Volatility Analysis Data

  • GDP Report Thu, 26th Aug 2021 (Timezone: America/New York)

    Release Data: 6.6% (Previous: 6.5%) US Bureau of Economic Analysis

    ETH volatility 1.75x, typical 1.75x · volume 1.23x, typical 1.78x Ordinary

  • Durable Orders Wed, 25th Aug 2021 (Timezone: America/New York)

    Release Data: 0.4% (Previous: 2.1%) US Bureau of Census

    ETH volatility 1.14x, typical 1.34x · volume 1.15x, typical 1.57x Quiet

  • Durable Orders Ex Transportation Wed, 25th Aug 2021 (Timezone: America/New York)

    Release Data: 1.1% (Previous: 1.2%) US Bureau of Census

    ETH volatility 1.14x, typical 1.34x · volume 1.15x, typical 1.57x Quiet

  • Initial Claims Thu, 19th Aug 2021 (Timezone: America/New York)

    Release Data: 368K (Previous: 361K) US Department of Labor

    ETH volatility 0.84x, typical 1.47x · volume 0.86x, typical 1.69x Quiet

  • Continued Claims Thu, 19th Aug 2021 (Timezone: America/New York)

    Release Data: 2805K (Previous: 2815K) US Department of Labor

    ETH volatility 0.84x, typical 1.47x · volume 0.86x, typical 1.69x Quiet

  • FOMC Minutes Wed, 18th Aug 2021 (Timezone: America/New York)

    Federal Open Market Committee

    ETH volatility 2.56x, typical 1.73x · volume 1.63x, typical 1.48x Strong

  • Retail Sales Ex Autos Tue, 17th Aug 2021 (Timezone: America/New York)

    Release Data: -1.1% (Previous: 2.0%) US Bureau of Census

    ETH volatility 1.16x, typical 1.43x · volume 0.90x, typical 1.51x Quiet

  • Retail Sales Tue, 17th Aug 2021 (Timezone: America/New York)

    Release Data: -1.7% (Previous: 1.1%) US Bureau of Census

    ETH volatility 1.16x, typical 1.43x · volume 0.90x, typical 1.51x Quiet

  • Export Prices Fri, 13th Aug 2021 (Timezone: America/New York)

    Release Data: 1.1% (Previous: 1.2%) US Bureau of Labor Statistics

    ETH: Not measured

  • Import Prices Fri, 13th Aug 2021 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 1.1%) US Bureau of Labor Statistics

    ETH: Not measured

  • Initial Claims Thu, 12th Aug 2021 (Timezone: America/New York)

    Release Data: 361K (Previous: 380K) US Department of Labor

    ETH volatility 1.41x, typical 1.47x · volume 2.12x, typical 1.69x Quiet

  • Core PPI Thu, 12th Aug 2021 (Timezone: America/New York)

    Release Data: 1.0% (Previous: 0.6%) US Bureau of Labor Statistics

    ETH volatility 1.41x, typical 2.15x · volume 2.12x, typical 2.56x Quiet

  • Continued Claims Thu, 12th Aug 2021 (Timezone: America/New York)

    Release Data: 2815K (Previous: 2793K) US Department of Labor

    ETH volatility 1.41x, typical 1.47x · volume 2.12x, typical 1.69x Quiet

  • PPI Thu, 12th Aug 2021 (Timezone: America/New York)

    Release Data: 1.0% (Previous: 0.7%) US Bureau of Labor Statistics

    ETH volatility 1.41x, typical 2.15x · volume 2.12x, typical 2.56x Quiet

  • Core Inflation Wed, 11th Aug 2021 (Timezone: America/New York)

    Release Data: 4.3% (Previous: 4.5%) US Bureau of Labor Statistics

    ETH volatility 1.12x, typical 4.29x · volume 1.09x, typical 7.79x Quiet

  • Core CPI Wed, 11th Aug 2021 (Timezone: America/New York)

    Release Data: 0.4% (Previous: 0.8%) US Bureau of Labor Statistics

    ETH volatility 1.12x, typical 4.29x · volume 1.09x, typical 7.79x Quiet

  • CPI Wed, 11th Aug 2021 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 0.8%) US Bureau of Labor Statistics

    ETH volatility 1.12x, typical 4.29x · volume 1.09x, typical 7.79x Quiet

  • JOLTs Job Openings Mon, 9th Aug 2021 (Timezone: America/New York)

    Release Data: 10.298M (Previous: 9.905M) US Bureau of Labor Statistics

    ETH volatility 2.31x, typical 2.05x · volume 3.50x, typical 2.70x Ordinary

  • Unemployment Rate Fri, 6th Aug 2021 (Timezone: America/New York)

    Release Data: 5.4% (Previous: 5.9%) US Bureau of Labor Statistics

    ETH volatility 1.70x, typical 3.29x · volume 1.40x, typical 5.13x Muted

  • Non-Farm Private Payrolls Fri, 6th Aug 2021 (Timezone: America/New York)

    Release Data: 880K (Previous: 702K) US Bureau of Labor Statistics

    ETH volatility 1.70x, typical 3.33x · volume 1.40x, typical 5.22x Muted

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