Caterpillar: a 3.0σ fall on 29 July 2026
Recorded 27 October 2026On 29 July 2026 Caterpillar fell 6.91% close to close, 3.0 times its typical daily move of 2.30% over the 20 sessions before it: larger than every one of the 4 sessions on record before it. 26 other instruments of the 200 measured that day moved 2σ or more.
The day
Daily closes, as recorded the night after
- Move
- −6.91%
- Size
- −3.0σ
- Typical day before it
- 2.30%
- Close
- 782.71
- Previous close, 28 July 2026
- 840.85
- Since, to 6 November 2026
- −28.63%
Caterpillar, the 20 sessions to 29 July 2026
Daily closes; the last point is the quake
Show values
| Point | CAT |
|---|---|
| 30 Jun 2026 | 1,065 |
| 1 Jul 2026 | 991 |
| 2 Jul 2026 | 964 |
| 6 Jul 2026 | 970 |
| 7 Jul 2026 | 940 |
| 8 Jul 2026 | 948 |
| 9 Jul 2026 | 938 |
| 10 Jul 2026 | 952 |
| 13 Jul 2026 | 931 |
| 14 Jul 2026 | 933 |
| 15 Jul 2026 | 914 |
| 16 Jul 2026 | 877 |
| 17 Jul 2026 | 880 |
| 20 Jul 2026 | 864 |
| 21 Jul 2026 | 890 |
| 22 Jul 2026 | 889 |
| 23 Jul 2026 | 895 |
| 24 Jul 2026 | 889 |
| 27 Jul 2026 | 873 |
| 28 Jul 2026 | 841 |
| 29 Jul 2026 | 783 |
The same day
Other quakes on 29 July 2026
| Instrument | Move | Size |
|---|---|---|
| Euro / Australian Dollar EUR/AUD | +0.94% | +4.7σ |
| Australian Dollar / Swiss Franc AUD/CHF | −0.96% | −4.0σ |
| Dow Jones DJI | −2.19% | −3.6σ |
| US 13-Week Treasury Yield US3M | −2.71% | −3.5σ |
| British Pound / Australian Dollar GBP/AUD | +0.83% | +3.1σ |
| Euro / US Dollar EUR/USD | +0.71% | +3.0σ |
| JPMorgan Chase JPM | −3.53% | −3.0σ |
| US Dollar / Danish Krone USD/DKK | −0.71% | −3.0σ |
Caterpillar's other quakes
On record, newest first
- 29 October 2026: −9.25%, −3.8σ
- 7 October 2026: −5.75%, −3.5σ
How it is measured
The move is the close-to-close return; its size is that return divided by the standard deviation of Caterpillar's previous 20 daily returns. A quake is 3σ or more. This record was made the night after the day finished trading and has not been changed since. The live chart is on Caterpillar's page; the last few months of every market's daily moves are on the volatility terrain, and every quake on record is in the quake archive.