· EZU -1.5%, EMXC -3.4%, EWJ -0.7%, EWU -0.1%, FXI +1.1% · USO +1.3%, DBA +0.1%, CPER -2.4%, GLD -1.4%, SLV -2.1% · SHY -0.0%, TLT +0.0%, IGOV -0.5%
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 |
|
EMXC
|
4.0% |
-3.4% |
+2.8σ |
|
SEKUSD
|
2.0% |
-0.7% |
+1.6σ |
7-Day Horizon
| Ticker |
Range |
△7d |
Z-Score |
|
IGOV
|
3.7% |
-1.7% |
+1.5σ |
|
CPER
|
8.5% |
-5.7% |
+1.2σ |
|
EMXC
|
5.9% |
-4.6% |
+1.1σ |
|
USO
|
12.9% |
+7.1% |
+1.1σ |
28-Day Horizon
| Ticker |
Range |
△28d |
Z-Score |
|
USO
|
27.8% |
+20.2% |
+1.3σ |
Monday, Sep 14
-
Surging Treasury Yields & FOMC Rate-Hike Repricing (Today's Driver):
Actual: ~91% Hike Odds (10Y Yield ~4.97%) vs Prior: 58% Hike Odds (10Y Yield 4.78%) —
Front-end and benchmark yields surged as sticky core CPI and crude topping $100/bbl spurred aggressive repricing toward a 25 bps Fed hike this week.
Tuesday, Sep 15
-
NY Empire State Manufacturing Index (Tuesday 8:30 AM ET):
Consensus: 14.1 / Prior: 20.6 —
Expected moderation from August's high print; focus rests on prices paid and new orders to assess upstream inflation pipeline pressures.
Wednesday, Sep 16
-
Advance Monthly Retail Sales (Wednesday 8:30 AM ET):
Consensus: +0.2% MoM (Ex-Auto: +0.5%) / Prior: -0.6% MoM —
Final pre-FOMC demand checkpoint; resilience in core control group spending would solidify the committee's hawkish policy posture.
-
FOMC Interest Rate Decision & SEP (Wednesday 2:00 PM ET):
Consensus: 25 bps Hike to 3.75%–4.00% / Prior Target: 3.50%–3.75% —
Markets heavily positioned for the first rate hike since 2023; updated dot plot and dissents will dictate whether this marks an isolated adjustment or a renewed hiking cycle.
-
Fed Chair Press Conference (Wednesday 2:30 PM ET):
Guidance: Hawkish Hold-to-Hike Framing / Upward SEP Revisions —
Markets watching for pushback against further tightening expectations and the Fed's willingness to look through supply-driven commodity price spikes.
Thursday, Sep 17
-
US Initial Jobless Claims (Thursday 8:30 AM ET):
Consensus: 209k / Prior: 206k —
High-frequency labor health gauge immediately following the rate announcement; claims hovering near cycle lows reinforce the soft-landing narrative.
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| SPY |
760.62 |
-0.5% |
-0.6% |
-2% |
16% |
| QQQ |
709.31 |
-0.8% |
-1.3% |
-3% |
20% |
| IWM |
287.82 |
-0.4% |
-2.3% |
-5% |
21% |
| RSP |
215.01 |
0.1% |
-0.8% |
-3% |
16% |
| IJR |
141.26 |
-0.7% |
-2.1% |
-6% |
21% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| EZU |
68.52 |
-1.5% |
-2.6% |
-5% |
15% |
| EMXC |
97.16 |
-3.4% |
-4.6% |
-1% |
49% |
| EWJ |
97.83 |
-0.7% |
-0.1% |
-0% |
25% |
| EWU |
47.91 |
-0.1% |
-0.9% |
-1% |
18% |
| FXI |
34.86 |
1.1% |
-0.4% |
-1% |
-13% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| USO |
156.56 |
1.3% |
7.1% |
20% |
111% |
| DBA |
28.96 |
0.1% |
-0.6% |
3% |
8% |
| CPER |
38.27 |
-2.4% |
-5.7% |
-5% |
32% |
| GLD |
392.99 |
-1.4% |
-1.7% |
-3% |
16% |
| SLV |
56.94 |
-2.1% |
-4.1% |
-4% |
47% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| SHY |
81.34 |
-0.0% |
-0.4% |
-1% |
2% |
| TLT |
80.87 |
0.0% |
-1.6% |
-0% |
-6% |
| IGOV |
40.72 |
-0.5% |
-1.7% |
-1% |
-4% |
Crypto
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| BTC-USD |
79,427.64 |
2.7% |
0.3% |
23% |
-31% |
| ETH-USD |
2,594.97 |
2.2% |
4.3% |
36% |
-44% |
| DOGE-USD |
0.09 |
1.7% |
-5.0% |
22% |
-69% |
Fx Eur
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| EURUSD |
1.16 |
-0.4% |
-0.7% |
-0% |
-2% |
| GBPUSD |
1.35 |
-0.2% |
-0.3% |
-0% |
-0% |
| SEKUSD |
0.10 |
-0.7% |
-1.7% |
-3% |
-4% |
| NOKUSD |
0.11 |
-0.5% |
-0.6% |
1% |
6% |
| CHFUSD |
1.22 |
-0.1% |
-1.0% |
-1% |
-2% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| JPYUSD |
0.01 |
0.0% |
0.0% |
3% |
-4% |
| KRWUSD |
0.70 |
0.0% |
0.0% |
0% |
0% |
| TWDUSD |
0.03 |
-0.3% |
-0.6% |
1% |
-5% |
| CNYUSD |
0.15 |
-0.1% |
-0.1% |
1% |
6% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| CADUSD |
0.72 |
-0.3% |
-0.7% |
-0% |
-0% |
| AUDUSD |
0.71 |
-0.5% |
-1.1% |
1% |
7% |
| NZDUSD |
0.58 |
-0.7% |
-1.8% |
-2% |
-3% |
| MXNUSD |
0.06 |
-1.2% |
-1.4% |
-1% |
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 |
| IBM |
INTERNATIONAL BUSINESS MACHINES CORP |
60 |
20.7% |
it consulting & other services |
17.7 |
22.9 |
Stocks Crossing Below 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Runup |
Industry |
P/OI |
5Y Avg |
| AIR |
AAR CORP |
115 |
31.5% |
aerospace & defense |
17.7 |
27.9 |
| PSMT |
PRICESMART INC |
520 |
29.3% |
consumer staples merchandise retail |
20.3 |
14.0 |
| AYI |
ACUITY INC. (DE) |
79 |
23.0% |
electrical components & equipment |
12.0 |
13.3 |
| USFD |
US Foods Holding Corp. |
98 |
19.8% |
food distributors |
15.5 |
13.7 |
| BNL |
Broadstone Net Lease, Inc. |
464 |
16.9% |
industrial reits |
|
|
| RTX |
RTX Corp |
73 |
16.0% |
aerospace & defense |
21.2 |
20.6 |
| JEF |
Jefferies Financial Group Inc. |
63 |
11.0% |
multi-sector holdings |
8.9 |
13.3 |
Individual Stock Volatility Scanners
Largest Volatility Spikes in the Past Day
| Ticker |
Name |
Sector |
Range |
△1d |
Z-Score |
| HUBG |
Hub Group, Inc. |
industrials |
17.2% |
-2.5% |
+6.7σ |
| QLYS |
QUALYS, INC. |
information technology |
16.8% |
+15.1% |
+5.9σ |
| GLW |
CORNING INC /NY |
information technology |
16.5% |
-13.7% |
+5.0σ |
| PANW |
Palo Alto Networks Inc |
information technology |
14.5% |
+13.1% |
+5.0σ |
| KGS |
Kodiak Gas Services, Inc. |
energy |
13.3% |
-11.3% |
+4.7σ |
| NVT |
nVent Electric plc |
industrials |
12.9% |
-9.5% |
+4.7σ |
| MTSI |
MACOM Technology Solutions Holdings, Inc. |
information technology |
14.9% |
-12.8% |
+4.5σ |
| ETN |
Eaton Corp plc |
industrials |
9.9% |
-7.4% |
+4.3σ |
| AVT |
AVNET INC |
information technology |
8.8% |
-7.3% |
+4.2σ |
| HPE |
Hewlett Packard Enterprise Co |
information technology |
12.6% |
-10.9% |
+4.1σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| COO |
COOPER COMPANIES, INC. |
health care |
36.4% |
-19.9% |
+7.7σ |
| CASY |
CASEYS GENERAL STORES INC |
consumer staples |
29.1% |
-15.3% |
+6.7σ |
| TBBK |
Bancorp, Inc. |
financials |
37.9% |
-22.0% |
+4.9σ |
| AMGN |
AMGEN INC |
health care |
16.1% |
-3.0% |
+3.9σ |
| ORA |
ORMAT TECHNOLOGIES, INC. |
utilities |
19.8% |
-14.7% |
+3.8σ |
| ASO |
Academy Sports & Outdoors, Inc. |
consumer discretionary |
28.0% |
+21.3% |
+3.5σ |
| SWKS |
SKYWORKS SOLUTIONS, INC. |
information technology |
25.5% |
+5.1% |
+3.5σ |
| FDS |
FACTSET RESEARCH SYSTEMS INC |
financials |
18.3% |
-4.2% |
+3.1σ |
| SIG |
SIGNET JEWELERS LTD |
consumer discretionary |
29.3% |
+20.0% |
+3.1σ |
| LECO |
LINCOLN ELECTRIC HOLDINGS INC |
industrials |
14.9% |
-9.3% |
+3.1σ |
Largest Volatility Spikes in the Past 28 Days
| Ticker |
Name |
Sector |
Range |
△28d |
Z-Score |
| APH |
AMPHENOL CORP /DE/ |
information technology |
118.1% |
-54.0% |
+8.1σ |
| RUSHA |
RUSH ENTERPRISES INC \TX\ |
industrials |
71.7% |
-40.8% |
+7.2σ |
| CASY |
CASEYS GENERAL STORES INC |
consumer staples |
48.3% |
-28.6% |
+6.6σ |
| SFBS |
ServisFirst Bancshares, Inc. |
financials |
121.8% |
-53.3% |
+6.5σ |
| COO |
COOPER COMPANIES, INC. |
health care |
53.1% |
-27.8% |
+5.9σ |
| PCG |
PG&E Corp |
utilities |
46.2% |
-22.0% |
+4.9σ |
| MRNA |
Moderna, Inc. |
health care |
184.3% |
+127.3% |
+4.8σ |
| EIX |
EDISON INTERNATIONAL |
utilities |
44.6% |
-21.3% |
+4.5σ |
| DKS |
DICK'S SPORTING GOODS, INC. |
consumer discretionary |
65.7% |
-33.4% |
+4.2σ |
| CNH |
CNH Industrial N.V. |
industrials |
44.2% |
+33.5% |
+4.1σ |
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.
