· EZU -0.9%, EMXC +0.0%, EWJ -0.9%, EWU -1.4%, FXI +0.4% · USO -0.9%, DBA -1.1%, CPER +1.4%, GLD +0.8%, SLV +1.6% · SHY -0.1%, TLT -0.7%, IGOV -0.1%
⚠ 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.
1-Day Horizon
| Ticker |
Range |
△1d |
Z-Score |
|
BTC-USD
|
6.5% |
+6.3% |
+1.1σ |
28-Day Horizon
| Ticker |
Range |
△28d |
Z-Score |
|
USO
|
30.3% |
+14.2% |
+1.6σ |
365-Day Horizon
| Ticker |
Range |
△365d |
Z-Score |
|
KRWUSD
|
33.3% |
+0.0% |
+2.7σ |
|
USO
|
147.5% |
+105.9% |
+2.0σ |
|
SLV
|
189.1% |
+57.8% |
+1.7σ |
|
EMXC
|
64.8% |
+50.5% |
+1.6σ |
Friday, Sep 18
-
Industrial Production (Today's Print):
Actual: 0.0% vs Consensus: 0.3% —
Output stagnated as manufacturing fell 0.3% on motor vehicle and equipment weakness, snapping a seven-month expansion streak despite offset from a 1.8% surge in utilities.
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| SPY |
761.69 |
-0.1% |
-0.3% |
-1% |
16% |
| QQQ |
721.45 |
0.6% |
0.9% |
1% |
22% |
| IWM |
284.09 |
-0.5% |
-1.7% |
-5% |
17% |
| RSP |
212.29 |
-0.5% |
-1.2% |
-4% |
14% |
| IJR |
138.86 |
-0.5% |
-2.3% |
-6% |
16% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| EZU |
68.14 |
-0.9% |
-2.1% |
-5% |
14% |
| EMXC |
99.26 |
0.0% |
-1.3% |
1% |
51% |
| EWJ |
97.01 |
-0.9% |
-1.6% |
2% |
24% |
| EWU |
47.27 |
-1.4% |
-1.4% |
-3% |
17% |
| FXI |
34.32 |
0.4% |
-0.5% |
-4% |
-15% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| USO |
153.82 |
-0.9% |
-0.5% |
14% |
106% |
| DBA |
28.12 |
-1.1% |
-2.8% |
-1% |
8% |
| CPER |
40.23 |
1.4% |
2.6% |
1% |
42% |
| GLD |
401.22 |
0.8% |
0.6% |
-5% |
20% |
| SLV |
59.93 |
1.6% |
3.0% |
-4% |
58% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| SHY |
81.25 |
-0.1% |
-0.1% |
-1% |
2% |
| TLT |
81.25 |
-0.7% |
0.5% |
-1% |
-5% |
| IGOV |
40.53 |
-0.1% |
-0.9% |
-2% |
-4% |
Crypto
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| BTC-USD |
81,149.87 |
6.3% |
4.9% |
4% |
-31% |
| ETH-USD |
2,635.42 |
7.6% |
3.8% |
5% |
-43% |
| DOGE-USD |
0.09 |
8.5% |
4.0% |
-4% |
-68% |
Fx Eur
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| EURUSD |
1.15 |
0.1% |
-1.0% |
-2% |
-2% |
| GBPUSD |
1.34 |
0.3% |
-0.9% |
-2% |
-1% |
| SEKUSD |
0.10 |
-0.1% |
-1.5% |
-4% |
-5% |
| NOKUSD |
0.11 |
0.2% |
-1.2% |
-1% |
5% |
| CHFUSD |
1.22 |
0.4% |
-0.8% |
-3% |
-4% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| JPYUSD |
0.01 |
0.0% |
-1.5% |
2% |
-6% |
| KRWUSD |
0.70 |
0.0% |
0.0% |
0% |
0% |
| TWDUSD |
0.03 |
0.3% |
-0.6% |
0% |
-5% |
| CNYUSD |
0.15 |
0.1% |
0.0% |
0% |
6% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| CADUSD |
0.71 |
0.0% |
-0.9% |
-2% |
-1% |
| AUDUSD |
0.71 |
0.2% |
-0.7% |
-1% |
8% |
| NZDUSD |
0.57 |
-0.1% |
-1.6% |
-4% |
-3% |
| MXNUSD |
0.06 |
-0.2% |
-1.5% |
-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 |
9.4 |
9.7 |
| GME |
GameStop Corp. |
127 |
20.9% |
computer & electronics retail |
26.3 |
44.0 |
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 |
8.9 |
8.5 |
| ROCK |
GIBRALTAR INDUSTRIES, INC. |
48 |
27.4% |
building products |
8.9 |
13.2 |
| EVTC |
EVERTEC, Inc. |
80 |
22.5% |
transaction & payment processing services |
9.2 |
13.7 |
| MHO |
M/I HOMES, INC. |
111 |
22.1% |
homebuilding |
8.8 |
5.3 |
| DORM |
Dorman Products, Inc. |
118 |
21.6% |
automotive parts & equipment |
10.9 |
12.7 |
| CINF |
CINCINNATI FINANCIAL CORP |
101 |
16.9% |
property & casualty insurance |
6.2 |
8.7 |
| NSC |
NORFOLK SOUTHERN CORP |
91 |
14.5% |
rail transportation |
17.5 |
14.4 |
| 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 |
| ARE |
ALEXANDRIA REAL ESTATE EQUITIES, INC. |
real estate |
7.6% |
-5.4% |
+3.2σ |
| QCOM |
QUALCOMM INC/DE |
information technology |
9.2% |
-5.8% |
+2.5σ |
| ALKS |
Alkermes plc. |
health care |
8.0% |
-7.1% |
+2.4σ |
| NUE |
NUCOR CORP |
materials |
7.5% |
-6.3% |
+2.3σ |
| WU |
Western Union CO |
financials |
5.9% |
-4.8% |
+2.2σ |
| GPK |
GRAPHIC PACKAGING HOLDING CO |
materials |
6.3% |
-5.5% |
+2.2σ |
| GM |
General Motors Co |
consumer discretionary |
6.4% |
-5.1% |
+2.0σ |
| NFLX |
NETFLIX INC |
communication services |
7.5% |
-4.8% |
+1.8σ |
| WEN |
Wendy's Co |
consumer discretionary |
6.7% |
-3.5% |
+1.8σ |
| ROCK |
GIBRALTAR INDUSTRIES, INC. |
industrials |
7.5% |
-4.6% |
+1.8σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| SDGR |
Schrodinger, Inc. |
health care |
61.4% |
+52.6% |
+5.2σ |
| ENVA |
Enova International, Inc. |
financials |
35.1% |
-21.9% |
+5.0σ |
| AN |
AUTONATION, INC. |
consumer discretionary |
24.8% |
-17.3% |
+4.5σ |
| RVTY |
REVVITY, INC. |
health care |
20.6% |
+15.4% |
+3.5σ |
| JBHT |
HUNT J B TRANSPORT SERVICES INC |
industrials |
18.4% |
-13.4% |
+3.5σ |
| GNRC |
GENERAC HOLDINGS INC. |
industrials |
33.8% |
+10.8% |
+3.5σ |
| DLB |
Dolby Laboratories, Inc. |
information technology |
15.1% |
-10.6% |
+3.3σ |
| VYX |
NCR Voyix Corp |
information technology |
31.1% |
-21.2% |
+3.3σ |
| NTST |
NETSTREIT Corp. |
real estate |
11.0% |
-7.5% |
+3.1σ |
| BRKR |
BRUKER CORP |
health care |
24.9% |
+14.9% |
+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% |
-50.6% |
+7.3σ |
| RUSHA |
RUSH ENTERPRISES INC \TX\ |
industrials |
66.8% |
-37.9% |
+6.4σ |
| CASY |
CASEYS GENERAL STORES INC |
consumer staples |
46.7% |
-27.6% |
+6.0σ |
| COO |
COOPER COMPANIES, INC. |
health care |
50.1% |
-27.5% |
+5.4σ |
| PCG |
PG&E Corp |
utilities |
46.1% |
-25.0% |
+4.7σ |
| EIX |
EDISON INTERNATIONAL |
utilities |
43.4% |
-22.8% |
+4.2σ |
| ENOV |
Enovis CORP |
health care |
55.6% |
-30.7% |
+4.0σ |
| LAZ |
Lazard, Inc. |
financials |
31.4% |
-19.0% |
+3.6σ |
| CLX |
CLOROX CO /DE/ |
consumer staples |
31.7% |
-22.1% |
+3.4σ |
| DKS |
DICK'S SPORTING GOODS, INC. |
consumer discretionary |
54.2% |
-33.8% |
+3.3σ |
Largest Volatility Spikes in the Past 365 Days
| Ticker |
Name |
Sector |
Range |
△365d |
Z-Score |
| MNST |
Monster Beverage Corp |
consumer staples |
137.9% |
-30.8% |
+4.7σ |
| ROL |
ROLLINS INC |
industrials |
103.4% |
-40.6% |
+4.7σ |
| KLAC |
KLA CORP |
information technology |
1,365.6% |
-83.0% |
+4.2σ |
| OI |
O-I Glass, Inc. /DE/ |
materials |
178.6% |
-52.6% |
+4.0σ |
| VRRM |
VERRA MOBILITY Corp |
industrials |
687.9% |
-85.9% |
+3.9σ |
| LAZ |
Lazard, Inc. |
financials |
31.4% |
+nan% |
+3.8σ |
| ABR |
ARBOR REALTY TRUST INC |
financials |
176.8% |
-60.6% |
+3.8σ |
| DD |
DuPont de Nemours, Inc. |
industrials |
388.8% |
+298.5% |
+3.8σ |
| QLYS |
QUALYS, INC. |
information technology |
170.5% |
+28.9% |
+3.7σ |
| PENG |
Penguin Solutions, Inc. |
information technology |
460.2% |
+92.7% |
+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.
