Volatility Analysis Data

  • GDP Report Thu, 24th Jun 2021 (Timezone: America/New York)

    Release Data: 6.4% (Previous: 6.4%) US Bureau of Economic Analysis

    FIL volatility 0.79x, typical 1.48x · volume 0.80x, typical 1.54x Quiet

  • Durable Orders Ex Transportation Thu, 24th Jun 2021 (Timezone: America/New York)

    Release Data: 0.0% (Previous: 2.2%) US Bureau of Census

    FIL volatility 0.79x, typical 1.36x · volume 0.80x, typical 1.56x Quiet

  • Initial Claims Thu, 17th Jun 2021 (Timezone: America/New York)

    Release Data: 428K (Previous: 420K) US Department of Labor

    FIL volatility 1.33x, typical 1.27x · volume 1.25x, typical 1.44x Quiet

  • Continued Claims Thu, 17th Jun 2021 (Timezone: America/New York)

    Release Data: 3268K (Previous: 3350K) US Department of Labor

    FIL volatility 1.33x, typical 1.27x · volume 1.25x, typical 1.44x Quiet

  • Fed Interest Rate Wed, 16th Jun 2021 (Timezone: America/New York)

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

    FIL volatility 3.98x, typical 4.04x · volume 8.56x, typical 7.46x Ordinary

  • Export Prices Wed, 16th Jun 2021 (Timezone: America/New York)

    Release Data: 2.3% (Previous: 1.2%) US Bureau of Labor Statistics

    FIL volatility 1.04x, typical 1.04x · volume 2.43x, typical 1.22x Quiet

  • Import Prices Wed, 16th Jun 2021 (Timezone: America/New York)

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

    FIL volatility 1.04x, typical 1.04x · volume 2.43x, typical 1.22x Quiet

  • Core PPI Tue, 15th Jun 2021 (Timezone: America/New York)

    Release Data: 0.8% (Previous: 1.1%) US Bureau of Labor Statistics

    FIL volatility 1.06x, typical 1.72x · volume 0.88x, typical 2.26x Quiet

  • PPI Tue, 15th Jun 2021 (Timezone: America/New York)

    Release Data: 1.0% (Previous: 1.1%) US Bureau of Labor Statistics

    FIL volatility 1.06x, typical 1.72x · volume 0.88x, typical 2.26x Quiet

  • Retail Sales Ex Autos Tue, 15th Jun 2021 (Timezone: America/New York)

    Release Data: -0.2% (Previous: 0.5%) US Bureau of Census

    FIL volatility 1.06x, typical 1.51x · volume 0.88x, typical 1.71x Quiet

  • Retail Sales Tue, 15th Jun 2021 (Timezone: America/New York)

    Release Data: -0.6% (Previous: 0.9%) US Bureau of Census

    FIL volatility 1.06x, typical 1.51x · volume 0.88x, typical 1.71x Quiet

  • Initial Claims Thu, 10th Jun 2021 (Timezone: America/New York)

    Release Data: 420K (Previous: 427K) US Department of Labor

    FIL volatility 1.19x, typical 1.27x · volume 1.50x, typical 1.44x Quiet

  • Continued Claims Thu, 10th Jun 2021 (Timezone: America/New York)

    Release Data: 3350K (Previous: 3422K) US Department of Labor

    FIL volatility 1.19x, typical 1.27x · volume 1.50x, typical 1.44x Quiet

  • Core Inflation Thu, 10th Jun 2021 (Timezone: America/New York)

    Release Data: 3.8% (Previous: 3.0%) US Bureau of Labor Statistics

    FIL volatility 1.19x, typical 3.01x · volume 1.50x, typical 7.02x Quiet

  • Core CPI Thu, 10th Jun 2021 (Timezone: America/New York)

    Release Data: 0.7% (Previous: 0.8%) US Bureau of Labor Statistics

    FIL volatility 1.19x, typical 3.01x · volume 1.50x, typical 7.02x Quiet

  • CPI Thu, 10th Jun 2021 (Timezone: America/New York)

    Release Data: 0.7% (Previous: 0.6%) US Bureau of Labor Statistics

    FIL volatility 1.19x, typical 3.01x · volume 1.50x, typical 7.02x Quiet

  • JOLTs Job Openings Tue, 8th Jun 2021 (Timezone: America/New York)

    Release Data: 9.356M (Previous: 8.47M) US Bureau of Labor Statistics

    FIL volatility 4.44x, typical 1.51x · volume 3.78x, typical 2.38x Exceptional

  • International Exports Tue, 8th Jun 2021 (Timezone: America/New York)

    Release Data: $209.1B (Previous: $209B) US Bureau of Census, Bureau of Economic Analysis

    FIL volatility 1.12x, typical 1.01x · volume 0.49x, typical 1.12x Quiet

  • International Imports Tue, 8th Jun 2021 (Timezone: America/New York)

    Release Data: $274.2B (Previous: $274.6B) US Bureau of Census, Bureau of Economic Analysis

    FIL volatility 1.12x, typical 1.01x · volume 0.49x, typical 1.12x Quiet

  • Balance of Trade Tue, 8th Jun 2021 (Timezone: America/New York)

    Release Data: -$65.1B (Previous: -$65.7B) US Bureau of Census, Bureau of Economic Analysis

    FIL volatility 1.12x, typical 1.01x · volume 0.49x, typical 1.12x Quiet

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