· EZU +0.0%, EMXC +1.5%, EWJ -0.7%, EWU +0.0%, FXI -0.1% · USO +1.8%, DBA -0.2%, CPER -0.0%, GLD -0.3%, SLV -0.8% · SHY -0.0%, TLT +0.1%, IGOV -0.3%
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 |
|
NZDUSD
|
1.9% |
-1.4% |
+2.1σ |
|
KRWUSD
|
1.3% |
-1.0% |
+1.1σ |
28-Day Horizon
| Ticker |
Range |
△28d |
Z-Score |
|
EMXC
|
14.3% |
-5.1% |
+1.7σ |
365-Day Horizon
| Ticker |
Range |
△365d |
Z-Score |
|
USO
|
157.6% |
+133.2% |
+2.2σ |
|
EMXC
|
60.0% |
+33.2% |
+1.3σ |
|
SLV
|
158.4% |
+14.1% |
+1.3σ |
Wednesday, Oct 28
-
FOMC Interest Rate Decision (2:00 PM ET):
Consensus: Hold at 3.75%–4.00% (~90% probability of pause; Prior: 3.75%–4.00%) —
Markets overwhelmingly price a pause following September's 25 bp hike; tone at the press conference will be scrutinized for hints on whether elevated price pressures trigger another hike in December.
Thursday, Oct 29
-
GDP Growth Rate QoQ (Q3 Advance Estimate) (8:30 AM ET):
Consensus: +3.0% to +3.2% SAAR (Prior: +2.2%) —
Top-line growth is projected to reaccelerate led by AI infrastructure investments and steady consumer spending; watch core domestic final sales to confirm underlying momentum versus trade drag.
-
Core PCE Price Index MoM (8:30 AM ET):
Consensus: +0.3% MoM / +3.1% YoY (Prior: +0.2% MoM / +3.0% YoY) —
Arriving a day after the FOMC decision, a print showing core services inflation stickiness will reinforce year-end tightening risks, while downside relief would ease upward pressure on short-end yields.
Friday, Oct 30
Earnings:
XOM (BMO),
CVX (BMO)
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SPY |
771.36 |
0.2% |
-0.2% |
1% |
13% |
| ■ QQQ |
723.80 |
0.4% |
-0.2% |
-2% |
15% |
| ■ IWM |
280.53 |
0.1% |
1.5% |
1% |
14% |
| ■ RSP |
217.08 |
-0.3% |
0.2% |
4% |
16% |
| ■ IJR |
139.70 |
0.0% |
1.4% |
3% |
17% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EZU |
65.60 |
0.0% |
-0.7% |
-3% |
7% |
| ■ EMXC |
94.00 |
1.5% |
-0.2% |
-5% |
33% |
| ■ EWJ |
94.55 |
-0.7% |
-1.2% |
-3% |
18% |
| ■ EWU |
47.21 |
0.0% |
-1.0% |
1% |
14% |
| ■ FXI |
32.46 |
-0.1% |
-1.5% |
-5% |
-19% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ USO |
166.52 |
1.8% |
4.2% |
14% |
133% |
| ■ DBA |
27.34 |
-0.2% |
-2.8% |
-3% |
8% |
| ■ CPER |
40.03 |
-0.0% |
1.2% |
1% |
25% |
| ■ GLD |
371.22 |
-0.3% |
-2.0% |
-3% |
2% |
| ■ SLV |
48.74 |
-0.8% |
-6.7% |
-11% |
14% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SHY |
81.44 |
-0.0% |
0.2% |
1% |
2% |
| ■ TLT |
81.73 |
0.1% |
1.9% |
6% |
-7% |
| ■ IGOV |
40.00 |
-0.3% |
-0.2% |
1% |
-5% |
Crypto
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ BTC-USD |
80,348.05 |
0.5% |
-4.4% |
-4% |
-29% |
| ■ ETH-USD |
2,323.48 |
-0.8% |
-6.0% |
-13% |
-42% |
| ■ DOGE-USD |
0.0786 |
1.5% |
-4.0% |
-17% |
-59% |
Fx Eur
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EURUSD |
1.11 |
-0.1% |
-0.8% |
-2% |
-4% |
| ■ GBPUSD |
1.33 |
-0.1% |
-0.7% |
0% |
0% |
| ■ SEKUSD |
0.1007 |
0.0% |
-0.4% |
1% |
-6% |
| ■ NOKUSD |
0.1076 |
0.3% |
0.7% |
3% |
7% |
| ■ CHFUSD |
1.20 |
-0.1% |
-0.7% |
1% |
-4% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ JPYUSD |
0.0063258 |
-0.2% |
0.0% |
-0% |
-4% |
| ■ KRWUSD |
0.0007454 |
-1.0% |
-1.1% |
1% |
7% |
| ■ TWDUSD |
0.0309 |
0.0% |
0.5% |
-2% |
-6% |
| ■ CNYUSD |
0.1503 |
0.0% |
0.3% |
1% |
7% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ CADUSD |
0.7120 |
-0.1% |
0.0% |
1% |
-1% |
| ■ AUDUSD |
0.7036 |
0.1% |
0.1% |
1% |
7% |
| ■ NZDUSD |
0.5618 |
-1.4% |
-1.5% |
-0% |
-3% |
| ■ MXNUSD |
0.0536 |
0.0% |
0.2% |
-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 |
| DOV |
DOVER Corp |
103 |
11.6% |
industrial machinery & supplies & components |
17.1 |
16.3 |
Stocks Crossing Below 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Runup |
Industry |
P/OI |
5Y Avg |
| CLW |
Clearwater Paper Corp |
103 |
47.4% |
None |
|
6.7 |
| MSGS |
Madison Square Garden Sports Corp. |
416 |
46.2% |
movies & entertainment |
256.6 |
44.5 |
| META |
Meta Platforms, Inc. |
54 |
27.1% |
interactive media & services |
18.3 |
21.9 |
Individual Stock Volatility Scanners
Largest Volatility Spikes in the Past Day
| Ticker |
Name |
Sector |
Range |
△1d |
Z-Score |
| MSGS |
Madison Square Garden Sports Corp. |
movies & entertainment |
37.3% |
-20.5% |
+20.5σ |
| LSTR |
LANDSTAR SYSTEM INC |
cargo ground transportation |
20.0% |
-14.5% |
+11.4σ |
| CSGP |
COSTAR GROUP, INC. |
real estate services |
18.7% |
-15.8% |
+7.7σ |
| BSX |
BOSTON SCIENTIFIC CORP |
health care equipment |
12.9% |
-11.4% |
+7.0σ |
| LH |
LABCORP HOLDINGS INC. |
health care services |
10.4% |
+8.1% |
+6.8σ |
| BLKB |
BLACKBAUD INC |
application software |
18.1% |
-9.4% |
+6.5σ |
| WEN |
Wendy's Co |
restaurants |
16.3% |
+16.1% |
+5.9σ |
| DBD |
DIEBOLD NIXDORF, Inc |
electronic equipment & instruments |
17.3% |
-10.0% |
+5.7σ |
| FFIV |
F5, INC. |
communications equipment |
11.7% |
-10.5% |
+5.6σ |
| ENPH |
Enphase Energy, Inc. |
semiconductor materials & equipment |
24.9% |
-15.1% |
+5.5σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| MSGS |
Madison Square Garden Sports Corp. |
movies & entertainment |
49.2% |
-26.1% |
+12.6σ |
| GGG |
GRACO INC |
industrial machinery & supplies & components |
24.0% |
-18.2% |
+6.9σ |
| LKQ |
LKQ CORP |
distributors |
33.6% |
-20.2% |
+6.3σ |
| KALU |
KAISER ALUMINUM CORP |
aluminum |
47.2% |
-23.3% |
+6.1σ |
| XYL |
Xylem Inc. |
industrial machinery & supplies & components |
23.5% |
-16.1% |
+5.8σ |
| LSTR |
LANDSTAR SYSTEM INC |
cargo ground transportation |
23.6% |
-15.7% |
+5.4σ |
| RHI |
ROBERT HALF INC. |
human resource & employment services |
36.1% |
+21.9% |
+5.2σ |
| FCFS |
FirstCash Holdings, Inc. |
consumer finance |
26.2% |
-13.5% |
+5.0σ |
| MSM |
MSC INDUSTRIAL DIRECT CO INC |
trading companies & distributors |
18.8% |
-9.0% |
+4.9σ |
| RRC |
RANGE RESOURCES CORP |
oil & gas exploration & production |
35.1% |
+29.6% |
+4.7σ |
Largest Volatility Spikes in the Past 28 Days
| Ticker |
Name |
Sector |
Range |
△28d |
Z-Score |
| MSGS |
Madison Square Garden Sports Corp. |
movies & entertainment |
49.3% |
-26.2% |
+7.3σ |
| CCI |
CROWN CASTLE INC. |
telecom tower reits |
40.0% |
+30.0% |
+4.8σ |
| JBLU |
JETBLUE AIRWAYS CORP |
passenger airlines |
97.2% |
-34.5% |
+4.4σ |
| FUN |
Six Flags Entertainment Corporation/NEW |
leisure facilities |
87.7% |
-27.6% |
+4.1σ |
| FMC |
FMC CORP |
fertilizers & agricultural chemicals |
103.9% |
-47.6% |
+4.1σ |
| FIX |
COMFORT SYSTEMS USA INC |
construction & engineering |
65.2% |
-20.4% |
+4.0σ |
| WM |
WASTE MANAGEMENT INC |
environmental & facilities services |
20.4% |
+11.6% |
+3.8σ |
| TTMI |
TTM TECHNOLOGIES INC |
electronic manufacturing services |
92.3% |
-27.2% |
+3.7σ |
| GGG |
GRACO INC |
industrial machinery & supplies & components |
25.3% |
-12.5% |
+3.7σ |
| FLEX |
FLEX LTD. |
electronic manufacturing services |
65.8% |
-22.9% |
+3.7σ |
Largest Volatility Spikes in the Past 365 Days
| Ticker |
Name |
Sector |
Range |
△365d |
Z-Score |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
312.7% |
-71.6% |
+5.3σ |
| ROL |
ROLLINS INC |
environmental & facilities services |
123.3% |
-38.9% |
+4.4σ |
| LKQ |
LKQ CORP |
distributors |
112.4% |
-42.5% |
+4.4σ |
| OI |
O-I Glass, Inc. /DE/ |
metal, glass & plastic containers |
219.1% |
-52.2% |
+4.2σ |
| QLYS |
QUALYS, INC. |
systems software |
209.8% |
+79.5% |
+4.0σ |
| BOX |
BOX INC |
application software |
104.2% |
+29.4% |
+3.8σ |
| WHR |
WHIRLPOOL CORP /DE/ |
household appliances |
267.0% |
-65.1% |
+3.8σ |
| MPC |
Marathon Petroleum Corp |
oil & gas refining & marketing |
208.6% |
+132.9% |
+3.8σ |
| HUBG |
Hub Group, Inc. |
air freight & logistics |
110.9% |
-24.0% |
+3.7σ |
| VRRM |
VERRA MOBILITY Corp |
data processing & outsourced services |
871.3% |
-87.0% |
+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.
