· EZU -1.1%, EMXC -0.3%, EWJ -1.4%, EWU -1.3%, FXI +0.1% · USO +1.3%, DBA -0.5%, CPER +0.6%, GLD +0.3%, SLV +1.6% · SHY -0.1%, TLT -0.6%, IGOV +0.0%
⚠ Upcoming Capital Movements
-
Quadruple Witching & S&P Rebalance (September 18, 2026 - Today):
Simultaneous expiration of stock/index options and futures, plus S&P index rebalancing. Generates massive volume and closing imbalances.
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 |
|
USO
|
30.3% |
+16.7% |
+1.6σ |
365-Day Horizon
| Ticker |
Range |
△365d |
Z-Score |
|
KRWUSD
|
33.3% |
+0.0% |
+2.7σ |
|
USO
|
147.5% |
+110.5% |
+2.0σ |
|
SLV
|
189.1% |
+57.6% |
+1.7σ |
|
EMXC
|
64.8% |
+50.0% |
+1.6σ |
Friday, Sep 18
-
US Industrial Production (9:15 AM ET):
Consensus: +0.3% MoM / Capacity Utilization: 76.4% (Prior: +0.2% / 76.3%) —
Focus is on factory momentum and industrial slack; weaker manufacturing output would reinforce slowing real-economy growth, while upside resilience would dampen dovish Fed easing bets.
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| SPY |
760.63 |
-0.3% |
-0.5% |
-1% |
16% |
| QQQ |
718.84 |
0.3% |
0.6% |
1% |
21% |
| IWM |
283.87 |
-0.6% |
-1.8% |
-5% |
17% |
| RSP |
212.27 |
-0.5% |
-1.2% |
-4% |
14% |
| IJR |
138.81 |
-0.5% |
-2.4% |
-6% |
16% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| EZU |
68.01 |
-1.1% |
-2.3% |
-5% |
14% |
| EMXC |
98.92 |
-0.3% |
-1.7% |
1% |
50% |
| EWJ |
96.51 |
-1.4% |
-2.1% |
1% |
24% |
| EWU |
47.35 |
-1.3% |
-1.2% |
-3% |
18% |
| FXI |
34.24 |
0.1% |
-0.7% |
-5% |
-15% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| USO |
157.19 |
1.3% |
1.7% |
17% |
110% |
| DBA |
28.27 |
-0.5% |
-2.3% |
-0% |
8% |
| CPER |
39.88 |
0.6% |
1.7% |
-0% |
41% |
| GLD |
399.30 |
0.3% |
0.1% |
-6% |
19% |
| SLV |
59.89 |
1.6% |
3.0% |
-5% |
58% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| SHY |
81.28 |
-0.1% |
-0.1% |
-1% |
2% |
| TLT |
81.38 |
-0.6% |
0.6% |
-0% |
-5% |
| IGOV |
40.58 |
0.0% |
-0.8% |
-2% |
-4% |
Crypto
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| BTC-USD |
80,016.99 |
4.8% |
3.4% |
2% |
-32% |
| ETH-USD |
2,556.33 |
4.4% |
0.7% |
2% |
-44% |
| DOGE-USD |
0.09 |
7.9% |
3.4% |
-5% |
-69% |
Fx Eur
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| EURUSD |
1.15 |
-0.1% |
-1.2% |
-2% |
-2% |
| GBPUSD |
1.33 |
-0.1% |
-1.3% |
-2% |
-2% |
| SEKUSD |
0.10 |
-0.3% |
-1.7% |
-4% |
-5% |
| NOKUSD |
0.11 |
0.0% |
-1.4% |
-1% |
5% |
| CHFUSD |
1.21 |
-0.0% |
-1.2% |
-3% |
-4% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| JPYUSD |
0.01 |
-1.6% |
-3.1% |
0% |
-7% |
| KRWUSD |
0.70 |
0.0% |
0.0% |
0% |
0% |
| TWDUSD |
0.03 |
0.0% |
-0.9% |
0% |
-5% |
| CNYUSD |
0.15 |
0.3% |
0.1% |
0% |
6% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| CADUSD |
0.71 |
-0.1% |
-1.0% |
-2% |
-1% |
| AUDUSD |
0.71 |
0.0% |
-0.9% |
-1% |
8% |
| NZDUSD |
0.57 |
-0.4% |
-1.9% |
-4% |
-3% |
| MXNUSD |
0.06 |
0.0% |
-1.4% |
-2% |
7% |
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 |
| OPCH |
Option Care Health, Inc. |
195 |
35.2% |
health care facilities |
9.8 |
15.4 |
| HCA |
HCA Healthcare, Inc. |
151 |
24.1% |
health care facilities |
9.5 |
9.7 |
| GME |
GameStop Corp. |
127 |
20.9% |
computer & electronics retail |
26.6 |
44.1 |
Stocks Crossing Below 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Runup |
Industry |
P/OI |
5Y Avg |
| INN |
Summit Hotel Properties, Inc. |
147 |
42.8% |
None |
9.0 |
8.5 |
| LAMR |
LAMAR ADVERTISING CO/NEW |
171 |
22.8% |
other specialized reits |
20.0 |
16.6 |
| EVTC |
EVERTEC, Inc. |
80 |
22.5% |
transaction & payment processing services |
9.4 |
13.7 |
| DORM |
Dorman Products, Inc. |
118 |
21.6% |
automotive parts & equipment |
10.9 |
12.7 |
| HFWA |
HERITAGE FINANCIAL CORP /WA/ |
300 |
19.0% |
regional banks |
11.8 |
10.8 |
| CINF |
CINCINNATI FINANCIAL CORP |
101 |
16.9% |
property & casualty insurance |
6.2 |
8.7 |
| ADT |
ADT Inc. |
55 |
11.4% |
specialized consumer services |
3.3 |
3.8 |
Individual Stock Volatility Scanners
Largest Volatility Spikes in the Past Day
| Ticker |
Name |
Sector |
Range |
△1d |
Z-Score |
| LAD |
LITHIA MOTORS INC |
consumer discretionary |
7.0% |
-0.5% |
+2.0σ |
| NFLX |
NETFLIX INC |
communication services |
7.5% |
-5.8% |
+1.8σ |
| SXI |
STANDEX INTERNATIONAL CORP/DE/ |
industrials |
4.7% |
-0.6% |
+1.2σ |
| NUE |
NUCOR CORP |
materials |
5.1% |
-4.3% |
+1.0σ |
| IP |
INTERNATIONAL PAPER CO /NEW/ |
materials |
4.4% |
-2.4% |
+1.0σ |
| POST |
Post Holdings, Inc. |
consumer staples |
3.2% |
-1.2% |
+0.9σ |
| RPM |
RPM INTERNATIONAL INC/DE/ |
materials |
3.4% |
-1.1% |
+0.9σ |
| AVNT |
AVIENT CORP |
materials |
4.7% |
-0.7% |
+0.9σ |
| MDLZ |
Mondelez International, Inc. |
consumer staples |
2.6% |
-2.0% |
+0.8σ |
| GTY |
GETTY REALTY CORP /MD/ |
real estate |
2.7% |
-0.6% |
+0.8σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| SDGR |
Schrodinger, Inc. |
health care |
61.4% |
+53.1% |
+5.2σ |
| ENVA |
Enova International, Inc. |
financials |
35.1% |
-20.0% |
+5.0σ |
| RVTY |
REVVITY, INC. |
health care |
20.6% |
+18.0% |
+3.5σ |
| GNRC |
GENERAC HOLDINGS INC. |
industrials |
33.8% |
+11.8% |
+3.5σ |
| AN |
AUTONATION, INC. |
consumer discretionary |
20.9% |
-14.5% |
+3.5σ |
| DLB |
Dolby Laboratories, Inc. |
information technology |
14.9% |
-11.3% |
+3.2σ |
| JBHT |
HUNT J B TRANSPORT SERVICES INC |
industrials |
17.3% |
-12.7% |
+3.2σ |
| NTST |
NETSTREIT Corp. |
real estate |
11.0% |
-7.8% |
+3.1σ |
| VYX |
NCR Voyix Corp |
information technology |
29.1% |
-20.2% |
+3.0σ |
| BRKR |
BRUKER CORP |
health care |
24.9% |
+17.6% |
+3.0σ |
Largest Volatility Spikes in the Past 28 Days
| Ticker |
Name |
Sector |
Range |
△28d |
Z-Score |
| APH |
AMPHENOL CORP /DE/ |
information technology |
112.8% |
-49.9% |
+7.3σ |
| RUSHA |
RUSH ENTERPRISES INC \TX\ |
industrials |
66.8% |
-37.7% |
+6.4σ |
| CASY |
CASEYS GENERAL STORES INC |
consumer staples |
46.7% |
-27.5% |
+6.0σ |
| COO |
COOPER COMPANIES, INC. |
health care |
50.1% |
-27.7% |
+5.4σ |
| PCG |
PG&E Corp |
utilities |
46.1% |
-24.3% |
+4.7σ |
| EIX |
EDISON INTERNATIONAL |
utilities |
43.4% |
-22.6% |
+4.2σ |
| ENOV |
Enovis CORP |
health care |
55.6% |
-32.2% |
+4.0σ |
| LAZ |
Lazard, Inc. |
financials |
30.2% |
-19.6% |
+3.4σ |
| DKS |
DICK'S SPORTING GOODS, INC. |
consumer discretionary |
54.2% |
-32.5% |
+3.3σ |
| CLX |
CLOROX CO /DE/ |
consumer staples |
30.6% |
-21.1% |
+3.2σ |
Largest Volatility Spikes in the Past 365 Days
| Ticker |
Name |
Sector |
Range |
△365d |
Z-Score |
| MNST |
Monster Beverage Corp |
consumer staples |
137.9% |
-31.0% |
+4.7σ |
| ROL |
ROLLINS INC |
industrials |
101.0% |
-40.7% |
+4.5σ |
| KLAC |
KLA CORP |
information technology |
1,365.6% |
-83.6% |
+4.2σ |
| OI |
O-I Glass, Inc. /DE/ |
materials |
178.6% |
-52.1% |
+4.0σ |
| VRRM |
VERRA MOBILITY Corp |
industrials |
668.9% |
-86.6% |
+3.8σ |
| DD |
DuPont de Nemours, Inc. |
industrials |
388.8% |
+295.7% |
+3.8σ |
| QLYS |
QUALYS, INC. |
information technology |
170.5% |
+29.7% |
+3.7σ |
| LAZ |
Lazard, Inc. |
financials |
30.2% |
+nan% |
+3.6σ |
| PENG |
Penguin Solutions, Inc. |
information technology |
460.2% |
+90.3% |
+3.6σ |
| ABR |
ARBOR REALTY TRUST INC |
financials |
166.7% |
-59.1% |
+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.
