· EZU +0.9%, EMXC +1.0%, EWJ +0.5%, EWU +0.2%, FXI -1.3% · USO -0.8%, DBA -0.6%, CPER -1.5%, GLD +0.3%, SLV -0.4% · SHY +0.0%, TLT +0.2%, IGOV +0.1%
⚠ Upcoming Capital Movements
-
VIX Expiration (October 21, 2026 - Today):
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.
28-Day Horizon
| Ticker |
Range |
△28d |
Z-Score |
|
EMXC
|
11.9% |
-6.2% |
+1.1σ |
365-Day Horizon
| Ticker |
Range |
△365d |
Z-Score |
|
USO
|
147.5% |
+132.9% |
+2.0σ |
|
SLV
|
163.4% |
+18.6% |
+1.3σ |
|
EMXC
|
60.0% |
+36.8% |
+1.3σ |
Wednesday, Oct 21
Thursday, Oct 22
-
Initial Jobless Claims (8:30 AM ET):
Consensus: 200k (Prior: 199k) —
Claims hovering near historical lows indicate ongoing labor tightness; a sustained sub-200k print keeps upward pressure on front-end yields, while an upside print above 215k would revive cooling labor narrative.
Friday, Oct 23
-
S&P Global Flash US Manufacturing and Services PMI (9:45 AM ET):
Prior: Composite 58.4 (Mfg 57.0 / Services 58.8); expected moderate expansion pullback —
Traders will scrutinize input and output price sub-indices for signs of reaccelerating cost pressures, alongside services activity resilience as a gauge for Q4 GDP momentum.
-
University of Michigan Consumer Sentiment (10:00 AM ET):
Consensus: 46.3 (Prelim: 46.3 | 1-Yr Inflation: 4.7% | 5-Yr: 3.5%) —
Final print focuses on durable goods buying conditions and potential revisions to elevated long-term inflation expectations, where any upward shift could trigger bearish steepening across the curve.
Earnings:
AXP (BMO),
SLB (BMO)
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SPY |
770.38 |
0.1% |
0.1% |
0% |
16% |
| ■ QQQ |
721.79 |
0.5% |
-1.0% |
-3% |
18% |
| ■ IWM |
277.00 |
0.4% |
2.1% |
-2% |
13% |
| ■ RSP |
216.30 |
0.2% |
2.0% |
2% |
15% |
| ■ IJR |
138.14 |
0.3% |
2.0% |
-0% |
16% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EZU |
66.20 |
0.9% |
1.3% |
-3% |
9% |
| ■ EMXC |
94.16 |
1.0% |
-1.0% |
-6% |
37% |
| ■ EWJ |
95.88 |
0.5% |
0.0% |
-1% |
21% |
| ■ EWU |
47.87 |
0.2% |
2.0% |
2% |
18% |
| ■ FXI |
33.08 |
-1.3% |
-2.3% |
-4% |
-16% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ USO |
159.02 |
-0.8% |
3.5% |
7% |
133% |
| ■ DBA |
28.00 |
-0.6% |
-0.9% |
-2% |
8% |
| ■ CPER |
39.39 |
-1.5% |
-0.7% |
-3% |
29% |
| ■ GLD |
378.84 |
0.3% |
0.8% |
-4% |
0% |
| ■ SLV |
51.92 |
-0.4% |
3.4% |
-11% |
19% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SHY |
81.34 |
0.0% |
0.2% |
0% |
1% |
| ■ TLT |
80.31 |
0.2% |
1.8% |
-0% |
-9% |
| ■ IGOV |
40.11 |
0.1% |
1.1% |
0% |
-4% |
Crypto
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ BTC-USD |
83,780.04 |
1.5% |
2.3% |
-1% |
-23% |
| ■ ETH-USD |
2,470.93 |
1.5% |
1.7% |
-8% |
-36% |
| ■ DOGE-USD |
0.0821 |
0.8% |
-0.1% |
-11% |
-58% |
Fx Eur
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EURUSD |
1.12 |
-0.0% |
0.7% |
-1% |
-3% |
| ■ GBPUSD |
1.34 |
0.1% |
1.5% |
1% |
0% |
| ■ SEKUSD |
0.1013 |
0.2% |
1.5% |
0% |
-5% |
| ■ NOKUSD |
0.1066 |
0.3% |
1.5% |
1% |
7% |
| ■ CHFUSD |
1.21 |
0.0% |
1.3% |
0% |
-3% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ JPYUSD |
0.0063320 |
0.2% |
0.2% |
0% |
-4% |
| ■ KRWUSD |
0.0007537 |
-0.1% |
1.1% |
3% |
8% |
| ■ TWDUSD |
0.0309 |
0.7% |
-0.8% |
-2% |
-6% |
| ■ CNYUSD |
0.1498 |
0.0% |
0.3% |
0% |
7% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ CADUSD |
0.7110 |
-0.0% |
1.2% |
0% |
-0% |
| ■ AUDUSD |
0.7026 |
0.3% |
0.7% |
-0% |
8% |
| ■ NZDUSD |
0.5695 |
0.2% |
1.8% |
0% |
-1% |
| ■ MXNUSD |
0.0537 |
-1.1% |
-0.8% |
-6% |
-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 |
| TOST |
Toast, Inc. |
53 |
12.7% |
transaction & payment processing services |
44.8 |
45.2 |
| SR |
SPIRE INC |
151 |
11.9% |
gas utilities |
0.3 |
3.0 |
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 |
26.7 |
10.2 |
| 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 |
| PM |
Philip Morris International Inc. |
tobacco |
8.6% |
-3.0% |
+5.9σ |
| DGX |
QUEST DIAGNOSTICS INC |
health care services |
6.9% |
+0.5% |
+4.5σ |
| T |
AT&T INC. |
integrated telecommunication services |
6.9% |
-4.3% |
+3.6σ |
| USPH |
U S PHYSICAL THERAPY INC /NV |
health care facilities |
9.1% |
-8.1% |
+3.1σ |
| ELS |
EQUITY LIFESTYLE PROPERTIES INC |
single-family residential reits |
5.1% |
-3.5% |
+3.1σ |
| LAD |
LITHIA MOTORS INC |
automotive retail |
8.0% |
+4.9% |
+2.6σ |
| STEP |
StepStone Group Inc. |
asset management & custody banks |
9.7% |
-0.2% |
+2.6σ |
| ISRG |
INTUITIVE SURGICAL INC |
health care equipment |
6.4% |
-0.8% |
+2.2σ |
| ECHO |
EchoStar CORP |
wireless telecommunication services |
6.7% |
+5.9% |
+1.9σ |
| DELL |
Dell Technologies Inc. |
technology hardware, storage & peripherals |
8.7% |
+7.5% |
+1.7σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| FMC |
FMC CORP |
fertilizers & agricultural chemicals |
58.1% |
-34.2% |
+5.1σ |
| MAN |
ManpowerGroup Inc. |
human resource & employment services |
29.7% |
-15.8% |
+4.0σ |
| PM |
Philip Morris International Inc. |
tobacco |
14.1% |
-5.7% |
+3.7σ |
| EFX |
EQUIFAX INC |
research & consulting services |
18.3% |
+15.9% |
+3.0σ |
| CWST |
CASELLA WASTE SYSTEMS INC |
environmental & facilities services |
14.9% |
+11.3% |
+2.9σ |
| SLGN |
SILGAN HOLDINGS INC |
metal, glass & plastic containers |
14.9% |
+10.9% |
+2.9σ |
| DFH |
Dream Finders Homes, Inc. |
homebuilding |
30.4% |
+27.0% |
+2.8σ |
| FOXF |
FOX FACTORY HOLDING CORP |
automotive parts & equipment |
29.3% |
-12.6% |
+2.5σ |
| HAS |
HASBRO, INC. |
leisure products |
15.7% |
+15.5% |
+2.4σ |
| KMB |
KIMBERLY CLARK CORP |
household products |
9.0% |
+8.2% |
+2.0σ |
Largest Volatility Spikes in the Past 28 Days
| Ticker |
Name |
Sector |
Range |
△28d |
Z-Score |
| CTVA |
Corteva, Inc. |
fertilizers & agricultural chemicals |
589.1% |
-84.0% |
+8.8σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
66.4% |
-30.6% |
+4.2σ |
| PTC |
PTC INC. |
application software |
46.7% |
+37.7% |
+4.0σ |
| FMC |
FMC CORP |
fertilizers & agricultural chemicals |
97.4% |
-46.2% |
+4.0σ |
| BOX |
BOX INC |
application software |
38.0% |
+28.2% |
+3.4σ |
| FUN |
Six Flags Entertainment Corporation/NEW |
leisure facilities |
68.7% |
-39.7% |
+3.3σ |
| ACN |
Accenture plc |
it consulting & other services |
41.6% |
+29.9% |
+3.1σ |
| UNIT |
Uniti Group Inc. |
alternative carriers |
70.6% |
-40.8% |
+3.1σ |
| AKAM |
AKAMAI TECHNOLOGIES INC |
internet services & infrastructure |
49.2% |
-24.2% |
+3.1σ |
| MAN |
ManpowerGroup Inc. |
human resource & employment services |
47.5% |
-23.7% |
+2.9σ |
Largest Volatility Spikes in the Past 365 Days
| Ticker |
Name |
Sector |
Range |
△365d |
Z-Score |
| CTVA |
Corteva, Inc. |
fertilizers & agricultural chemicals |
674.9% |
-79.1% |
+8.8σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
340.6% |
-73.5% |
+5.7σ |
| ROL |
ROLLINS INC |
environmental & facilities services |
125.2% |
-40.4% |
+4.6σ |
| OI |
O-I Glass, Inc. /DE/ |
metal, glass & plastic containers |
219.1% |
-51.8% |
+4.4σ |
| MPC |
Marathon Petroleum Corp |
oil & gas refining & marketing |
206.6% |
+162.0% |
+3.8σ |
| WHR |
WHIRLPOOL CORP /DE/ |
household appliances |
258.8% |
-61.7% |
+3.8σ |
| VRRM |
VERRA MOBILITY Corp |
data processing & outsourced services |
842.6% |
-88.0% |
+3.7σ |
| KLAC |
KLA CORP |
semiconductor materials & equipment |
1,420.5% |
-85.7% |
+3.6σ |
| HUBG |
Hub Group, Inc. |
air freight & logistics |
107.8% |
-29.5% |
+3.6σ |
| PZZA |
PAPA JOHNS INTERNATIONAL INC |
restaurants |
196.6% |
-64.2% |
+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.
