Volatility Analysis Data

  • GDP Report Thu, 28th Sep 2023 (Timezone: America/New York)

    Release Data: 2.1% (Previous: 2.1%) US Bureau of Economic Analysis

    ETH volatility 1.33x, typical 1.75x · volume 1.38x, typical 1.78x Quiet

  • Continued Claims Thu, 28th Sep 2023 (Timezone: America/New York)

    Release Data: 1793K (Previous: 1799K) US Department of Labor

    ETH volatility 1.33x, typical 1.47x · volume 1.38x, typical 1.69x Quiet

  • Durable Orders Ex Transportation Wed, 27th Sep 2023 (Timezone: America/New York)

    Release Data: -0.4% (Previous: 0.7%) US Bureau of Census

    ETH volatility 2.65x, typical 1.34x · volume 3.50x, typical 1.57x Strong

  • Durable Orders Wed, 27th Sep 2023 (Timezone: America/New York)

    Release Data: -1.4% (Previous: -3.5%) US Bureau of Census

    ETH volatility 2.65x, typical 1.34x · volume 3.50x, typical 1.57x Strong

  • Initial Claims Thu, 21st Sep 2023 (Timezone: America/New York)

    Release Data: 210K (Previous: 227K) US Department of Labor

    ETH volatility 2.37x, typical 1.47x · volume 6.08x, typical 1.69x Strong

  • Continued Claims Thu, 21st Sep 2023 (Timezone: America/New York)

    Release Data: 1799K (Previous: 1799K) US Department of Labor

    ETH volatility 2.37x, typical 1.47x · volume 6.08x, typical 1.69x Strong

  • Fed Interest Rate Wed, 20th Sep 2023 (Timezone: America/New York)

    Release Data: 5.25-5.50% (Previous: 5.25-5.50%) US Federal Open Market Committee

    ETH volatility 2.14x, typical 4.18x · volume 3.89x, typical 7.50x Muted

  • Export Prices Fri, 15th Sep 2023 (Timezone: America/New York)

    Release Data: 1.2% (Previous: 0.3%) US Bureau of Labor Statistics

    ETH volatility 1.35x, typical 1.27x · volume 1.59x, typical 1.41x Quiet

  • Import Prices Fri, 15th Sep 2023 (Timezone: America/New York)

    Release Data: 0.6% (Previous: 0.0%) US Bureau of Labor Statistics

    ETH volatility 1.35x, typical 1.27x · volume 1.59x, typical 1.41x Quiet

  • Core PPI Thu, 14th Sep 2023 (Timezone: America/New York)

    Release Data: 0.2% (Previous: 0.6%) US Bureau of Labor Statistics

    ETH volatility 1.72x, typical 2.15x · volume 2.25x, typical 2.56x Ordinary

  • PPI Thu, 14th Sep 2023 (Timezone: America/New York)

    Release Data: 0.7% (Previous: 0.5%) US Bureau of Labor Statistics

    ETH volatility 1.72x, typical 2.15x · volume 2.25x, typical 2.56x Ordinary

  • Initial Claims Thu, 14th Sep 2023 (Timezone: America/New York)

    Release Data: 227K (Previous: 227K) US Department of Labor

    ETH volatility 1.72x, typical 1.47x · volume 2.25x, typical 1.69x Ordinary

  • Continued Claims Thu, 14th Sep 2023 (Timezone: America/New York)

    Release Data: 1799K (Previous: 1812K) US Department of Labor

    ETH volatility 1.72x, typical 1.47x · volume 2.25x, typical 1.69x Ordinary

  • Retail Sales Ex Autos Thu, 14th Sep 2023 (Timezone: America/New York)

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

    ETH volatility 1.72x, typical 1.43x · volume 2.25x, typical 1.51x Ordinary

  • Retail Sales Thu, 14th Sep 2023 (Timezone: America/New York)

    Release Data: 0.9% (Previous: 0.2%) US Bureau of Census

    ETH volatility 1.72x, typical 1.43x · volume 2.25x, typical 1.51x Ordinary

  • Core Inflation Wed, 13th Sep 2023 (Timezone: America/New York)

    Release Data: 4.3% (Previous: 4.7%) US Bureau of Labor Statistics

    ETH volatility 3.32x, typical 4.29x · volume 6.48x, typical 7.79x Ordinary

  • Core CPI Wed, 13th Sep 2023 (Timezone: America/New York)

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

    ETH volatility 3.32x, typical 4.29x · volume 6.48x, typical 7.79x Ordinary

  • CPI Wed, 13th Sep 2023 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 0.2%) US Bureau of Labor Statistics

    ETH volatility 3.32x, typical 4.29x · volume 6.48x, typical 7.79x Ordinary

  • Initial Claims Thu, 7th Sep 2023 (Timezone: America/New York)

    Release Data: 227K (Previous: 234K) US Department of Labor

    ETH volatility 1.28x, typical 1.47x · volume 0.78x, typical 1.69x Quiet

  • Continued Claims Thu, 7th Sep 2023 (Timezone: America/New York)

    Release Data: 1812K (Previous: 1806K) US Department of Labor

    ETH volatility 1.28x, typical 1.47x · volume 0.78x, typical 1.69x Quiet

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