Volatility Analysis Data

  • GDP Report Thu, 27th Apr 2023 (Timezone: America/New York)

    Release Data: 1.1% (Previous: 2.6%) US Bureau of Economic Analysis

    DOT volatility 4.55x, typical 1.49x · volume 7.34x, typical 1.56x Exceptional

  • Durable Orders Ex Transportation Wed, 26th Apr 2023 (Timezone: America/New York)

    Release Data: 1.7% (Previous: -1.2%) US Bureau of Census

    DOT volatility 2.95x, typical 1.29x · volume 6.06x, typical 1.28x Exceptional

  • Durable Orders Wed, 26th Apr 2023 (Timezone: America/New York)

    Release Data: 3.1% (Previous: -2.8%) US Bureau of Census

    DOT volatility 2.95x, typical 1.29x · volume 6.06x, typical 1.28x Exceptional

  • Initial Claims Thu, 13th Apr 2023 (Timezone: America/New York)

    Release Data: 219K (Previous: 217K) US Department of Labor

    DOT volatility 1.99x, typical 1.32x · volume 5.83x, typical 1.55x Strong

  • Continued Claims Thu, 13th Apr 2023 (Timezone: America/New York)

    Release Data: 1735K (Previous: 1691K) US Department of Labor

    DOT volatility 1.99x, typical 1.32x · volume 5.83x, typical 1.55x Strong

  • Core Inflation Wed, 12th Apr 2023 (Timezone: America/New York)

    Release Data: 5.6% (Previous: 5.5%) US Bureau of Labor Statistics

    DOT volatility 6.00x, typical 3.33x · volume 8.73x, typical 7.51x Strong

  • Core CPI Wed, 12th Apr 2023 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 0.5%) US Bureau of Labor Statistics

    DOT volatility 6.00x, typical 3.33x · volume 8.73x, typical 7.51x Strong

  • CPI Wed, 12th Apr 2023 (Timezone: America/New York)

    Release Data: 0.1% (Previous: 0.3%) US Bureau of Labor Statistics

    DOT volatility 6.00x, typical 3.33x · volume 8.73x, typical 7.51x Strong

  • Initial Claims Thu, 6th Apr 2023 (Timezone: America/New York)

    Release Data: 217K (Previous: 234K) US Department of Labor

    DOT volatility 3.99x, typical 1.32x · volume 6.85x, typical 1.55x Exceptional

  • Continued Claims Thu, 6th Apr 2023 (Timezone: America/New York)

    Release Data: 1691K (Previous: 1701K) US Department of Labor

    DOT volatility 3.99x, typical 1.32x · volume 6.85x, typical 1.55x Exceptional

  • International Exports Wed, 5th Apr 2023 (Timezone: America/New York)

    Release Data: $254.3B (Previous: $260B) US Bureau of Census, Bureau of Economic Analysis

    DOT volatility 3.51x, typical 1.03x · volume 4.81x, typical 1.21x Exceptional

  • International Imports Wed, 5th Apr 2023 (Timezone: America/New York)

    Release Data: $323.5B (Previous: $328.8B) US Bureau of Census, Bureau of Economic Analysis

    DOT volatility 3.51x, typical 1.03x · volume 4.81x, typical 1.21x Exceptional

  • Balance of Trade Wed, 5th Apr 2023 (Timezone: America/New York)

    Release Data: -$69.2B (Previous: -$68.8B) US Bureau of Census, Bureau of Economic Analysis

    DOT volatility 3.51x, typical 1.03x · volume 4.81x, typical 1.21x Exceptional

  • PCE Fri, 31st Mar 2023 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 0.5%) US Bureau of Economic Analysis

    DOT volatility 3.49x, typical 1.50x · volume 4.65x, typical 2.14x Exceptional

  • Personal Income Fri, 31st Mar 2023 (Timezone: America/New York)

    Release Data: 0.6% (Previous: 0.6%) US Bureau of Economic Analysis

    DOT volatility 3.49x, typical 1.50x · volume 4.65x, typical 2.14x Exceptional

  • Core PCE Fri, 31st Mar 2023 (Timezone: America/New York)

    Release Data: 0.4% (Previous: 0.5%) US Bureau of Economic Analysis

    DOT volatility 3.49x, typical 1.50x · volume 4.65x, typical 2.14x Exceptional

  • Fed Interest Rate Wed, 22nd Mar 2023 (Timezone: America/New York)

    Release Data: 4.75-5.00% (Previous: 4.50-4.75%) US Federal Open Market Committee

    DOT volatility 7.48x, typical 3.11x · volume 15.19x, typical 6.16x Exceptional

  • Initial Claims Thu, 16th Mar 2023 (Timezone: America/New York)

    Release Data: 222K (Previous: 229K) US Department of Labor

    DOT volatility 1.94x, typical 1.32x · volume 2.39x, typical 1.55x Strong

  • Continued Claims Thu, 16th Mar 2023 (Timezone: America/New York)

    Release Data: 1674K (Previous: 1658K) US Department of Labor

    DOT volatility 1.94x, typical 1.32x · volume 2.39x, typical 1.55x Strong

  • Export Prices Thu, 16th Mar 2023 (Timezone: America/New York)

    Release Data: 0.4% (Previous: 0.2%) US Bureau of Labor Statistics

    DOT volatility 1.94x, typical 1.02x · volume 2.39x, typical 1.16x Strong

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