Russell 2000: a 4.4σ fall on 5 November 2026
Recorded 7 November 2026On 5 November 2026 Russell 2000 fell 4.45% close to close, 4.4 times its typical daily move of 1.01% over the 20 sessions before it: larger than every one of the 66 sessions on record before it. 65 other instruments of the 198 measured that day moved 2σ or more.
The day
Daily closes, as recorded the night after
- Move
- −4.45%
- Size
- −4.4σ
- Typical day before it
- 1.01%
- Close
- 2,729.89
- Previous close, 4 November 2026
- 2,856.95
- Since, to 6 November 2026
- +0.89%
Russell 2000, the 30 sessions to 5 November 2026
Daily closes; the last point is the quake
Show values
| Point | RUT |
|---|---|
| 24 Sep 2026 | 2,836 |
| 25 Sep 2026 | 2,838 |
| 28 Sep 2026 | 2,818 |
| 29 Sep 2026 | 2,808 |
| 30 Sep 2026 | 2,797 |
| 1 Oct 2026 | 2,807 |
| 2 Oct 2026 | 2,833 |
| 5 Oct 2026 | 2,847 |
| 6 Oct 2026 | 2,830 |
| 7 Oct 2026 | 2,793 |
| 8 Oct 2026 | 2,794 |
| 9 Oct 2026 | 2,807 |
| 12 Oct 2026 | 2,794 |
| 13 Oct 2026 | 2,783 |
| 14 Oct 2026 | 2,730 |
| 15 Oct 2026 | 2,767 |
| 16 Oct 2026 | 2,721 |
| 19 Oct 2026 | 2,728 |
| 20 Oct 2026 | 2,773 |
| 21 Oct 2026 | 2,781 |
| 22 Oct 2026 | 2,784 |
| 23 Oct 2026 | 2,776 |
| 26 Oct 2026 | 2,786 |
| 27 Oct 2026 | 2,819 |
| 28 Oct 2026 | 2,831 |
| 29 Oct 2026 | 2,859 |
| 30 Oct 2026 | 2,812 |
| 2 Nov 2026 | 2,806 |
| 3 Nov 2026 | 2,812 |
| 4 Nov 2026 | 2,857 |
| 5 Nov 2026 | 2,730 |
The same day
Other quakes on 5 November 2026
| Instrument | Move | Size |
|---|---|---|
| Volatility Index VIX | +69.66% | +7.5σ |
| AppLovin APP | +31.04% | +7.0σ |
| S&P 500 SPX | −4.36% | −5.4σ |
| Honeywell HON | −5.55% | −4.9σ |
| Taiwan Semiconductor TSM | −10.78% | −4.5σ |
| Nasdaq 100 NDX | −6.36% | −4.4σ |
| Nvidia NVDA | −9.26% | −4.4σ |
| Tesla TSLA | −10.77% | −4.4σ |
| Micron Technology MU | −17.46% | −4.3σ |
| Dogecoin DOGE | −7.79% | −3.9σ |
| AMD AMD | −17.26% | −3.8σ |
| Broadcom AVGO | −10.43% | −3.8σ |
| Dow Jones DJI | −3.44% | −3.8σ |
| Goldman Sachs GS | −6.36% | −3.7σ |
| Ethereum ETH | −7.75% | −3.6σ |
| Stellar XLM | −9.17% | −3.6σ |
| ASML ASML | −9.33% | −3.4σ |
| Solana SOL | −6.64% | −3.3σ |
| XRP XRP | −7.56% | −3.3σ |
| Cardano ADA | −8.56% | −3.2σ |
| Bitcoin BTC | −5.55% | −3.2σ |
| Hang Seng HSI | +3.67% | +3.1σ |
| JPMorgan Chase JPM | −4.19% | −3.1σ |
| Litecoin LTC | −8.34% | −3.1σ |
| Cocoa COCOA | −5.04% | −3.0σ |
| Robinhood HOOD | −10.32% | −3.0σ |
| Palantir PLTR | −9.73% | −3.0σ |
How it is measured
The move is the close-to-close return; its size is that return divided by the standard deviation of Russell 2000'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 Russell 2000'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.