· EZU -1.7%, EMXC -3.4%, EWJ -1.4%, EWU +0.3%, FXI +1.3% · USO +0.1%, DBA -1.0%, CPER -1.9%, GLD -3.5%, SLV -5.7% · SHY +0.2%, TLT +0.4%, IGOV +0.2%
⚠ Upcoming Capital Movements
-
Treasury Quarterly Refunding Announcement (QRA) (November 04, 2026 - in 5 days):
US Treasury details borrowing plans and debt composition (duration vs bills). A critical liquidity catalyst for bond markets and broader risk assets.
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
|
4.5% |
-3.4% |
+3.2σ |
|
GLD
|
3.9% |
-3.5% |
+2.8σ |
|
QQQ
|
4.7% |
-3.5% |
+2.6σ |
|
SLV
|
7.2% |
-5.7% |
+2.2σ |
|
IJR
|
3.6% |
-2.7% |
+1.9σ |
|
SPY
|
2.5% |
-1.8% |
+1.4σ |
|
EWJ
|
2.3% |
-1.4% |
+1.2σ |
7-Day Horizon
| Ticker |
Range |
△7d |
Z-Score |
|
EMXC
|
6.4% |
-2.2% |
+1.4σ |
28-Day Horizon
| Ticker |
Range |
△28d |
Z-Score |
|
EMXC
|
15.8% |
-11.4% |
+2.1σ |
|
SLV
|
26.6% |
-18.5% |
+1.2σ |
365-Day Horizon
| Ticker |
Range |
△365d |
Z-Score |
|
USO
|
160.4% |
+134.7% |
+2.2σ |
|
EMXC
|
60.0% |
+27.4% |
+1.3σ |
|
SLV
|
158.4% |
+0.6% |
+1.3σ |
Friday, Oct 30
-
Employment Cost Index (Q3) (Today's Print):
Actual: 0.8% vs Consensus: 0.8% —
Total compensation cooled to 0.8% as wage growth moderated to 0.7%, softening wage-push inflation pressures and cementing Fed policy flexibility despite persistent benefit cost inflation.
-
Chicago PMI (Today's Print):
Actual: 55.3 vs Consensus: 56.0 —
Activity cooled 3.5 points to miss expectations but remained comfortably in expansion territory above 50, indicating moderating regional industrial momentum ahead of nationwide ISM prints.
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SPY |
755.72 |
-1.8% |
-0.6% |
-2% |
12% |
| ■ QQQ |
690.49 |
-3.5% |
-2.0% |
-8% |
11% |
| ■ IWM |
279.53 |
-1.6% |
1.4% |
-1% |
15% |
| ■ RSP |
218.31 |
-0.8% |
0.8% |
4% |
18% |
| ■ IJR |
140.29 |
-2.7% |
1.5% |
1% |
21% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EZU |
65.14 |
-1.7% |
0.8% |
-3% |
7% |
| ■ EMXC |
89.70 |
-3.4% |
-2.2% |
-11% |
27% |
| ■ EWJ |
92.90 |
-1.4% |
-1.3% |
-6% |
16% |
| ■ EWU |
47.83 |
0.3% |
0.7% |
4% |
16% |
| ■ FXI |
33.12 |
1.3% |
2.5% |
-0% |
-16% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ USO |
168.30 |
0.1% |
-0.7% |
14% |
135% |
| ■ DBA |
26.89 |
-1.0% |
-3.5% |
-5% |
6% |
| ■ CPER |
38.99 |
-1.9% |
-0.2% |
-1% |
24% |
| ■ GLD |
355.78 |
-3.5% |
-3.0% |
-6% |
-4% |
| ■ SLV |
44.60 |
-5.7% |
-8.5% |
-19% |
1% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SHY |
81.72 |
0.2% |
0.3% |
1% |
2% |
| ■ TLT |
81.84 |
0.4% |
0.6% |
6% |
-5% |
| ■ IGOV |
40.22 |
0.2% |
0.1% |
1% |
-4% |
Crypto
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ BTC-USD |
76,736.26 |
-4.4% |
-6.0% |
-9% |
-29% |
| ■ ETH-USD |
2,234.46 |
-3.5% |
-7.1% |
-16% |
-41% |
| ■ DOGE-USD |
0.0753 |
-4.0% |
-4.7% |
-19% |
-59% |
Fx Eur
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EURUSD |
1.12 |
0.1% |
-0.2% |
-1% |
-3% |
| ■ GBPUSD |
1.34 |
0.2% |
0.2% |
1% |
2% |
| ■ SEKUSD |
0.1019 |
0.4% |
1.3% |
2% |
-4% |
| ■ NOKUSD |
0.1087 |
0.6% |
1.4% |
5% |
9% |
| ■ CHFUSD |
1.21 |
0.2% |
0.2% |
1% |
-3% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ JPYUSD |
0.0063480 |
0.3% |
-0.4% |
0% |
-2% |
| ■ KRWUSD |
0.0007504 |
0.5% |
-0.6% |
1% |
7% |
| ■ TWDUSD |
0.0307 |
-0.2% |
-0.1% |
-2% |
-6% |
| ■ CNYUSD |
0.1503 |
0.1% |
0.2% |
1% |
7% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ CADUSD |
0.7160 |
0.1% |
0.3% |
2% |
0% |
| ■ AUDUSD |
0.7037 |
0.0% |
0.3% |
1% |
7% |
| ■ NZDUSD |
0.5634 |
0.0% |
-1.2% |
0% |
-2% |
| ■ MXNUSD |
0.0532 |
0.2% |
-0.6% |
-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 |
| CPRI |
Capri Holdings Ltd |
139 |
29.5% |
None |
40.1 |
29.7 |
| CWK |
Cushman & Wakefield Ltd. |
55 |
16.8% |
real estate services |
6.0 |
6.8 |
| SLGN |
SILGAN HOLDINGS INC |
62 |
14.2% |
metal, glass & plastic containers |
11.0 |
11.6 |
Stocks Crossing Below 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Runup |
Industry |
P/OI |
5Y Avg |
| APPS |
Digital Turbine, Inc. |
163 |
156.2% |
None |
10.9 |
17.2 |
| TWLO |
TWILIO INC |
202 |
68.7% |
systems software |
84.7 |
50.0 |
| ARI |
Apollo Commercial Real Estate Finance, Inc. |
303 |
58.3% |
None |
2.3 |
13.4 |
| ARW |
ARROW ELECTRONICS, INC. |
276 |
55.6% |
technology distributors |
8.7 |
6.3 |
| AVT |
AVNET INC |
282 |
48.3% |
technology distributors |
10.0 |
6.3 |
| NHC |
NATIONAL HEALTHCARE CORP |
448 |
35.7% |
health care facilities |
22.2 |
22.8 |
| SXT |
SENSIENT TECHNOLOGIES CORP |
197 |
32.3% |
specialty chemicals |
20.9 |
18.1 |
| FBP |
FIRST BANCORP /PR/ |
213 |
25.6% |
regional banks |
8.9 |
7.0 |
| CLH |
CLEAN HARBORS INC |
332 |
22.7% |
environmental & facilities services |
20.1 |
16.4 |
| EIG |
Employers Holdings, Inc. |
211 |
21.4% |
property & casualty insurance |
120.0 |
16.2 |
| KWR |
QUAKER CHEMICAL CORP |
141 |
19.5% |
specialty chemicals |
12.0 |
16.5 |
| HOPE |
HOPE BANCORP INC |
213 |
17.9% |
regional banks |
10.8 |
10.3 |
| EWJ |
None |
213 |
11.5% |
None |
|
|
Individual Stock Volatility Scanners
Largest Volatility Spikes in the Past Day
| Ticker |
Name |
Sector |
Range |
△1d |
Z-Score |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
49.8% |
-26.9% |
+16.6σ |
| SXT |
SENSIENT TECHNOLOGIES CORP |
specialty chemicals |
26.2% |
-10.6% |
+13.6σ |
| BFAM |
BRIGHT HORIZONS FAMILY SOLUTIONS INC. |
specialized consumer services |
28.7% |
-18.0% |
+12.4σ |
| CACC |
CREDIT ACCEPTANCE CORP |
specialized finance |
26.4% |
-19.3% |
+9.8σ |
| ILMN |
ILLUMINA, INC. |
life sciences tools & services |
25.5% |
-19.0% |
+8.8σ |
| GPN |
GLOBAL PAYMENTS INC |
transaction & payment processing services |
19.7% |
+12.6% |
+8.6σ |
| TWLO |
TWILIO INC |
systems software |
34.4% |
-15.2% |
+8.5σ |
| AMSF |
AMERISAFE INC |
property & casualty insurance |
13.4% |
-9.4% |
+7.8σ |
| HPQ |
HP INC |
technology hardware, storage & peripherals |
18.1% |
-9.4% |
+7.5σ |
| RDDT |
Reddit, Inc. |
interactive media & services |
43.5% |
-28.6% |
+7.5σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| MSGS |
Madison Square Garden Sports Corp. |
movies & entertainment |
43.0% |
-20.4% |
+10.3σ |
| FFIV |
F5, INC. |
communications equipment |
41.3% |
-25.7% |
+8.3σ |
| ADT |
ADT Inc. |
specialized consumer services |
46.8% |
+43.0% |
+7.8σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
52.7% |
-24.7% |
+7.3σ |
| AMSF |
AMERISAFE INC |
property & casualty insurance |
27.5% |
-20.5% |
+7.1σ |
| NOW |
ServiceNow, Inc. |
systems software |
53.9% |
-33.9% |
+7.1σ |
| BFAM |
BRIGHT HORIZONS FAMILY SOLUTIONS INC. |
specialized consumer services |
42.0% |
-23.0% |
+6.6σ |
| SFM |
Sprouts Farmers Market, Inc. |
food retail |
42.2% |
-25.0% |
+6.2σ |
| XYL |
Xylem Inc. |
industrial machinery & supplies & components |
25.2% |
-15.0% |
+6.1σ |
| JBSS |
SANFILIPPO JOHN B & SON INC |
packaged foods & meats |
25.8% |
-19.6% |
+6.0σ |
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% |
-22.3% |
+7.0σ |
| ADT |
ADT Inc. |
specialized consumer services |
61.5% |
+57.9% |
+5.8σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
80.6% |
-38.2% |
+5.0σ |
| CCI |
CROWN CASTLE INC. |
telecom tower reits |
40.0% |
+33.5% |
+4.7σ |
| FFIV |
F5, INC. |
communications equipment |
44.7% |
-25.5% |
+4.4σ |
| FMC |
FMC CORP |
fertilizers & agricultural chemicals |
112.8% |
-26.6% |
+4.4σ |
| ALLE |
Allegion plc |
building products |
33.5% |
+20.9% |
+4.2σ |
| JBLU |
JETBLUE AIRWAYS CORP |
passenger airlines |
93.5% |
-31.3% |
+4.1σ |
| FUN |
Six Flags Entertainment Corporation/NEW |
leisure facilities |
87.7% |
-35.5% |
+4.1σ |
| CAT |
CATERPILLAR INC |
construction machinery & heavy transportation equipment |
42.2% |
-26.3% |
+4.1σ |
Largest Volatility Spikes in the Past 365 Days
| Ticker |
Name |
Sector |
Range |
△365d |
Z-Score |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
403.8% |
-78.3% |
+6.4σ |
| OI |
O-I Glass, Inc. /DE/ |
metal, glass & plastic containers |
238.2% |
-55.4% |
+4.6σ |
| ROL |
ROLLINS INC |
environmental & facilities services |
123.3% |
-39.2% |
+4.4σ |
| LKQ |
LKQ CORP |
distributors |
113.2% |
-37.8% |
+4.4σ |
| QLYS |
QUALYS, INC. |
systems software |
215.4% |
+81.0% |
+4.1σ |
| BOX |
BOX INC |
application software |
105.5% |
+36.4% |
+3.9σ |
| WHR |
WHIRLPOOL CORP /DE/ |
household appliances |
267.0% |
-57.2% |
+3.8σ |
| MPC |
Marathon Petroleum Corp |
oil & gas refining & marketing |
208.6% |
+131.4% |
+3.8σ |
| AMSF |
AMERISAFE INC |
property & casualty insurance |
86.5% |
-43.4% |
+3.7σ |
| HUBG |
Hub Group, Inc. |
air freight & logistics |
110.9% |
-23.7% |
+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.
