· EZU -2.0%, EMXC -7.6%, EWJ -5.9%, EWU -2.1%, FXI +1.0% · USO +1.9%, DBA -1.1%, CPER -3.2%, GLD +0.8%, SLV -0.5% · SHY +0.2%, TLT +0.2%, IGOV +0.1%
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
|
8.2% |
-7.6% |
+6.9σ |
|
EWJ
|
6.3% |
-5.9% |
+5.9σ |
|
QQQ
|
6.9% |
-6.5% |
+4.7σ |
|
SPY
|
4.6% |
-4.4% |
+3.7σ |
|
IWM
|
5.2% |
-4.6% |
+3.2σ |
|
IJR
|
4.8% |
-3.8% |
+3.1σ |
|
RSP
|
3.7% |
-2.9% |
+3.0σ |
|
MXNUSD
|
2.3% |
-0.6% |
+2.0σ |
|
SHY
|
0.3% |
+0.2% |
+1.7σ |
|
CPER
|
3.9% |
-3.2% |
+1.7σ |
|
EWU
|
2.5% |
-2.1% |
+1.7σ |
|
KRWUSD
|
1.5% |
-1.3% |
+1.4σ |
|
ETH-USD
|
9.3% |
-8.0% |
+1.3σ |
|
BTC-USD
|
6.8% |
-5.4% |
+1.3σ |
|
AUDUSD
|
1.4% |
-1.3% |
+1.2σ |
7-Day Horizon
| Ticker |
Range |
△7d |
Z-Score |
|
EMXC
|
12.1% |
-10.7% |
+4.0σ |
|
USO
|
20.2% |
-11.9% |
+2.6σ |
|
QQQ
|
10.6% |
-9.5% |
+2.5σ |
|
EWJ
|
6.7% |
-6.3% |
+1.7σ |
|
GLD
|
6.9% |
+1.9% |
+1.6σ |
28-Day Horizon
| Ticker |
Range |
△28d |
Z-Score |
|
EMXC
|
20.0% |
-15.6% |
+3.1σ |
|
QQQ
|
16.4% |
-13.4% |
+1.6σ |
|
DBA
|
9.5% |
-7.7% |
+1.4σ |
|
SLV
|
25.3% |
-12.2% |
+1.0σ |
|
EWJ
|
10.9% |
-9.3% |
+1.0σ |
365-Day Horizon
| Ticker |
Range |
△365d |
Z-Score |
|
USO
|
160.4% |
+108.7% |
+2.2σ |
|
EMXC
|
60.0% |
+17.8% |
+1.3σ |
|
SLV
|
154.0% |
+7.5% |
+1.2σ |
Thursday, Nov 5
-
Initial Jobless Claims (Today's Print):
Actual: 189k vs Consensus: 196k —
Claims dropped to a 15-week low, underscoring resilient labor retention and dimming near-term expectations for aggressive Fed rate cuts.
Friday, Nov 6
-
Nonfarm Payrolls (Friday 8:30 AM ET):
Consensus: 65k / Prior: 29k —
Consensus eyes a modest rebound from September's weak 29k print, with traders hyper-focused on headline breadth and multi-month net revisions.
-
Unemployment Rate (Friday 8:30 AM ET):
Consensus: 4.2% / Prior: 4.2% —
Projected to hold steady at 4.2%; any unexpected uptick would reinforce cooling labor conditions and validate further policy easing.
-
Average Hourly Earnings (Friday 8:30 AM ET):
Consensus: 0.3% MoM (2.9% YoY) / Prior: 0.1% MoM (3.0% YoY) —
Monthly wage growth is seen picking up to 0.3% while the annual pace eases to 2.9%, maintaining a benign backdrop for disinflation.
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SPY |
733.00 |
-4.4% |
-4.7% |
-5% |
9% |
| ■ QQQ |
647.05 |
-6.5% |
-9.5% |
-13% |
4% |
| ■ IWM |
271.00 |
-4.6% |
-4.6% |
-2% |
12% |
| ■ RSP |
216.87 |
-2.9% |
-1.4% |
2% |
18% |
| ■ IJR |
137.49 |
-3.8% |
-4.6% |
0% |
17% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EZU |
66.20 |
-2.0% |
-0.1% |
1% |
10% |
| ■ EMXC |
82.92 |
-7.6% |
-10.7% |
-16% |
18% |
| ■ EWJ |
88.31 |
-5.9% |
-6.3% |
-9% |
11% |
| ■ EWU |
47.89 |
-2.1% |
0.4% |
4% |
16% |
| ■ FXI |
34.94 |
1.0% |
6.9% |
4% |
-11% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ USO |
148.21 |
1.9% |
-11.9% |
0% |
109% |
| ■ DBA |
26.16 |
-1.1% |
-3.7% |
-8% |
2% |
| ■ CPER |
37.36 |
-3.2% |
-6.0% |
-5% |
21% |
| ■ GLD |
375.51 |
0.8% |
1.9% |
-1% |
2% |
| ■ SLV |
46.93 |
-0.5% |
-0.7% |
-12% |
8% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SHY |
81.67 |
0.2% |
0.1% |
1% |
2% |
| ■ TLT |
81.93 |
0.2% |
0.5% |
5% |
-4% |
| ■ IGOV |
40.59 |
0.1% |
1.2% |
2% |
-2% |
Crypto
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ BTC-USD |
75,753.25 |
-5.4% |
-5.6% |
-7% |
-27% |
| ■ ETH-USD |
2,226.22 |
-8.0% |
-3.8% |
-10% |
-35% |
| ■ DOGE-USD |
0.0717 |
-6.4% |
-8.5% |
-15% |
-57% |
Fx Eur
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EURUSD |
1.12 |
-0.3% |
0.8% |
0% |
-2% |
| ■ GBPUSD |
1.35 |
-0.2% |
1.0% |
2% |
3% |
| ■ SEKUSD |
0.1020 |
-0.5% |
0.7% |
2% |
-3% |
| ■ NOKUSD |
0.1074 |
-0.5% |
-0.2% |
3% |
10% |
| ■ CHFUSD |
1.22 |
0.0% |
1.4% |
2% |
-1% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ JPYUSD |
0.0063404 |
0.5% |
0.0% |
0% |
-2% |
| ■ KRWUSD |
0.0007367 |
-1.3% |
-1.5% |
-1% |
6% |
| ■ TWDUSD |
0.0303 |
-0.6% |
-1.5% |
-4% |
-6% |
| ■ CNYUSD |
0.1500 |
-0.1% |
-0.1% |
1% |
7% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ CADUSD |
0.7134 |
-0.4% |
-0.1% |
1% |
1% |
| ■ AUDUSD |
0.6932 |
-1.3% |
-1.3% |
-0% |
7% |
| ■ NZDUSD |
0.5596 |
-0.6% |
-0.3% |
-0% |
-1% |
| ■ MXNUSD |
0.0533 |
-0.6% |
0.1% |
-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 |
| ALGT |
Allegiant Travel CO |
89 |
23.7% |
passenger airlines |
16.9 |
21.5 |
| TPR |
TAPESTRY, INC. |
84 |
20.6% |
apparel, accessories & luxury goods |
14.0 |
17.7 |
| HSY |
HERSHEY CO |
160 |
14.1% |
packaged foods & meats |
15.9 |
16.4 |
| NHI |
NATIONAL HEALTH INVESTORS INC |
100 |
13.0% |
health care reits |
|
|
| RYN |
RAYONIER INC |
71 |
12.1% |
timber reits |
111.9 |
25.2 |
| DLX |
DELUXE CORP |
90 |
10.5% |
commercial printing |
3.4 |
3.0 |
| PTON |
PELOTON INTERACTIVE, INC. |
61 |
10.3% |
leisure products |
14.8 |
29.8 |
Stocks Crossing Below 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Runup |
Industry |
P/OI |
5Y Avg |
| HPE |
Hewlett Packard Enterprise Co |
219 |
124.8% |
technology hardware, storage & peripherals |
15.2 |
21.7 |
| P |
Everpure, Inc. |
98 |
79.7% |
technology hardware, storage & peripherals |
133.6 |
50.0 |
| PANW |
Palo Alto Networks Inc |
187 |
77.8% |
systems software |
192.8 |
50.0 |
| CVI |
CVR ENERGY INC |
127 |
70.7% |
oil & gas refining & marketing |
11.4 |
8.7 |
| NTAP |
NetApp, Inc. |
201 |
66.7% |
technology hardware, storage & peripherals |
18.0 |
14.9 |
| SNOW |
Snowflake Inc. |
161 |
66.1% |
None |
|
|
| WNC |
WABASH NATIONAL Corp |
146 |
51.7% |
None |
|
4.5 |
| CXW |
CoreCivic, Inc. |
236 |
50.7% |
diversified support services |
16.2 |
14.9 |
| RAL |
Ralliant Corp |
181 |
44.7% |
electronic equipment & instruments |
|
12.3 |
| DGII |
DIGI INTERNATIONAL INC |
460 |
43.8% |
communications equipment |
23.6 |
17.7 |
| NUE |
NUCOR CORP |
505 |
41.9% |
steel |
12.9 |
8.9 |
| PLTR |
Palantir Technologies Inc. |
93 |
39.3% |
application software |
151.1 |
50.0 |
| TRGP |
Targa Resources Corp. |
364 |
37.5% |
oil & gas storage & transportation |
13.9 |
10.7 |
| SCSC |
SCANSOURCE, INC. |
198 |
35.6% |
technology distributors |
7.9 |
8.2 |
| URI |
UNITED RENTALS, INC. |
196 |
29.7% |
trading companies & distributors |
15.5 |
11.2 |
Individual Stock Volatility Scanners
Largest Volatility Spikes in the Past Day
| Ticker |
Name |
Sector |
Range |
△1d |
Z-Score |
| VCYT |
VERACYTE, INC. |
health care services |
139.7% |
-54.3% |
+23.5σ |
| ROCK |
GIBRALTAR INDUSTRIES, INC. |
building products |
40.4% |
-27.3% |
+13.8σ |
| STRA |
Strategic Education, Inc. |
education services |
30.2% |
-21.3% |
+13.5σ |
| LOPE |
Grand Canyon Education, Inc. |
education services |
25.5% |
-18.9% |
+12.9σ |
| PBH |
Prestige Consumer Healthcare Inc. |
pharmaceuticals |
21.7% |
-16.8% |
+12.2σ |
| TRIP |
TripAdvisor, Inc. |
interactive media & services |
41.4% |
-27.5% |
+11.2σ |
| ROAD |
Construction Partners, Inc. |
construction & engineering |
33.2% |
-21.9% |
+10.9σ |
| NTCT |
NETSCOUT SYSTEMS INC |
communications equipment |
23.9% |
-16.5% |
+10.6σ |
| SCSC |
SCANSOURCE, INC. |
technology distributors |
26.6% |
-20.9% |
+10.2σ |
| ECPG |
ENCORE CAPITAL GROUP INC |
consumer finance |
26.8% |
+26.3% |
+10.2σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| VCYT |
VERACYTE, INC. |
health care services |
140.8% |
-54.0% |
+12.1σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
90.5% |
-45.0% |
+10.4σ |
| SUPN |
SUPERNUS PHARMACEUTICALS, INC. |
pharmaceuticals |
64.9% |
-36.1% |
+9.8σ |
| AESI |
Atlas Energy Solutions Inc. |
oil & gas equipment & services |
77.4% |
-43.1% |
+8.3σ |
| IOSP |
INNOSPEC INC. |
specialty chemicals |
31.0% |
-22.0% |
+8.1σ |
| HMN |
HORACE MANN EDUCATORS CORP /DE/ |
multi-line insurance |
24.0% |
+14.0% |
+7.5σ |
| GPK |
GRAPHIC PACKAGING HOLDING CO |
paper & plastic packaging products & materials |
38.0% |
+31.1% |
+7.4σ |
| ENOV |
Enovis CORP |
health care equipment |
50.7% |
+25.5% |
+7.1σ |
| FIS |
Fidelity National Information Services, Inc. |
transaction & payment processing services |
41.3% |
-21.6% |
+7.0σ |
| NVT |
nVent Electric plc |
electrical components & equipment |
43.4% |
-28.8% |
+6.9σ |
Largest Volatility Spikes in the Past 28 Days
| Ticker |
Name |
Sector |
Range |
△28d |
Z-Score |
| MSGS |
Madison Square Garden Sports Corp. |
movies & entertainment |
49.2% |
-19.7% |
+6.5σ |
| AESI |
Atlas Energy Solutions Inc. |
oil & gas equipment & services |
136.8% |
-56.7% |
+6.5σ |
| SUPN |
SUPERNUS PHARMACEUTICALS, INC. |
pharmaceuticals |
67.0% |
-36.5% |
+6.4σ |
| NVT |
nVent Electric plc |
electrical components & equipment |
75.3% |
-40.0% |
+6.0σ |
| VCYT |
VERACYTE, INC. |
health care services |
140.8% |
-45.0% |
+5.8σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
95.6% |
-46.4% |
+5.6σ |
| FFIV |
F5, INC. |
communications equipment |
56.2% |
-32.5% |
+5.6σ |
| ENOV |
Enovis CORP |
health care equipment |
74.3% |
+64.2% |
+5.3σ |
| COHU |
COHU INC |
semiconductor materials & equipment |
103.9% |
-49.0% |
+5.2σ |
| FCN |
FTI CONSULTING, INC |
research & consulting services |
49.1% |
+39.5% |
+5.2σ |
Largest Volatility Spikes in the Past 365 Days
| Ticker |
Name |
Sector |
Range |
△365d |
Z-Score |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
436.0% |
-80.3% |
+6.3σ |
| OI |
O-I Glass, Inc. /DE/ |
metal, glass & plastic containers |
249.7% |
-60.0% |
+4.7σ |
| LKQ |
LKQ CORP |
distributors |
113.2% |
-30.5% |
+4.3σ |
| ROL |
ROLLINS INC |
environmental & facilities services |
123.3% |
-34.1% |
+4.2σ |
| AMSF |
AMERISAFE INC |
property & casualty insurance |
94.8% |
-45.2% |
+4.1σ |
| BOX |
BOX INC |
application software |
110.3% |
+38.8% |
+4.1σ |
| QLYS |
QUALYS, INC. |
systems software |
215.4% |
+36.6% |
+4.0σ |
| HUBG |
Hub Group, Inc. |
air freight & logistics |
112.7% |
-28.8% |
+3.7σ |
| VRRM |
VERRA MOBILITY Corp |
data processing & outsourced services |
940.0% |
-89.9% |
+3.7σ |
| MPC |
Marathon Petroleum Corp |
oil & gas refining & marketing |
208.6% |
+106.0% |
+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.