· EZU -1.0%, EMXC +1.1%, EWJ +0.1%, EWU -1.4%, FXI -0.9% · USO -0.5%, DBA -0.1%, CPER +0.2%, GLD -0.7%, SLV +0.1% · SHY -0.1%, TLT -0.7%, IGOV -0.5%
⚠ Upcoming Capital Movements
-
VIX Expiration (October 21, 2026 - in 2 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 |
|
EMXC
|
6.5% |
-4.8% |
+1.4σ |
28-Day Horizon
| Ticker |
Range |
△28d |
Z-Score |
|
MXNUSD
|
7.9% |
-6.6% |
+1.3σ |
|
EMXC
|
11.9% |
-8.6% |
+1.1σ |
365-Day Horizon
| Ticker |
Range |
△365d |
Z-Score |
|
USO
|
147.5% |
+137.2% |
+2.0σ |
|
SLV
|
163.4% |
+8.0% |
+1.3σ |
|
EMXC
|
60.0% |
+34.0% |
+1.3σ |
Monday, Oct 19
-
NAHB Housing Market Index (Today's Print):
Actual: 29 vs Consensus: 31 (Prior: 32) —
Builder sentiment sank to a 14-year low as buyer traffic dropped to 18, prompting a record 43% of builders to cut prices amid 7.5% mortgage rates.
Tuesday, Oct 20
-
Building Permits (Tuesday 8:30 AM ET):
Consensus: 1.390M / Prior: 1.394M —
Forward pipeline expected to track sideways near cyclical lows, with tight construction credit and multifamily softness remaining structural drags.
-
Housing Starts (Tuesday 8:30 AM ET):
Consensus: 1.300M / Prior: 1.275M —
Consensus looks for a mild technical rebound from August, though heavy finished-home inventory and rate pressures will limit upside momentum.
Wednesday, Oct 21
Thursday, Oct 22
-
Initial Jobless Claims (Thursday 8:30 AM ET):
Consensus: 200k / Prior: 199k —
Sub-200k filings continue to reflect a resilient 'low-hire, low-fire' labor dynamic, dampening broader market expectations for aggressive Fed accommodation.
Friday, Oct 23
-
S&P Global Flash US Manufacturing PMI (Friday 9:45 AM ET):
Consensus: 55.3 / Prior: 55.9 —
Expected to stay well in expansion territory; watch input prices and supplier delivery times for early signs of tariff- and energy-related cost pass-through.
-
S&P Global Flash US Services PMI (Friday 9:45 AM ET):
Consensus: 58.0 / Prior: 58.8 —
High-expansion reading expected to confirm ongoing services strength, with prices-charged metrics serving as a key bellwether for core inflation stickiness.
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SPY |
766.48 |
0.4% |
-1.5% |
-1% |
15% |
| ■ QQQ |
718.36 |
1.2% |
-3.7% |
-3% |
18% |
| ■ IWM |
271.29 |
0.3% |
-2.4% |
-5% |
10% |
| ■ RSP |
213.40 |
-0.3% |
0.1% |
0% |
14% |
| ■ IJR |
135.86 |
-0.1% |
-1.2% |
-2% |
15% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EZU |
65.16 |
-1.0% |
-0.7% |
-6% |
6% |
| ■ EMXC |
93.31 |
1.1% |
-4.8% |
-9% |
34% |
| ■ EWJ |
95.01 |
0.1% |
-2.4% |
-3% |
19% |
| ■ EWU |
47.34 |
-1.4% |
1.3% |
-1% |
16% |
| ■ FXI |
33.53 |
-0.9% |
-1.7% |
-4% |
-16% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ USO |
160.90 |
-0.5% |
6.5% |
9% |
137% |
| ■ DBA |
28.20 |
-0.1% |
-0.8% |
-2% |
9% |
| ■ CPER |
39.59 |
0.2% |
-2.5% |
-3% |
27% |
| ■ GLD |
379.49 |
-0.7% |
-0.7% |
-5% |
-6% |
| ■ SLV |
51.54 |
0.1% |
-5.2% |
-14% |
8% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SHY |
81.31 |
-0.1% |
0.2% |
0% |
1% |
| ■ TLT |
79.46 |
-0.7% |
1.8% |
-3% |
-10% |
| ■ IGOV |
39.84 |
-0.5% |
0.7% |
-2% |
-5% |
Crypto
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ BTC-USD |
81,953.04 |
0.4% |
-1.2% |
-6% |
-25% |
| ■ ETH-USD |
2,404.79 |
-1.7% |
-5.1% |
-14% |
-40% |
| ■ DOGE-USD |
0.0792 |
-2.4% |
-7.1% |
-21% |
-59% |
Fx Eur
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EURUSD |
1.12 |
-0.4% |
0.3% |
-2% |
-4% |
| ■ GBPUSD |
1.33 |
-0.4% |
0.5% |
-0% |
-1% |
| ■ SEKUSD |
0.1008 |
-0.1% |
1.0% |
-1% |
-5% |
| ■ NOKUSD |
0.1062 |
0.3% |
1.5% |
0% |
7% |
| ■ CHFUSD |
1.21 |
-0.4% |
0.8% |
-1% |
-4% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ JPYUSD |
0.0063076 |
-0.4% |
0.0% |
-1% |
-5% |
| ■ KRWUSD |
0.0007508 |
0.0% |
0.1% |
3% |
7% |
| ■ TWDUSD |
0.0308 |
-0.2% |
-1.7% |
-2% |
-6% |
| ■ CNYUSD |
0.1497 |
-0.1% |
0.0% |
0% |
7% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ CADUSD |
0.7088 |
0.3% |
1.1% |
-1% |
-1% |
| ■ AUDUSD |
0.6981 |
0.4% |
0.2% |
-2% |
7% |
| ■ NZDUSD |
0.5663 |
0.0% |
1.2% |
-1% |
-1% |
| ■ MXNUSD |
0.0543 |
-0.1% |
-0.8% |
-7% |
-0% |
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 |
| CSGP |
COSTAR GROUP, INC. |
377 |
40.7% |
real estate services |
57.5 |
50.0 |
| PAHC |
PHIBRO ANIMAL HEALTH CORP |
162 |
37.5% |
pharmaceuticals |
8.0 |
9.0 |
| IDXX |
IDEXX LABORATORIES INC /DE |
65 |
10.9% |
health care equipment |
30.0 |
37.5 |
| CHH |
CHOICE HOTELS INTERNATIONAL INC /DE |
48 |
10.2% |
hotels, resorts & cruise lines |
12.1 |
13.0 |
Stocks Crossing Below 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Runup |
Industry |
P/OI |
5Y Avg |
| CNH |
CNH Industrial N.V. |
58 |
31.5% |
agricultural & farm machinery |
25.9 |
10.3 |
| LNC |
LINCOLN NATIONAL CORP |
106 |
26.2% |
multi-line insurance |
2.7 |
5.3 |
Individual Stock Volatility Scanners
Largest Volatility Spikes in the Past Day
| Ticker |
Name |
Sector |
Range |
△1d |
Z-Score |
| SLGN |
SILGAN HOLDINGS INC |
metal, glass & plastic containers |
8.8% |
+6.0% |
+4.7σ |
| CLF |
CLEVELAND-CLIFFS INC. |
steel |
20.0% |
+16.1% |
+4.3σ |
| STWD |
STARWOOD PROPERTY TRUST, INC. |
mortgage reits |
6.7% |
-3.9% |
+4.0σ |
| WERN |
WERNER ENTERPRISES INC |
cargo ground transportation |
8.6% |
-7.9% |
+3.6σ |
| INSW |
International Seaways, Inc. |
oil & gas storage & transportation |
10.3% |
-4.7% |
+3.4σ |
| DXC |
DXC Technology Co |
it consulting & other services |
12.7% |
+4.7% |
+3.4σ |
| RBA |
RB GLOBAL INC. |
diversified support services |
8.1% |
-4.8% |
+3.1σ |
| ARR |
Armour Residential REIT, Inc. |
mortgage reits |
7.7% |
-7.0% |
+3.0σ |
| EHC |
Encompass Health Corp |
health care facilities |
5.6% |
-4.8% |
+2.2σ |
| FOXF |
FOX FACTORY HOLDING CORP |
automotive parts & equipment |
10.7% |
-7.8% |
+2.2σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| FMC |
FMC CORP |
fertilizers & agricultural chemicals |
65.4% |
-35.5% |
+5.9σ |
| FUN |
Six Flags Entertainment Corporation/NEW |
leisure facilities |
49.9% |
-30.3% |
+5.4σ |
| MAN |
ManpowerGroup Inc. |
human resource & employment services |
30.4% |
-19.1% |
+4.2σ |
| FLEX |
FLEX LTD. |
electronic manufacturing services |
34.8% |
-25.3% |
+3.9σ |
| PDFS |
PDF SOLUTIONS INC |
semiconductor materials & equipment |
35.8% |
-21.8% |
+3.8σ |
| SLGN |
SILGAN HOLDINGS INC |
metal, glass & plastic containers |
17.9% |
+13.7% |
+3.8σ |
| INSW |
International Seaways, Inc. |
oil & gas storage & transportation |
24.0% |
-15.7% |
+3.6σ |
| AESI |
Atlas Energy Solutions Inc. |
oil & gas equipment & services |
31.9% |
-19.4% |
+3.1σ |
| HPE |
Hewlett Packard Enterprise Co |
technology hardware, storage & peripherals |
27.9% |
-20.5% |
+3.1σ |
| PENG |
Penguin Solutions, Inc. |
semiconductors |
42.8% |
-28.6% |
+3.1σ |
Largest Volatility Spikes in the Past 28 Days
| Ticker |
Name |
Sector |
Range |
△28d |
Z-Score |
| CTVA |
Corteva, Inc. |
fertilizers & agricultural chemicals |
600.7% |
-84.0% |
+9.3σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
76.3% |
-38.5% |
+4.9σ |
| FMC |
FMC CORP |
fertilizers & agricultural chemicals |
110.2% |
-47.8% |
+4.6σ |
| PTC |
PTC INC. |
application software |
46.7% |
+42.7% |
+4.1σ |
| GEN |
Gen Digital Inc. |
systems software |
45.5% |
-18.9% |
+3.7σ |
| UNIT |
Uniti Group Inc. |
alternative carriers |
78.3% |
-42.5% |
+3.6σ |
| BXMT |
BLACKSTONE MORTGAGE TRUST, INC. |
mortgage reits |
32.4% |
-22.8% |
+3.5σ |
| FICO |
FAIR ISAAC CORP |
application software |
60.7% |
-15.5% |
+3.4σ |
| STWD |
STARWOOD PROPERTY TRUST, INC. |
mortgage reits |
28.6% |
-20.2% |
+3.4σ |
| DFH |
Dream Finders Homes, Inc. |
homebuilding |
66.7% |
-24.1% |
+3.3σ |
Largest Volatility Spikes in the Past 365 Days
| Ticker |
Name |
Sector |
Range |
△365d |
Z-Score |
| CTVA |
Corteva, Inc. |
fertilizers & agricultural chemicals |
674.9% |
-79.5% |
+9.2σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
340.6% |
-75.9% |
+5.8σ |
| ROL |
ROLLINS INC |
environmental & facilities services |
125.2% |
-41.4% |
+4.7σ |
| OI |
O-I Glass, Inc. /DE/ |
metal, glass & plastic containers |
219.1% |
-51.7% |
+4.4σ |
| WHR |
WHIRLPOOL CORP /DE/ |
household appliances |
258.8% |
-62.6% |
+3.8σ |
| MPC |
Marathon Petroleum Corp |
oil & gas refining & marketing |
206.6% |
+156.9% |
+3.8σ |
| VRRM |
VERRA MOBILITY Corp |
data processing & outsourced services |
842.6% |
-88.5% |
+3.7σ |
| HUBG |
Hub Group, Inc. |
air freight & logistics |
107.8% |
-30.3% |
+3.7σ |
| KLAC |
KLA CORP |
semiconductor materials & equipment |
1,366.9% |
-85.5% |
+3.6σ |
| WD |
Walker & Dunlop, Inc. |
commercial & residential mortgage finance |
178.9% |
-60.7% |
+3.6σ |
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.
