· EZU +0.1%, EMXC -0.3%, EWJ +0.3%, EWU +0.5%, FXI -0.1% · USO -0.0%, DBA +1.0%, CPER -1.9%, GLD +0.2%, SLV -2.2% · SHY +0.0%, TLT -0.4%, IGOV -0.3%
⚠ Upcoming Capital Movements
-
VIX Expiration (November 18, 2026 - in 5 days):
VIX futures and options expire. Often drives mechanical hedging flows and morning volatility.
Volatility Alerts (≥1.0σ True Range)
Assets experiencing unusually wide trading range comparedto log-normal historical baseline.
7-Day Horizon
| Ticker |
Range |
△7d |
Z-Score |
|
GLD
|
7.7% |
-4.6% |
+2.0σ |
|
EMXC
|
7.4% |
+4.7% |
+1.8σ |
|
CHFUSD
|
2.7% |
-2.2% |
+1.2σ |
|
SHY
|
0.6% |
-0.6% |
+1.2σ |
28-Day Horizon
| Ticker |
Range |
△28d |
Z-Score |
|
EMXC
|
14.2% |
-3.2% |
+1.6σ |
|
DBA
|
9.3% |
-6.0% |
+1.3σ |
365-Day Horizon
| Ticker |
Range |
△365d |
Z-Score |
|
USO
|
160.4% |
+109.0% |
+2.2σ |
|
EMXC
|
60.0% |
+28.4% |
+1.3σ |
|
SLV
|
149.8% |
-6.9% |
+1.1σ |
Friday, Nov 13
-
Producer Price Index (Today's Print):
Actual: +0.3% MoM (+6.5% YoY) vs Consensus: +0.4% MoM (+6.6% YoY) —
Headline wholesale inflation cooled slightly below monthly expectations as services moderated, providing brief relief to equity futures despite headline YoY advancing to a four-year peak of 6.5% on upstream energy pressures.
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SPY |
754.21 |
-0.4% |
2.6% |
-1% |
13% |
| ■ QQQ |
679.89 |
-1.2% |
3.6% |
-4% |
12% |
| ■ IWM |
277.54 |
-0.3% |
1.4% |
3% |
18% |
| ■ RSP |
221.18 |
0.2% |
2.4% |
3% |
20% |
| ■ IJR |
140.62 |
-0.0% |
2.2% |
3% |
22% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EZU |
67.32 |
0.1% |
2.5% |
2% |
9% |
| ■ EMXC |
89.32 |
-0.3% |
4.7% |
-3% |
28% |
| ■ EWJ |
91.76 |
0.3% |
4.0% |
-3% |
15% |
| ■ EWU |
47.98 |
0.5% |
1.6% |
-0% |
15% |
| ■ FXI |
33.42 |
-0.1% |
-4.4% |
-1% |
-16% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ USO |
146.01 |
-0.0% |
-1.5% |
-10% |
109% |
| ■ DBA |
26.55 |
1.0% |
1.7% |
-6% |
5% |
| ■ CPER |
36.54 |
-1.9% |
-3.0% |
-7% |
17% |
| ■ GLD |
355.45 |
0.2% |
-4.6% |
-7% |
-7% |
| ■ SLV |
44.13 |
-2.2% |
-5.8% |
-14% |
-7% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SHY |
81.17 |
0.0% |
-0.6% |
-0% |
1% |
| ■ TLT |
79.39 |
-0.4% |
-3.1% |
-1% |
-7% |
| ■ IGOV |
39.58 |
-0.3% |
-1.7% |
-1% |
-5% |
Crypto
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ BTC-USD |
68,811.79 |
-3.7% |
-9.2% |
-16% |
-31% |
| ■ ETH-USD |
1,928.91 |
-4.2% |
-13.4% |
-20% |
-40% |
| ■ DOGE-USD |
0.0657 |
-0.3% |
-9.6% |
-19% |
-60% |
Fx Eur
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EURUSD |
1.10 |
-0.3% |
-1.1% |
-2% |
-5% |
| ■ GBPUSD |
1.32 |
-0.1% |
-1.0% |
-1% |
1% |
| ■ SEKUSD |
0.0993 |
-0.5% |
-1.7% |
-2% |
-7% |
| ■ NOKUSD |
0.1046 |
-0.1% |
-1.0% |
-1% |
5% |
| ■ CHFUSD |
1.19 |
-0.4% |
-2.2% |
-2% |
-5% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ JPYUSD |
0.0062611 |
0.1% |
-0.8% |
-1% |
-3% |
| ■ KRWUSD |
0.0007488 |
-0.0% |
2.1% |
-0% |
10% |
| ■ TWDUSD |
0.0304 |
0.3% |
-0.3% |
-2% |
-6% |
| ■ CNYUSD |
0.1499 |
-0.0% |
0.1% |
0% |
7% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ CADUSD |
0.7011 |
-0.1% |
-1.0% |
-1% |
-2% |
| ■ AUDUSD |
0.6777 |
-0.4% |
-1.3% |
-2% |
4% |
| ■ NZDUSD |
0.5527 |
-0.4% |
-0.3% |
-2% |
-2% |
| ■ MXNUSD |
0.0540 |
0.4% |
0.5% |
-0% |
-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 |
| BRBR |
BELLRING BRANDS, INC. |
556 |
59.9% |
None |
3.7 |
15.5 |
| PEG |
PUBLIC SERVICE ENTERPRISE GROUP INC |
121 |
13.9% |
electric utilities |
13.0 |
13.2 |
Stocks Crossing Below 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Runup |
Industry |
P/OI |
5Y Avg |
| VIR |
Vir Biotechnology, Inc. |
91 |
35.2% |
biotechnology |
|
3.3 |
| HSTM |
HEALTHSTREAM INC |
192 |
30.3% |
health care technology |
31.7 |
39.7 |
Individual Stock Volatility Scanners
Largest Volatility Spikes in the Past Day
| Ticker |
Name |
Sector |
Range |
△1d |
Z-Score |
| FLO |
FLOWERS FOODS INC |
packaged foods & meats |
17.8% |
-8.0% |
+8.8σ |
| CSCO |
CISCO SYSTEMS, INC. |
communications equipment |
13.5% |
-11.5% |
+8.1σ |
| VIR |
Vir Biotechnology, Inc. |
biotechnology |
24.4% |
-17.3% |
+4.5σ |
| CVLT |
COMMVAULT SYSTEMS INC |
systems software |
11.8% |
-8.5% |
+3.4σ |
| DELL |
Dell Technologies Inc. |
technology hardware, storage & peripherals |
13.6% |
-8.3% |
+3.2σ |
| UNIT |
Uniti Group Inc. |
alternative carriers |
14.3% |
+13.5% |
+3.2σ |
| TNDM |
TANDEM DIABETES CARE INC |
health care equipment |
15.7% |
+14.6% |
+2.8σ |
| AMD |
ADVANCED MICRO DEVICES INC |
semiconductors |
12.6% |
-10.1% |
+2.7σ |
| MTSI |
MACOM Technology Solutions Holdings, Inc. |
semiconductors |
10.9% |
-5.6% |
+2.7σ |
| DLB |
Dolby Laboratories, Inc. |
application software |
5.5% |
-1.5% |
+2.7σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| CTVA |
Corteva, Inc. |
fertilizers & agricultural chemicals |
37.7% |
-20.8% |
+8.2σ |
| NAVI |
Navient Holdings, Inc. |
consumer finance |
45.4% |
-26.0% |
+7.7σ |
| FLO |
FLOWERS FOODS INC |
packaged foods & meats |
26.5% |
-17.6% |
+5.6σ |
| ADIG |
ADI GLOBAL DISTRIBUTION INC. |
electronic equipment & instruments |
118.9% |
-44.9% |
+5.3σ |
| AAON |
AAON, INC. |
building products |
50.4% |
+40.3% |
+5.2σ |
| NHI |
NATIONAL HEALTH INVESTORS INC |
health care reits |
15.8% |
-11.6% |
+4.4σ |
| NOVT |
NOVANTA INC |
electronic equipment & instruments |
30.3% |
-12.0% |
+4.2σ |
| ACAD |
ACADIA PHARMACEUTICALS INC |
pharmaceuticals |
41.9% |
-11.7% |
+4.0σ |
| DGII |
DIGI INTERNATIONAL INC |
communications equipment |
30.5% |
-12.3% |
+3.8σ |
| SANM |
SANMINA CORP |
electronic manufacturing services |
34.4% |
+17.5% |
+3.5σ |
Largest Volatility Spikes in the Past 28 Days
| Ticker |
Name |
Sector |
Range |
△28d |
Z-Score |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
142.7% |
-52.5% |
+7.3σ |
| SUPN |
Supernus, Inc. |
pharmaceuticals |
70.8% |
-21.5% |
+6.2σ |
| STRA |
Strategic Education, Inc. |
education services |
63.6% |
-32.7% |
+6.0σ |
| KOP |
Koppers Holdings Inc. |
commodity chemicals |
63.0% |
-28.1% |
+5.9σ |
| NAVI |
Navient Holdings, Inc. |
consumer finance |
62.7% |
-32.9% |
+5.7σ |
| CTVA |
Corteva, Inc. |
fertilizers & agricultural chemicals |
44.7% |
-26.8% |
+5.5σ |
| VCYT |
VERACYTE, INC. |
health care services |
140.8% |
-43.6% |
+5.4σ |
| FFIV |
F5, INC. |
communications equipment |
54.6% |
-30.1% |
+5.0σ |
| AMSF |
AMERISAFE INC |
property & casualty insurance |
39.8% |
-22.8% |
+5.0σ |
| GPK |
GRAPHIC PACKAGING HOLDING CO |
paper & plastic packaging products & materials |
49.0% |
+26.8% |
+4.8σ |
Largest Volatility Spikes in the Past 365 Days
| Ticker |
Name |
Sector |
Range |
△365d |
Z-Score |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
566.6% |
-84.0% |
+6.8σ |
| AMSF |
AMERISAFE INC |
property & casualty insurance |
104.5% |
-49.0% |
+4.5σ |
| OI |
O-I Glass, Inc. /DE/ |
metal, glass & plastic containers |
250.1% |
-63.1% |
+4.5σ |
| LKQ |
LKQ CORP |
distributors |
113.2% |
-35.1% |
+4.1σ |
| ROL |
ROLLINS INC |
environmental & facilities services |
123.3% |
-31.7% |
+4.1σ |
| HUBG |
Hub Group, Inc. |
air freight & logistics |
120.6% |
-30.0% |
+4.0σ |
| VRRM |
VERRA MOBILITY Corp |
data processing & outsourced services |
1,189.5% |
-91.9% |
+4.0σ |
| BOX |
BOX INC |
application software |
110.3% |
+36.4% |
+4.0σ |
| ADIG |
ADI GLOBAL DISTRIBUTION INC. |
electronic equipment & instruments |
241.9% |
+nan% |
+3.9σ |
| QLYS |
QUALYS, INC. |
systems software |
215.4% |
+20.7% |
+3.8σ |
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.
