· EZU -0.8%, EMXC +0.0%, EWJ +0.3%, EWU -0.9%, FXI +0.8% · USO +0.2%, DBA -0.3%, CPER -0.8%, GLD +0.3%, SLV +1.2% · SHY -0.3%, TLT -0.9%, IGOV -0.2%
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 |
|
SHY
|
0.3% |
-0.3% |
+1.6σ |
7-Day Horizon
| Ticker |
Range |
△7d |
Z-Score |
|
MXNUSD
|
4.1% |
-3.4% |
+1.3σ |
28-Day Horizon
| Ticker |
Range |
△28d |
Z-Score |
|
MXNUSD
|
8.4% |
-6.9% |
+1.6σ |
|
CADUSD
|
3.7% |
-3.2% |
+1.0σ |
365-Day Horizon
| Ticker |
Range |
△365d |
Z-Score |
|
USO
|
147.5% |
+99.6% |
+2.0σ |
|
EMXC
|
63.9% |
+49.1% |
+1.5σ |
|
SLV
|
163.6% |
+28.5% |
+1.4σ |
Thursday, Oct 1
-
ISM Manufacturing PMI (10:00 AM ET):
Consensus: 54.8 (Prior: 54.6; Prices Paid Prior: 71.1) —
Focus centers on whether new orders rebound after August's cooling and whether persistent input cost pressures (Prices Paid >71) exacerbate recent Treasury yield spikes.
Earnings:
ACN (BMO),
MKC (BMO)
Friday, Oct 2
-
Employment Situation (Non-Farm Payrolls) (8:30 AM ET):
Consensus: +90K / Unemployment Rate: 4.1% / Average Hourly Earnings: +3.1% YoY (Prior: +162K) —
Traders are monitoring for hiring normalization after August's sharp upside surprise; a resilient print or wage acceleration risks reinforcing hawkish Fed rate pricing amid stretched bond positioning.
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| SPY |
764.87 |
0.3% |
-0.3% |
-1% |
15% |
| QQQ |
741.43 |
0.2% |
0.0% |
3% |
23% |
| IWM |
278.21 |
0.1% |
-1.2% |
-6% |
16% |
| RSP |
208.68 |
0.3% |
-0.8% |
-5% |
11% |
| IJR |
136.22 |
0.2% |
-1.1% |
-6% |
15% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| EZU |
66.78 |
-0.8% |
-2.1% |
-5% |
10% |
| EMXC |
99.09 |
0.0% |
-0.7% |
-0% |
49% |
| EWJ |
97.78 |
0.3% |
2.1% |
-0% |
27% |
| EWU |
46.13 |
-0.9% |
-2.2% |
-5% |
12% |
| FXI |
34.28 |
0.8% |
0.1% |
-3% |
-16% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| USO |
146.00 |
0.2% |
-4.7% |
3% |
100% |
| DBA |
28.04 |
-0.3% |
-1.8% |
-4% |
8% |
| CPER |
39.48 |
-0.8% |
-2.9% |
-1% |
31% |
| GLD |
381.87 |
0.3% |
-2.5% |
-7% |
7% |
| SLV |
55.14 |
1.2% |
-4.3% |
-9% |
29% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| SHY |
80.98 |
-0.3% |
-0.1% |
-1% |
1% |
| TLT |
77.09 |
-0.9% |
-2.9% |
-6% |
-10% |
| IGOV |
39.75 |
-0.2% |
-0.6% |
-4% |
-5% |
Crypto
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| BTC-USD |
83,745.48 |
0.2% |
-0.2% |
3% |
-29% |
| ETH-USD |
2,692.27 |
0.6% |
1.1% |
7% |
-38% |
| DOGE-USD |
0.0945 |
-0.0% |
0.7% |
6% |
-62% |
Fx Eur
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| EURUSD |
1.13 |
-0.6% |
-0.7% |
-3% |
-4% |
| GBPUSD |
1.32 |
-0.4% |
0.1% |
-2% |
-2% |
| SEKUSD |
0.0998 |
-0.4% |
-1.2% |
-5% |
-6% |
| NOKUSD |
0.1040 |
-0.3% |
-1.3% |
-3% |
3% |
| CHFUSD |
1.20 |
-0.0% |
-0.8% |
-3% |
-4% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| JPYUSD |
0.0063312 |
-0.7% |
0.5% |
-1% |
-7% |
| KRWUSD |
0.0007345 |
-0.6% |
0.4% |
-0% |
3% |
| TWDUSD |
0.0313 |
-0.3% |
-0.5% |
-1% |
-5% |
| CNYUSD |
0.1493 |
-0.0% |
0.0% |
0% |
6% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| CADUSD |
0.7024 |
-0.4% |
-0.7% |
-3% |
-2% |
| AUDUSD |
0.6951 |
-0.1% |
-1.1% |
-4% |
5% |
| NZDUSD |
0.5615 |
-0.6% |
-0.9% |
-5% |
-3% |
| MXNUSD |
0.0550 |
-1.0% |
-3.4% |
-7% |
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 |
| TDC |
TERADATA CORP /DE/ |
57 |
13.4% |
it consulting & other services |
21.8 |
21.0 |
Stocks Crossing Below 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Runup |
Industry |
P/OI |
5Y Avg |
| FOXF |
FOX FACTORY HOLDING CORP |
78 |
21.9% |
automotive parts & equipment |
|
14.2 |
| AXTA |
Axalta Coating Systems Ltd. |
120 |
21.7% |
specialty chemicals |
8.8 |
9.9 |
| MED |
MEDIFAST INC |
58 |
18.6% |
None |
|
13.2 |
| IRWD |
IRONWOOD PHARMACEUTICALS INC |
62 |
15.4% |
None |
2.7 |
5.3 |
| PKG |
PACKAGING CORP OF AMERICA |
134 |
14.5% |
paper & plastic packaging products & materials |
18.4 |
13.6 |
| BANR |
BANNER CORP |
119 |
14.0% |
regional banks |
30.6 |
28.8 |
Individual Stock Volatility Scanners
Largest Volatility Spikes in the Past Day
| Ticker |
Name |
Sector |
Range |
△1d |
Z-Score |
| CTVA |
Corteva, Inc. |
materials |
462.8% |
-82.0% |
+40.7σ |
| ACN |
Accenture plc |
information technology |
22.1% |
+22.1% |
+10.8σ |
| CTSH |
COGNIZANT TECHNOLOGY SOLUTIONS CORP |
information technology |
12.1% |
+12.1% |
+6.1σ |
| SNPS |
SYNOPSYS INC |
information technology |
10.4% |
+8.9% |
+3.4σ |
| MCK |
MCKESSON CORP |
health care |
6.1% |
+6.1% |
+3.2σ |
| BXMT |
BLACKSTONE MORTGAGE TRUST, INC. |
financials |
6.6% |
-1.1% |
+3.2σ |
| G |
Genpact LTD |
industrials |
6.6% |
+6.6% |
+2.7σ |
| CNXC |
Concentrix Corp |
industrials |
12.1% |
+12.1% |
+2.7σ |
| IT |
GARTNER INC |
information technology |
8.6% |
+8.6% |
+2.6σ |
| SEIC |
SEI INVESTMENTS CO |
financials |
4.5% |
+0.2% |
+2.3σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| CTVA |
Corteva, Inc. |
materials |
475.7% |
-82.4% |
+35.1σ |
| LQDA |
Liquidia Corp |
health care |
215.9% |
-66.7% |
+6.5σ |
| FICO |
FAIR ISAAC CORP |
information technology |
48.5% |
-24.9% |
+6.0σ |
| ACN |
Accenture plc |
information technology |
30.1% |
+26.0% |
+5.5σ |
| STC |
STEWART INFORMATION SERVICES CORP |
financials |
21.5% |
-16.0% |
+4.3σ |
| UTHR |
UNITED THERAPEUTICS Corp |
health care |
22.5% |
+18.9% |
+3.5σ |
| AIR |
AAR CORP |
industrials |
20.6% |
-15.5% |
+3.0σ |
| CNXC |
Concentrix Corp |
industrials |
29.8% |
-5.0% |
+3.0σ |
| CAG |
CONAGRA BRANDS INC. |
consumer staples |
12.1% |
-9.3% |
+2.7σ |
| AKAM |
AKAMAI TECHNOLOGIES INC |
information technology |
21.5% |
-3.6% |
+2.7σ |
Largest Volatility Spikes in the Past 28 Days
| Ticker |
Name |
Sector |
Range |
△28d |
Z-Score |
| CTVA |
Corteva, Inc. |
materials |
545.9% |
-84.2% |
+29.9σ |
| LQDA |
Liquidia Corp |
health care |
215.9% |
-65.5% |
+6.1σ |
| FICO |
FAIR ISAAC CORP |
information technology |
90.9% |
-42.5% |
+5.8σ |
| GEN |
Gen Digital Inc. |
information technology |
54.9% |
-28.4% |
+5.2σ |
| STC |
STEWART INFORMATION SERVICES CORP |
financials |
40.9% |
-27.9% |
+4.3σ |
| AN |
AUTONATION, INC. |
consumer discretionary |
39.5% |
-23.6% |
+3.7σ |
| PAYX |
PAYCHEX INC |
industrials |
27.6% |
-19.1% |
+3.7σ |
| CASY |
CASEYS GENERAL STORES INC |
consumer staples |
33.5% |
-20.2% |
+3.6σ |
| COO |
COOPER COMPANIES, INC. |
health care |
38.5% |
-19.9% |
+3.6σ |
| EFX |
EQUIFAX INC |
industrials |
38.0% |
-25.4% |
+3.2σ |
Largest Volatility Spikes in the Past 365 Days
| Ticker |
Name |
Sector |
Range |
△365d |
Z-Score |
| CTVA |
Corteva, Inc. |
materials |
559.2% |
-77.1% |
+22.0σ |
| LQDA |
Liquidia Corp |
health care |
295.6% |
+nan% |
+6.1σ |
| ROL |
ROLLINS INC |
industrials |
122.1% |
-47.6% |
+5.2σ |
| OI |
O-I Glass, Inc. /DE/ |
materials |
204.6% |
-57.1% |
+4.5σ |
| ABR |
ARBOR REALTY TRUST INC |
financials |
212.1% |
-66.8% |
+4.4σ |
| VRRM |
VERRA MOBILITY Corp |
industrials |
792.9% |
-87.2% |
+3.9σ |
| KLAC |
KLA CORP |
information technology |
1,365.6% |
-82.3% |
+3.9σ |
| FICO |
FAIR ISAAC CORP |
information technology |
240.9% |
-57.5% |
+3.8σ |
| DD |
DuPont de Nemours, Inc. |
industrials |
388.8% |
+298.5% |
+3.6σ |
| ACM |
AECOM |
industrials |
131.8% |
-53.7% |
+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.
