Volatility Analysis Data

  • Personal Income Fri, 30th Jul 2021 (Timezone: America/New York)

    Release Data: 0.2% (Previous: -1.9%) US Bureau of Economic Analysis

    FIL volatility 1.28x, typical 1.51x · volume 1.23x, typical 2.37x Quiet

  • Core PCE Fri, 30th Jul 2021 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 0.5%) US Bureau of Economic Analysis

    FIL volatility 1.28x, typical 1.51x · volume 1.23x, typical 2.37x Quiet

  • PCE Fri, 30th Jul 2021 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 0.5%) US Bureau of Economic Analysis

    FIL volatility 1.28x, typical 1.51x · volume 1.23x, typical 2.37x Quiet

  • Initial Claims Thu, 29th Jul 2021 (Timezone: America/New York)

    Release Data: 380K (Previous: 387K) US Department of Labor

    FIL volatility 0.96x, typical 1.27x · volume 0.90x, typical 1.44x Quiet

  • Continued Claims Thu, 29th Jul 2021 (Timezone: America/New York)

    Release Data: 2868K (Previous: 3142K) US Department of Labor

    FIL volatility 0.96x, typical 1.27x · volume 0.90x, typical 1.44x Quiet

  • GDP Report Thu, 29th Jul 2021 (Timezone: America/New York)

    Release Data: 6.5% (Previous: 6.4%) US Bureau of Economic Analysis

    FIL volatility 0.96x, typical 1.48x · volume 0.90x, typical 1.54x Quiet

  • Fed Interest Rate Wed, 28th Jul 2021 (Timezone: America/New York)

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

    FIL volatility 2.64x, typical 4.04x · volume 2.60x, typical 7.46x Muted

  • Durable Orders Tue, 27th Jul 2021 (Timezone: America/New York)

    Release Data: 2.1% (Previous: 0.2%) US Bureau of Census

    FIL volatility 1.70x, typical 1.36x · volume 1.61x, typical 1.56x Ordinary

  • Durable Orders Ex Transportation Tue, 27th Jul 2021 (Timezone: America/New York)

    Release Data: 1.2% (Previous: 0.0%) US Bureau of Census

    FIL volatility 1.70x, typical 1.36x · volume 1.61x, typical 1.56x Ordinary

  • Initial Claims Thu, 22nd Jul 2021 (Timezone: America/New York)

    Release Data: 387K (Previous: 332K) US Department of Labor

    FIL volatility 3.17x, typical 1.27x · volume 2.52x, typical 1.44x Exceptional

  • Continued Claims Thu, 22nd Jul 2021 (Timezone: America/New York)

    Release Data: 3142K (Previous: 3069K) US Department of Labor

    FIL volatility 3.17x, typical 1.27x · volume 2.52x, typical 1.44x Exceptional

  • Retail Sales Ex Autos Fri, 16th Jul 2021 (Timezone: America/New York)

    Release Data: 2.0% (Previous: -0.2%) US Bureau of Census

    FIL volatility 1.68x, typical 1.51x · volume 1.20x, typical 1.71x Ordinary

  • Retail Sales Fri, 16th Jul 2021 (Timezone: America/New York)

    Release Data: 1.1% (Previous: -0.6%) US Bureau of Census

    FIL volatility 1.68x, typical 1.51x · volume 1.20x, typical 1.71x Ordinary

  • Initial Claims Thu, 15th Jul 2021 (Timezone: America/New York)

    Release Data: 332K (Previous: 371K) US Department of Labor

    FIL volatility 1.24x, typical 1.27x · volume 2.00x, typical 1.44x Quiet

  • Continued Claims Thu, 15th Jul 2021 (Timezone: America/New York)

    Release Data: 3069K (Previous: 3182K) US Department of Labor

    FIL volatility 1.24x, typical 1.27x · volume 2.00x, typical 1.44x Quiet

  • Export Prices Thu, 15th Jul 2021 (Timezone: America/New York)

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

    FIL volatility 1.24x, typical 1.04x · volume 2.00x, typical 1.22x Quiet

  • Import Prices Thu, 15th Jul 2021 (Timezone: America/New York)

    Release Data: 1.1% (Previous: 1.3%) US Bureau of Labor Statistics

    FIL volatility 1.24x, typical 1.04x · volume 2.00x, typical 1.22x Quiet

  • Core PPI Wed, 14th Jul 2021 (Timezone: America/New York)

    Release Data: 0.6% (Previous: 0.8%) US Bureau of Labor Statistics

    FIL volatility 0.65x, typical 1.72x · volume 0.55x, typical 2.26x Quiet

  • PPI Wed, 14th Jul 2021 (Timezone: America/New York)

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

    FIL volatility 0.65x, typical 1.72x · volume 0.55x, typical 2.26x Quiet

  • Core Inflation Tue, 13th Jul 2021 (Timezone: America/New York)

    Release Data: 4.5% (Previous: 3.8%) US Bureau of Labor Statistics

    FIL volatility 3.35x, typical 3.01x · volume 6.77x, typical 7.02x Ordinary

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