Volatility Analysis Data

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

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

    FIL volatility 1.83x, typical 1.51x · volume 1.84x, typical 1.71x Ordinary

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

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

    FIL volatility 1.83x, typical 1.51x · volume 1.84x, typical 1.71x Ordinary

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

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

    FIL: Not measured

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

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

    FIL: Not measured

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

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

    FIL volatility 1.26x, typical 1.27x · volume 1.73x, typical 1.44x Quiet

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

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

    FIL volatility 1.26x, typical 1.72x · volume 1.73x, typical 2.26x Quiet

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

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

    FIL volatility 1.26x, typical 1.27x · volume 1.73x, typical 1.44x Quiet

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

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

    FIL volatility 1.26x, typical 1.72x · volume 1.73x, typical 2.26x Quiet

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

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

    FIL volatility 1.29x, typical 3.01x · volume 0.97x, typical 7.02x Quiet

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

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

    FIL volatility 1.29x, typical 3.01x · volume 0.97x, typical 7.02x Quiet

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

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

    FIL volatility 1.29x, typical 3.01x · volume 0.97x, typical 7.02x Quiet

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

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

    FIL volatility 1.99x, typical 1.51x · volume 2.35x, typical 2.38x Strong

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

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

    FIL volatility 0.89x, typical 2.47x · volume 0.56x, typical 4.25x Quiet

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

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

    FIL volatility 0.89x, typical 2.49x · volume 0.56x, typical 4.35x Quiet

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

    Release Data: 931K (Previous: 796K) US Bureau of Labor Statistics

    FIL volatility 0.89x, typical 2.49x · volume 0.56x, typical 4.35x Quiet

  • Initial Claims Thu, 5th Aug 2021 (Timezone: America/New York)

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

    FIL volatility 1.16x, typical 1.27x · volume 0.94x, typical 1.44x Quiet

  • Continued Claims Thu, 5th Aug 2021 (Timezone: America/New York)

    Release Data: 2793K (Previous: 2868K) US Department of Labor

    FIL volatility 1.16x, typical 1.27x · volume 0.94x, typical 1.44x Quiet

  • International Exports Thu, 5th Aug 2021 (Timezone: America/New York)

    Release Data: $214B (Previous: $211.6B) US Bureau of Census, Bureau of Economic Analysis

    FIL volatility 1.16x, typical 1.01x · volume 0.94x, typical 1.12x Quiet

  • International Imports Thu, 5th Aug 2021 (Timezone: America/New York)

    Release Data: $285.2B (Previous: $277.4B) US Bureau of Census, Bureau of Economic Analysis

    FIL volatility 1.16x, typical 1.01x · volume 0.94x, typical 1.12x Quiet

  • Balance of Trade Thu, 5th Aug 2021 (Timezone: America/New York)

    Release Data: -$71.2B (Previous: -$65.8B) US Bureau of Census, Bureau of Economic Analysis

    FIL volatility 1.16x, typical 1.01x · volume 0.94x, typical 1.12x Quiet

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