Volatility Analysis Data

  • Initial Claims Wed, 25th Nov 2020 (Timezone: America/New York)

    Release Data: 793K (Previous: 738K) US Department of Labor

    FIL volatility 2.61x, typical 1.27x · volume 3.77x, typical 1.44x Exceptional

  • Durable Orders Ex Transportation Wed, 25th Nov 2020 (Timezone: America/New York)

    Release Data: 1.3% (Previous: 3.1%) US Bureau of Census

    FIL volatility 2.61x, typical 1.36x · volume 3.77x, typical 1.56x Strong

  • Continued Claims Thu, 19th Nov 2020 (Timezone: America/New York)

    Release Data: 6088K (Previous: 6341K) US Department of Labor

    FIL volatility 0.44x, typical 1.27x · volume 0.63x, typical 1.44x Quiet

  • Initial Claims Thu, 19th Nov 2020 (Timezone: America/New York)

    Release Data: 738K (Previous: 737K) US Department of Labor

    FIL volatility 0.44x, typical 1.27x · volume 0.63x, typical 1.44x Quiet

  • Export Prices Tue, 17th Nov 2020 (Timezone: America/New York)

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

    FIL volatility 0.50x, typical 1.04x · volume 0.89x, typical 1.22x Quiet

  • Retail Sales Ex Autos Tue, 17th Nov 2020 (Timezone: America/New York)

    Release Data: -0.4% (Previous: 1.6%) US Bureau of Census

    FIL volatility 0.50x, typical 1.51x · volume 0.89x, typical 1.71x Quiet

  • Retail Sales Tue, 17th Nov 2020 (Timezone: America/New York)

    Release Data: -0.4% (Previous: 2.0%) US Bureau of Census

    FIL volatility 0.50x, typical 1.51x · volume 0.89x, typical 1.71x Quiet

  • Import Prices Tue, 17th Nov 2020 (Timezone: America/New York)

    Release Data: -0.1% (Previous: 0.2%) US Bureau of Labor Statistics

    FIL volatility 0.50x, typical 1.04x · volume 0.89x, typical 1.22x Quiet

  • Core PPI Fri, 13th Nov 2020 (Timezone: America/New York)

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

    FIL volatility 2.98x, typical 1.72x · volume 2.85x, typical 2.26x Strong

  • PPI Fri, 13th Nov 2020 (Timezone: America/New York)

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

    FIL volatility 2.98x, typical 1.72x · volume 2.85x, typical 2.26x Strong

  • Continued Claims Thu, 12th Nov 2020 (Timezone: America/New York)

    Release Data: 6341K (Previous: 6705K) US Department of Labor

    FIL volatility 0.78x, typical 1.27x · volume 0.43x, typical 1.44x Quiet

  • Core Inflation Thu, 12th Nov 2020 (Timezone: America/New York)

    Release Data: 1.6% (Previous: 1.7%) US Bureau of Labor Statistics

    FIL volatility 0.78x, typical 3.01x · volume 0.43x, typical 7.02x Quiet

  • Core CPI Thu, 12th Nov 2020 (Timezone: America/New York)

    Release Data: 0.1% (Previous: 0.2%) US Bureau of Labor Statistics

    FIL volatility 0.78x, typical 3.01x · volume 0.43x, typical 7.02x Quiet

  • CPI Thu, 12th Nov 2020 (Timezone: America/New York)

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

    FIL volatility 0.78x, typical 3.01x · volume 0.43x, typical 7.02x Quiet

  • Initial Claims Thu, 12th Nov 2020 (Timezone: America/New York)

    Release Data: 737K (Previous: 773K) US Department of Labor

    FIL volatility 0.78x, typical 1.27x · volume 0.43x, typical 1.44x Quiet

  • JOLTs Job Openings Tue, 10th Nov 2020 (Timezone: America/New York)

    Release Data: 6.511M (Previous: 6.429M) US Bureau of Labor Statistics

    FIL volatility 1.99x, typical 1.51x · volume 2.00x, typical 2.38x Strong

  • Unemployment Rate Fri, 6th Nov 2020 (Timezone: America/New York)

    Release Data: 6.9% (Previous: 7.8%) US Bureau of Labor Statistics

    FIL volatility 0.89x, typical 2.47x · volume 0.55x, typical 4.25x Quiet

  • Non-Farm Private Payrolls Fri, 6th Nov 2020 (Timezone: America/New York)

    Release Data: 815K (Previous: 1M) US Bureau of Labor Statistics

    FIL volatility 0.89x, typical 2.49x · volume 0.55x, typical 4.35x Quiet

  • Non-Farm Payrolls Fri, 6th Nov 2020 (Timezone: America/New York)

    Release Data: 691K (Previous: 951K) US Bureau of Labor Statistics

    FIL volatility 0.89x, typical 2.49x · volume 0.55x, typical 4.35x Quiet

  • Fed Interest Rate Thu, 5th Nov 2020 (Timezone: America/New York)

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

    FIL volatility 1.84x, typical 4.04x · volume 1.84x, typical 7.46x Muted

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