· EZU +0.8%, EMXC -1.5%, EWJ +0.4%, EWU +0.3%, FXI +0.6% · USO -2.2%, DBA -0.9%, CPER +0.6%, GLD +0.1%, SLV -0.4% · SHY -0.0%, TLT +0.5%, IGOV -0.1%
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 |
|
EMXC
|
14.3% |
-9.4% |
+1.7σ |
365-Day Horizon
| Ticker |
Range |
△365d |
Z-Score |
|
USO
|
157.6% |
+126.8% |
+2.2σ |
|
SLV
|
163.4% |
+14.4% |
+1.3σ |
|
EMXC
|
60.0% |
+28.2% |
+1.3σ |
Tuesday, Oct 27
-
CB Consumer Confidence (10:00 AM ET):
Consensus: 80.4 (Prior: 81.9) —
Focus on the labor differential and whether the expectations sub-index deteriorates deeper below the 80 recession threshold, where a downside miss would reinforce cooling domestic demand ahead of the FOMC.
Wednesday, Oct 28
-
FOMC Interest Rate Decision (2:00 PM ET):
Consensus: Hold at 3.75%–4.00% (~94% implied probability) —
A hold is widely priced following September's hike; market sensitivity will center on policy statement wording and guidance regarding whether a December rate hike remains on the table amid accelerating inflation versus cooling labor indicators.
Thursday, Oct 29
-
GDP Growth Rate (Q3 Advance Estimate) (8:30 AM ET):
Consensus: +2.0% to +2.2% QoQ annualized (Prior: +2.2%) —
Debate focuses on underlying private domestic final purchases versus an expanding net exports drag; growth holding above 2% supports a hawkish Fed bias, while a drop toward 1.5% heightens stagflation concerns.
-
Core PCE Price Index (8:30 AM ET):
Consensus: +0.3% MoM / +3.1% YoY (Prior: +0.2% MoM / +3.0% YoY) —
Fed's benchmark inflation metric will be parsed for tariff pass-through and services reacceleration; a print of +0.3% MoM or higher puts upward pressure on front-end yields and reinforces year-end tightening risks.
Friday, Oct 30
Earnings:
XOM (BMO),
CVX (BMO)
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SPY |
762.97 |
0.4% |
-0.5% |
-0% |
13% |
| ■ QQQ |
707.94 |
0.5% |
-1.4% |
-4% |
13% |
| ■ IWM |
276.35 |
0.2% |
1.9% |
-1% |
12% |
| ■ RSP |
217.25 |
0.3% |
1.8% |
4% |
15% |
| ■ IJR |
138.78 |
0.4% |
2.2% |
1% |
16% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EZU |
65.14 |
0.8% |
0.0% |
-5% |
6% |
| ■ EMXC |
90.37 |
-1.5% |
-3.2% |
-9% |
28% |
| ■ EWJ |
94.45 |
0.4% |
-0.6% |
-2% |
18% |
| ■ EWU |
47.68 |
0.3% |
0.7% |
1% |
15% |
| ■ FXI |
32.50 |
0.6% |
-3.1% |
-5% |
-19% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ USO |
165.87 |
-2.2% |
3.1% |
11% |
127% |
| ■ DBA |
27.63 |
-0.9% |
-2.0% |
-2% |
9% |
| ■ CPER |
39.30 |
0.6% |
-0.7% |
-1% |
23% |
| ■ GLD |
367.10 |
0.1% |
-3.3% |
-3% |
0% |
| ■ SLV |
48.52 |
-0.4% |
-5.8% |
-12% |
14% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SHY |
81.49 |
-0.0% |
0.2% |
1% |
2% |
| ■ TLT |
81.74 |
0.5% |
2.9% |
4% |
-7% |
| ■ IGOV |
40.13 |
-0.1% |
0.7% |
1% |
-4% |
Crypto
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ BTC-USD |
79,565.35 |
-2.5% |
-2.8% |
-5% |
-30% |
| ■ ETH-USD |
2,300.92 |
-4.3% |
-4.3% |
-14% |
-45% |
| ■ DOGE-USD |
0.0766 |
-3.0% |
-3.8% |
-18% |
-63% |
Fx Eur
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EURUSD |
1.12 |
-0.1% |
-0.3% |
-2% |
-4% |
| ■ GBPUSD |
1.33 |
-0.2% |
0.2% |
1% |
0% |
| ■ SEKUSD |
0.1004 |
-0.2% |
-0.5% |
0% |
-6% |
| ■ NOKUSD |
0.1071 |
-0.2% |
0.9% |
2% |
7% |
| ■ CHFUSD |
1.21 |
-0.1% |
0.0% |
1% |
-4% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ JPYUSD |
0.0063510 |
-0.4% |
0.7% |
-0% |
-3% |
| ■ KRWUSD |
0.0007544 |
-0.1% |
0.5% |
3% |
9% |
| ■ TWDUSD |
0.0307 |
0.0% |
-0.6% |
-2% |
-5% |
| ■ CNYUSD |
0.1500 |
0.0% |
0.3% |
1% |
7% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ CADUSD |
0.7123 |
-0.3% |
0.5% |
1% |
-0% |
| ■ AUDUSD |
0.7023 |
0.1% |
0.6% |
0% |
8% |
| ■ NZDUSD |
0.5678 |
-0.4% |
0.2% |
0% |
-2% |
| ■ MXNUSD |
0.0537 |
0.2% |
-1.1% |
-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 |
| AMTM |
Amentum Holdings, Inc. |
224 |
28.6% |
diversified support services |
5.4 |
6.7 |
| BFAM |
BRIGHT HORIZONS FAMILY SOLUTIONS INC. |
53 |
13.7% |
specialized consumer services |
11.1 |
23.3 |
| DD |
DuPont de Nemours, Inc. |
67 |
10.4% |
industrial conglomerates |
28.8 |
46.2 |
Stocks Crossing Below 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Runup |
Industry |
P/OI |
5Y Avg |
| CORT |
CORCEPT THERAPEUTICS INC |
163 |
110.4% |
pharmaceuticals |
1,518.9 |
36.6 |
| WAB |
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP |
336 |
26.9% |
construction machinery & heavy transportation equipment |
20.3 |
16.6 |
| NEM |
NEWMONT Corp /DE/ |
77 |
24.0% |
gold |
8.5 |
15.2 |
| NAVI |
NAVIENT CORP |
73 |
19.6% |
consumer finance |
|
19.2 |
| NVDA |
NVIDIA CORP |
84 |
14.9% |
semiconductors |
26.1 |
41.7 |
Individual Stock Volatility Scanners
Largest Volatility Spikes in the Past Day
| Ticker |
Name |
Sector |
Range |
△1d |
Z-Score |
| XNCR |
Xencor Inc |
biotechnology |
31.2% |
+26.4% |
+8.0σ |
| RRC |
RANGE RESOURCES CORP |
oil & gas exploration & production |
16.0% |
+13.8% |
+5.2σ |
| VZ |
VERIZON COMMUNICATIONS INC |
integrated telecommunication services |
4.9% |
-2.4% |
+2.6σ |
| LMT |
LOCKHEED MARTIN CORP |
aerospace & defense |
5.1% |
+1.6% |
+2.4σ |
| MBC |
MasterBrand, Inc. |
building products |
9.9% |
-6.8% |
+2.2σ |
| FICO |
FAIR ISAAC CORP |
application software |
9.0% |
-6.3% |
+2.2σ |
| ARLO |
Arlo Technologies, Inc. |
communications equipment |
9.6% |
-8.7% |
+1.6σ |
| BAH |
Booz Allen Hamilton Holding Corp |
research & consulting services |
5.3% |
+4.5% |
+1.5σ |
| EQT |
EQT Corp |
oil & gas exploration & production |
6.4% |
-5.2% |
+1.3σ |
| TFX |
TELEFLEX INC |
health care equipment |
4.8% |
-0.1% |
+1.2σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| GGG |
GRACO INC |
industrial machinery & supplies & components |
23.1% |
-16.3% |
+6.8σ |
| RHI |
ROBERT HALF INC. |
human resource & employment services |
43.4% |
+37.0% |
+6.5σ |
| KALU |
KAISER ALUMINUM CORP |
aluminum |
46.3% |
-27.5% |
+6.2σ |
| LKQ |
LKQ CORP |
distributors |
31.3% |
-19.3% |
+6.0σ |
| MSM |
MSC INDUSTRIAL DIRECT CO INC |
trading companies & distributors |
19.9% |
-8.8% |
+5.3σ |
| FCFS |
FirstCash Holdings, Inc. |
consumer finance |
27.1% |
-19.3% |
+5.3σ |
| STC |
STEWART INFORMATION SERVICES CORP |
property & casualty insurance |
24.1% |
-14.8% |
+4.8σ |
| CRS |
CARPENTER TECHNOLOGY CORP |
industrial machinery & supplies & components |
37.3% |
-26.9% |
+4.6σ |
| CCI |
CROWN CASTLE INC. |
telecom tower reits |
19.9% |
+7.9% |
+4.5σ |
| WGO |
WINNEBAGO INDUSTRIES INC |
automobile manufacturers |
31.0% |
+25.1% |
+4.5σ |
Largest Volatility Spikes in the Past 28 Days
| Ticker |
Name |
Sector |
Range |
△28d |
Z-Score |
| LQDA |
Liquidia Corp |
pharmaceuticals |
230.2% |
-41.8% |
+5.0σ |
| CCI |
CROWN CASTLE INC. |
telecom tower reits |
40.0% |
+30.4% |
+4.9σ |
| FUN |
Six Flags Entertainment Corporation/NEW |
leisure facilities |
87.7% |
-41.4% |
+4.2σ |
| ACN |
Accenture plc |
it consulting & other services |
51.9% |
+45.0% |
+4.0σ |
| FIX |
COMFORT SYSTEMS USA INC |
construction & engineering |
65.2% |
-27.3% |
+4.0σ |
| PTC |
PTC INC. |
application software |
46.0% |
+39.0% |
+3.9σ |
| FMC |
FMC CORP |
fertilizers & agricultural chemicals |
94.1% |
-45.3% |
+3.7σ |
| CBOE |
Cboe Global Markets, Inc. |
financial exchanges & data |
34.7% |
+30.9% |
+3.7σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
61.3% |
-29.2% |
+3.7σ |
| TTMI |
TTM TECHNOLOGIES INC |
electronic manufacturing services |
92.3% |
-34.0% |
+3.7σ |
Largest Volatility Spikes in the Past 365 Days
| Ticker |
Name |
Sector |
Range |
△365d |
Z-Score |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
314.1% |
-72.4% |
+5.4σ |
| ROL |
ROLLINS INC |
environmental & facilities services |
123.3% |
-37.4% |
+4.5σ |
| OI |
O-I Glass, Inc. /DE/ |
metal, glass & plastic containers |
219.1% |
-47.2% |
+4.3σ |
| LKQ |
LKQ CORP |
distributors |
108.7% |
-42.4% |
+4.2σ |
| MPC |
Marathon Petroleum Corp |
oil & gas refining & marketing |
208.6% |
+138.3% |
+3.8σ |
| HUBG |
Hub Group, Inc. |
air freight & logistics |
110.9% |
-26.3% |
+3.8σ |
| BOX |
BOX INC |
application software |
102.5% |
+32.0% |
+3.8σ |
| QLYS |
QUALYS, INC. |
systems software |
194.0% |
+73.2% |
+3.7σ |
| WHR |
WHIRLPOOL CORP /DE/ |
household appliances |
258.8% |
-61.6% |
+3.7σ |
| VRRM |
VERRA MOBILITY Corp |
data processing & outsourced services |
871.3% |
-87.1% |
+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.
