWUSD |
0.0007548 |
0.1% |
1.2% |
3% |
8% |
| ■ TWDUSD |
0.0307 |
-0.5% |
-0.5% |
-2% |
-6% |
| ■ CNYUSD |
0.1501 |
0.2% |
0.4% |
1% |
7% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ CADUSD |
0.7127 |
0.1% |
1.1% |
1% |
-0% |
| ■ AUDUSD |
0.7016 |
-0.2% |
1.4% |
0% |
8% |
| ■ NZDUSD |
0.5677 |
-0.5% |
1.1% |
0% |
-1% |
| ■ MXNUSD |
0.0536 |
-0.0% |
-1.4% |
-5% |
-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 |
| BMI |
BADGER METER INC |
92 |
14.1% |
electronic equipment & instruments |
22.3 |
34.1 |
| TOST |
Toast, Inc. |
54 |
12.7% |
transaction & payment processing services |
44.9 |
45.2 |
| SR |
SPIRE INC |
152 |
11.9% |
gas utilities |
0.3 |
3.0 |
Stocks Crossing Below 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Runup |
Industry |
P/OI |
5Y Avg |
| OII |
OCEANEERING INTERNATIONAL INC |
446 |
51.2% |
oil & gas equipment & services |
12.0 |
12.8 |
| ANET |
Arista Networks, Inc. |
163 |
36.4% |
communications equipment |
48.9 |
39.7 |
| FCX |
FREEPORT-MCMORAN INC |
84 |
25.7% |
copper |
13.6 |
9.8 |
| CPER |
None |
119 |
10.2% |
None |
|
|
Individual Stock Volatility Scanners
Largest Volatility Spikes in the Past Day
| Ticker |
Name |
Sector |
Range |
△1d |
Z-Score |
| GGG |
GRACO INC |
industrial machinery & supplies & components |
12.4% |
-10.0% |
+9.5σ |
| SNA |
Snap-on Inc |
industrial machinery & supplies & components |
12.3% |
-7.5% |
+9.2σ |
| MSM |
MSC INDUSTRIAL DIRECT CO INC |
trading companies & distributors |
13.0% |
-10.6% |
+8.7σ |
| TTMI |
TTM TECHNOLOGIES INC |
electronic manufacturing services |
31.0% |
-22.4% |
+7.6σ |
| KALU |
KAISER ALUMINUM CORP |
aluminum |
20.7% |
-16.0% |
+7.6σ |
| HXL |
HEXCEL CORP /DE/ |
aerospace & defense |
15.2% |
-10.4% |
+7.4σ |
| CRS |
CARPENTER TECHNOLOGY CORP |
industrial machinery & supplies & components |
18.6% |
-15.1% |
+6.1σ |
| ALLE |
Allegion plc |
building products |
9.3% |
+7.3% |
+5.5σ |
| PG |
PROCTER & GAMBLE Co |
personal care products |
5.9% |
+5.2% |
+5.3σ |
| LMT |
LOCKHEED MARTIN CORP |
aerospace & defense |
8.7% |
+8.7% |
+5.1σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| GGG |
GRACO INC |
industrial machinery & supplies & components |
14.0% |
-10.0% |
+3.8σ |
| RCUS |
Arcus Biosciences, Inc. |
biotechnology |
41.7% |
-18.8% |
+3.5σ |
| HXL |
HEXCEL CORP /DE/ |
aerospace & defense |
19.3% |
-10.5% |
+3.5σ |
| LAD |
LITHIA MOTORS INC |
automotive retail |
22.4% |
-7.8% |
+3.4σ |
| MSM |
MSC INDUSTRIAL DIRECT CO INC |
trading companies & distributors |
14.0% |
-9.1% |
+3.4σ |
| SNA |
Snap-on Inc |
industrial machinery & supplies & components |
12.9% |
-6.7% |
+3.3σ |
| HAS |
HASBRO, INC. |
leisure products |
17.0% |
+14.6% |
+2.8σ |
| PM |
Philip Morris International Inc. |
tobacco |
11.5% |
-0.4% |
+2.6σ |
| ALLE |
Allegion plc |
building products |
12.6% |
+9.6% |
+2.5σ |
| CRS |
CARPENTER TECHNOLOGY CORP |
industrial machinery & supplies & components |
23.9% |
-17.9% |
+2.5σ |
Largest Volatility Spikes in the Past 28 Days
| Ticker |
Name |
Sector |
Range |
△28d |
Z-Score |
| CTVA |
Corteva, Inc. |
fertilizers & agricultural chemicals |
576.7% |
-84.1% |
+8.6σ |
| FMC |
FMC CORP |
fertilizers & agricultural chemicals |
103.3% |
-48.6% |
+4.2σ |
| PTC |
PTC INC. |
application software |
46.7% |
+41.5% |
+4.0σ |
| FUN |
Six Flags Entertainment Corporation/NEW |
leisure facilities |
81.5% |
-42.3% |
+3.9σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
62.6% |
-28.7% |
+3.9σ |
| BOX |
BOX INC |
application software |
39.8% |
+30.6% |
+3.7σ |
| UNIT |
Uniti Group Inc. |
alternative carriers |
72.0% |
-41.2% |
+3.2σ |
| ACN |
Accenture plc |
it consulting & other services |
41.6% |
+36.9% |
+3.1σ |
| AKAM |
AKAMAI TECHNOLOGIES INC |
internet services & infrastructure |
49.2% |
-17.9% |
+3.1σ |
| TTMI |
TTM TECHNOLOGIES INC |
electronic manufacturing services |
76.8% |
-37.6% |
+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% |
-79.9% |
+8.6σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
340.6% |
-73.6% |
+5.7σ |
| ROL |
ROLLINS INC |
environmental & facilities services |
125.2% |
-40.0% |
+4.6σ |
| OI |
O-I Glass, Inc. /DE/ |
metal, glass & plastic containers |
219.1% |
-50.4% |
+4.4σ |
| MPC |
Marathon Petroleum Corp |
oil & gas refining & marketing |
206.6% |
+149.8% |
+3.8σ |
| WHR |
WHIRLPOOL CORP /DE/ |
household appliances |
258.8% |
-62.3% |
+3.8σ |
| PZZA |
PAPA JOHNS INTERNATIONAL INC |
restaurants |
203.1% |
-64.1% |
+3.8σ |
| KLAC |
KLA CORP |
semiconductor materials & equipment |
1,492.1% |
-86.2% |
+3.7σ |
| VRRM |
VERRA MOBILITY Corp |
data processing & outsourced services |
842.6% |
-87.9% |
+3.7σ |
| HUBG |
Hub Group, Inc. |
air freight & logistics |
107.8% |
-26.7% |
+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.
