Volatility Analysis Data

  • Continued Claims Thu, 31st Dec 2020 (Timezone: America/New York)

    Release Data: 5181K (Previous: 5332K) US Department of Labor

    DOT volatility 1.10x, typical 1.32x · volume 3.95x, typical 1.55x Quiet

  • Initial Claims Thu, 31st Dec 2020 (Timezone: America/New York)

    Release Data: 773K (Previous: 815K) US Department of Labor

    DOT volatility 1.10x, typical 1.32x · volume 3.95x, typical 1.55x Quiet

  • Continued Claims Wed, 23rd Dec 2020 (Timezone: America/New York)

    Release Data: 5332K (Previous: 5416K) US Department of Labor

    DOT volatility 1.26x, typical 1.32x · volume 1.54x, typical 1.55x Quiet

  • Durable Orders Wed, 23rd Dec 2020 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 2.5%) US Bureau of Census

    DOT volatility 1.26x, typical 1.29x · volume 1.54x, typical 1.28x Quiet

  • Personal Income Wed, 23rd Dec 2020 (Timezone: America/New York)

    Release Data: -0.8% (Previous: 0.0%) US Bureau of Economic Analysis

    DOT volatility 1.26x, typical 1.50x · volume 1.54x, typical 2.14x Quiet

  • Core PCE Wed, 23rd Dec 2020 (Timezone: America/New York)

    Release Data: 0.1% (Previous: 0.1%) US Bureau of Economic Analysis

    DOT volatility 1.26x, typical 1.50x · volume 1.54x, typical 2.14x Quiet

  • PCE Wed, 23rd Dec 2020 (Timezone: America/New York)

    Release Data: 0.1% (Previous: 0.1%) US Bureau of Economic Analysis

    DOT volatility 1.26x, typical 1.50x · volume 1.54x, typical 2.14x Quiet

  • Initial Claims Wed, 23rd Dec 2020 (Timezone: America/New York)

    Release Data: 815K (Previous: 886K) US Department of Labor

    DOT volatility 1.26x, typical 1.32x · volume 1.54x, typical 1.55x Quiet

  • Durable Orders Ex Transportation Wed, 23rd Dec 2020 (Timezone: America/New York)

    Release Data: 0.9% (Previous: 1.3%) US Bureau of Census

    DOT volatility 1.26x, typical 1.29x · volume 1.54x, typical 1.28x Quiet

  • GDP Report Tue, 22nd Dec 2020 (Timezone: America/New York)

    Release Data: 33.4% (Previous: 33.1%) US Bureau of Economic Analysis

    DOT volatility 0.97x, typical 1.49x · volume 0.83x, typical 1.56x Quiet

  • Fed Interest Rate Wed, 16th Dec 2020 (Timezone: America/New York)

    Release Data: 0.00-0.25% (Previous: 0.00-0.25%) US Federal Open Market Committee

    DOT volatility 0.99x, typical 3.11x · volume 0.85x, typical 6.16x Quiet

  • Export Prices Tue, 15th Dec 2020 (Timezone: America/New York)

    Release Data: 0.8% (Previous: 0.2%) US Bureau of Labor Statistics

    DOT volatility 1.01x, typical 1.02x · volume 1.05x, typical 1.16x Quiet

  • Import Prices Tue, 15th Dec 2020 (Timezone: America/New York)

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

    DOT volatility 1.01x, typical 1.02x · volume 1.05x, typical 1.16x Quiet

  • Core PPI Fri, 11th Dec 2020 (Timezone: America/New York)

    Release Data: 0.0% (Previous: 0.5%) US Bureau of Labor Statistics

    DOT volatility 0.50x, typical 1.95x · volume 0.33x, typical 2.61x Quiet

  • PPI Fri, 11th Dec 2020 (Timezone: America/New York)

    Release Data: 0.1% (Previous: 0.5%) US Bureau of Labor Statistics

    DOT volatility 0.50x, typical 1.95x · volume 0.33x, typical 2.61x Quiet

  • JOLTs Job Openings Wed, 9th Dec 2020 (Timezone: America/New York)

    Release Data: 6.798M (Previous: 6.511M) US Bureau of Labor Statistics

    DOT volatility 1.00x, typical 1.65x · volume 1.09x, typical 2.20x Quiet

  • Unemployment Rate Fri, 4th Dec 2020 (Timezone: America/New York)

    Release Data: 6.7% (Previous: 6.9%) US Bureau of Labor Statistics

    DOT volatility 1.03x, typical 2.34x · volume 0.56x, typical 4.67x Quiet

  • International Exports Fri, 4th Dec 2020 (Timezone: America/New York)

    Release Data: $185.9B (Previous: $182.5B) US Bureau of Census, Bureau of Economic Analysis

    DOT volatility 1.03x, typical 1.03x · volume 0.56x, typical 1.21x Quiet

  • Non-Farm Private Payrolls Fri, 4th Dec 2020 (Timezone: America/New York)

    Release Data: 392K (Previous: 815K) US Bureau of Labor Statistics

    DOT volatility 1.03x, typical 2.35x · volume 0.56x, typical 4.82x Quiet

  • International Imports Fri, 4th Dec 2020 (Timezone: America/New York)

    Release Data: $247B (Previous: $239.5B) US Bureau of Census, Bureau of Economic Analysis

    DOT volatility 1.03x, typical 1.03x · volume 0.56x, typical 1.21x Quiet

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