· EZU -0.4%, EMXC +1.4%, EWJ +0.4%, EWU +0.2%, FXI +1.9% · USO -2.3%, DBA +0.9%, CPER +0.8%, GLD -0.2%, SLV +0.9% · SHY +0.0%, TLT -0.4%, IGOV -0.1%
This is the Daily Price Report, generated Monday October 5, 2026 1:25PM (PDT)
No guarantees are made for reliability or correctness.
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 |
|---|---|---|---|
| MXNUSD | 9.3% | -6.4% | +1.9σ |
| CADUSD | 3.9% | -3.1% | +1.3σ |
365-Day Horizon
| Ticker | Range | △365d | Z-Score |
|---|---|---|---|
| USO | 147.5% | +97.5% | +2.0σ |
| EMXC | 63.9% | +52.2% | +1.5σ |
| SLV | 163.4% | +25.1% | +1.4σ |
Monday, Oct 5
- ISM Services PMI (Today's Print): Actual: 54.9 vs Consensus: 55.0 — Headline services growth held steady in expansion territory as employment recovered to 50.1, while prices paid accelerated sharply to 74.0, sustaining stagflationary pressures.
Tuesday, Oct 6
- U.S. Trade Balance (Tuesday 8:30 AM ET): Consensus: -$95.2B / Prior: -$88.6B — Deficit expected to widen sharply on firm import demand and higher energy costs, highlighting net export drags on third-quarter GDP tracking.
Wednesday, Oct 7
- FOMC Meeting Minutes (Wednesday 2:00 PM ET): Policy Target: 3.75%–4.00% / Prior Action: +25 bps hike — Scrutiny on the breadth of hawkish consensus behind September's 25 bps rate hike versus growing member tolerance for an autumn pause following recent soft labor data.
Earnings:
LEVI
Thursday, Oct 8
- US Initial Jobless Claims (Thursday 8:30 AM ET): Consensus: 200k / Prior: 197k — Claims expected to remain anchored near multi-decade lows, signaling employers continue to hoard labor despite broader macroeconomic headwinds.
Earnings:
PEP (BMO)
Friday, Oct 9
- Univ. of Michigan Consumer Sentiment - Prelim (Friday 10:00 AM ET): Consensus: 47.6 / Prior: 48.1 — Sentiment tracking near historical troughs; watch whether 1-year (4.6% prior) and 5-year (3.4% prior) inflation expectations continue unanchoring.
Earnings:
DAL (BMO)
Stock Indices
| Symbol | Price | △1 | △7 | △28 | △365 |
|---|---|---|---|---|---|
| SPY | 774.82 | 0.7% | 1.2% | 1% | 16% |
| QQQ | 756.00 | 0.9% | 2.6% | 5% | 25% |
| IWM | 283.30 | 0.6% | 1.1% | -4% | 16% |
| RSP | 211.12 | 0.7% | 0.7% | -3% | 12% |
| IJR | 139.04 | 0.5% | 1.2% | -4% | 17% |
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International
| Symbol | Price | △1 | △7 | △28 | △365 |
|---|---|---|---|---|---|
| EZU | 66.79 | -0.4% | -2.5% | -5% | 9% |
| EMXC | 102.75 | 1.4% | 3.0% | 1% | 52% |
| EWJ | 99.30 | 0.4% | 3.0% | 1% | 24% |
| EWU | 46.16 | 0.2% | -2.3% | -5% | 12% |
| FXI | 33.86 | 1.9% | -0.9% | -3% | -17% |
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Commodities
| Symbol | Price | △1 | △7 | △28 | △365 |
|---|---|---|---|---|---|
| USO | 143.95 | -2.3% | -3.8% | -2% | 98% |
| DBA | 28.46 | 0.9% | 0.7% | -2% | 10% |
| CPER | 39.85 | 0.8% | 0.3% | -2% | 28% |
| GLD | 379.32 | -0.2% | 0.4% | -5% | 4% |
| SLV | 55.12 | 0.9% | 0.3% | -7% | 25% |
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Bond
| Symbol | Price | △1 | △7 | △28 | △365 |
|---|---|---|---|---|---|
| SHY | 81.08 | 0.0% | -0.0% | -1% | 1% |
| TLT | 77.14 | -0.4% | -1.9% | -6% | -9% |
| IGOV | 39.77 | -0.1% | -0.3% | -4% | -5% |
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Crypto
| Symbol | Price | △1 | △7 | △28 | △365 |
|---|---|---|---|---|---|
| BTC-USD | 85,804.58 | 1.7% | 2.8% | 8% | -31% |
| ETH-USD | 2,711.66 | 1.7% | 1.1% | 9% | -40% |
| DOGE-USD | 0.0963 | 5.2% | 2.6% | 7% | -62% |
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Fx Eur
| Symbol | Price | △1 | △7 | △28 | △365 |
|---|---|---|---|---|---|
| EURUSD | 1.12 | -0.3% | -1.3% | -3% | -4% |
| GBPUSD | 1.32 | -0.2% | -0.2% | -2% | -2% |
| SEKUSD | 0.0996 | -0.1% | -0.8% | -4% | -6% |
| NOKUSD | 0.1043 | 0.2% | -0.6% | -3% | 4% |
| CHFUSD | 1.20 | -0.2% | 0.1% | -3% | -4% |
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Fx Asia
| Symbol | Price | △1 | △7 | △28 | △365 |
|---|---|---|---|---|---|
| JPYUSD | 0.0063297 | -0.1% | -0.4% | -2% | -5% |
| KRWUSD | 0.0007452 | 0.1% | 1.4% | 0% | 5% |
| TWDUSD | 0.0315 | 0.3% | 0.2% | -1% | -4% |
| CNYUSD | 0.1492 | 0.0% | 0.1% | 0% | 6% |
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Fx Other
| Symbol | Price | △1 | △7 | △28 | △365 |
|---|---|---|---|---|---|
| CADUSD | 0.7013 | -0.1% | -0.6% | -3% | -2% |
| AUDUSD | 0.6973 | 0.2% | -0.6% | -3% | 6% |
| NZDUSD | 0.5600 | -0.3% | -1.2% | -5% | -4% |
| MXNUSD | 0.0553 | 0.4% | -0.5% | -6% | 2% |
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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 |
|---|---|---|---|---|---|---|
| MYGN | MYRIAD GENETICS INC | 63 | 42.0% | None | ||
| RMBS | RAMBUS INC | 84 | 27.5% | semiconductors | 44.1 | 40.4 |
| LOPE | Grand Canyon Education, Inc. | 162 | 15.3% | education services | 14.0 | 15.7 |
Stocks Crossing Below 200d Moving Average
| Ticker | Name | Prior Days | Max Runup | Industry | P/OI | 5Y Avg |
|---|---|---|---|---|---|---|
| SLG | SL GREEN REALTY CORP | 135 | 31.8% | office reits | 4.9 | 5.3 |
| CUZ | COUSINS PROPERTIES INC | 168 | 25.7% | office reits | 6.4 | 6.5 |
| BMY | BRISTOL MYERS SQUIBB CO | 80 | 14.4% | pharmaceuticals | 8.2 | 14.4 |
Individual Stock Volatility Scanners
Largest Volatility Spikes in the Past Day
| Ticker | Name | Sector | Range | △1d | Z-Score |
|---|---|---|---|---|---|
| PTC | PTC INC. | information technology | 36.1% | +33.6% | +14.7σ |
| OPCH | Option Care Health, Inc. | health care | 30.9% | +29.8% | +10.4σ |
| CHRW | C. H. ROBINSON WORLDWIDE, INC. | industrials | 19.4% | -10.3% | +8.5σ |
| RXO | RXO, Inc. | industrials | 24.5% | +22.4% | +5.6σ |
| MRP | Millrose Properties, Inc. | real estate | 12.6% | -8.7% | +4.5σ |
| SPHR | Sphere Entertainment Co. | communication services | 16.6% | -13.5% | +4.3σ |
| EHC | Encompass Health Corp | health care | 8.5% | +7.0% | +4.1σ |
| QDEL | QuidelOrtho Corp | health care | 18.9% | +12.7% | +3.7σ |
| BSY | BENTLEY SYSTEMS INC | information technology | 10.0% | +7.8% | +3.7σ |
| EVTC | EVERTEC, Inc. | financials | 8.9% | +6.9% | +3.6σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker | Name | Sector | Range | △7d | Z-Score |
|---|---|---|---|---|---|
| CTVA | Corteva, Inc. | materials | 571.2% | -83.7% | +18.4σ |
| PTC | PTC INC. | information technology | 46.0% | +37.7% | +8.8σ |
| MAT | MATTEL INC /DE/ | consumer discretionary | 39.0% | +20.6% | +5.8σ |
| ACN | Accenture plc | information technology | 32.3% | +11.4% | +5.7σ |
| FICO | FAIR ISAAC CORP | information technology | 43.5% | -18.2% | +5.1σ |
| OPCH | Option Care Health, Inc. | health care | 31.9% | +28.3% | +4.4σ |
| VIRT | Virtu Financial, Inc. | financials | 23.4% | +21.0% | +4.0σ |
| UTHR | UNITED THERAPEUTICS Corp | health care | 24.3% | +10.4% | +3.8σ |
| RXO | RXO, Inc. | industrials | 46.5% | +42.0% | +3.8σ |
| MRP | Millrose Properties, Inc. | real estate | 23.7% | -14.7% | +3.7σ |
Largest Volatility Spikes in the Past 28 Days
| Ticker | Name | Sector | Range | △28d | Z-Score |
|---|---|---|---|---|---|
| CTVA | Corteva, Inc. | materials | 659.2% | -85.3% | +17.6σ |
| PTC | PTC INC. | information technology | 54.6% | +44.4% | +5.4σ |
| GEN | Gen Digital Inc. | information technology | 54.9% | -25.3% | +5.0σ |
| MRP | Millrose Properties, Inc. | real estate | 47.2% | -27.0% | +4.8σ |
| FICO | FAIR ISAAC CORP | information technology | 73.0% | -26.0% | +4.5σ |
| STC | STEWART INFORMATION SERVICES CORP | financials | 39.5% | -24.1% | +4.0σ |
| AN | AUTONATION, INC. | consumer discretionary | 39.2% | -22.7% | +3.6σ |
| ABR | ARBOR REALTY TRUST INC | financials | 54.4% | -30.8% | +3.6σ |
| LQDA | Liquidia Corp | health care | 235.0% | -59.2% | +3.6σ |
| CASY | CASEYS GENERAL STORES INC | consumer staples | 33.5% | -15.8% | +3.6σ |
Largest Volatility Spikes in the Past 365 Days
| Ticker | Name | Sector | Range | △365d | Z-Score |
|---|---|---|---|---|---|
| CTVA | Corteva, Inc. | materials | 674.9% | -80.2% | +15.9σ |
| ROL | ROLLINS INC | industrials | 125.2% | -48.8% | +5.2σ |
| ABR | ARBOR REALTY TRUST INC | financials | 241.9% | -69.7% | +4.9σ |
| OI | O-I Glass, Inc. /DE/ | materials | 219.1% | -55.2% | +4.8σ |
| VRRM | VERRA MOBILITY Corp | industrials | 815.4% | -88.0% | +3.9σ |
| KLAC | KLA CORP | information technology | 1,365.6% | -81.8% | +3.8σ |
| PZZA | PAPA JOHNS INTERNATIONAL INC | consumer discretionary | 187.4% | -57.0% | +3.6σ |
| LQDA | Liquidia Corp | health care | 319.6% | +nan% | +3.6σ |
| AVT | AVNET INC | information technology | 148.7% | +105.3% | +3.5σ |
| DD | DuPont de Nemours, Inc. | industrials | 388.8% | +290.0% | +3.5σ |
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.