Volatility Analysis Data

  • Initial Claims Thu, 30th Dec 2021 (Timezone: America/New York)

    Release Data: 216K (Previous: 215K) US Department of Labor

    FIL volatility 0.98x, typical 1.27x · volume 1.27x, typical 1.44x Quiet

  • Continued Claims Thu, 30th Dec 2021 (Timezone: America/New York)

    Release Data: 1705K (Previous: 1625K) US Department of Labor

    FIL volatility 0.98x, typical 1.27x · volume 1.27x, typical 1.44x Quiet

  • Durable Orders Ex Transportation Thu, 23rd Dec 2021 (Timezone: America/New York)

    Release Data: 1.1% (Previous: 0.4%) US Bureau of Census

    FIL volatility 0.74x, typical 1.36x · volume 0.70x, typical 1.56x Quiet

  • Initial Claims Thu, 23rd Dec 2021 (Timezone: America/New York)

    Release Data: 215K (Previous: 227K) US Department of Labor

    FIL volatility 0.74x, typical 1.27x · volume 0.70x, typical 1.44x Quiet

  • Durable Orders Thu, 23rd Dec 2021 (Timezone: America/New York)

    Release Data: 1.9% (Previous: 1.7%) US Bureau of Census

    FIL volatility 0.74x, typical 1.36x · volume 0.70x, typical 1.56x Quiet

  • Personal Income Thu, 23rd Dec 2021 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 0.8%) US Bureau of Economic Analysis

    FIL volatility 0.74x, typical 1.51x · volume 0.70x, typical 2.37x Quiet

  • Continued Claims Thu, 23rd Dec 2021 (Timezone: America/New York)

    Release Data: 1625K (Previous: 1769K) US Department of Labor

    FIL volatility 0.74x, typical 1.27x · volume 0.70x, typical 1.44x Quiet

  • Core PCE Thu, 23rd Dec 2021 (Timezone: America/New York)

    Release Data: 0.6% (Previous: 0.5%) US Bureau of Economic Analysis

    FIL volatility 0.74x, typical 1.51x · volume 0.70x, typical 2.37x Quiet

  • PCE Thu, 23rd Dec 2021 (Timezone: America/New York)

    Release Data: 0.7% (Previous: 0.6%) US Bureau of Economic Analysis

    FIL volatility 0.74x, typical 1.51x · volume 0.70x, typical 2.37x Quiet

  • GDP Report Wed, 22nd Dec 2021 (Timezone: America/New York)

    Release Data: 2.3% (Previous: 2.1%) US Bureau of Economic Analysis

    FIL volatility 0.86x, typical 1.48x · volume 0.69x, typical 1.54x Quiet

  • Initial Claims Thu, 16th Dec 2021 (Timezone: America/New York)

    Release Data: 227K (Previous: 207K) US Department of Labor

    FIL volatility 0.99x, typical 1.27x · volume 1.01x, typical 1.44x Quiet

  • Continued Claims Thu, 16th Dec 2021 (Timezone: America/New York)

    Release Data: 1769K (Previous: 1767K) US Department of Labor

    FIL volatility 0.99x, typical 1.27x · volume 1.01x, typical 1.44x Quiet

  • Fed Interest Rate Wed, 15th Dec 2021 (Timezone: America/New York)

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

    FIL volatility 9.75x, typical 4.04x · volume 16.02x, typical 7.46x Exceptional

  • Export Prices Wed, 15th Dec 2021 (Timezone: America/New York)

    Release Data: 0.7% (Previous: 1.9%) US Bureau of Labor Statistics

    FIL volatility 1.16x, typical 1.04x · volume 1.40x, typical 1.22x Quiet

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

    Release Data: 0.9% (Previous: 1.4%) US Bureau of Census

    FIL volatility 1.16x, typical 1.51x · volume 1.40x, typical 1.71x Quiet

  • Retail Sales Wed, 15th Dec 2021 (Timezone: America/New York)

    Release Data: 1.0% (Previous: 1.5%) US Bureau of Census

    FIL volatility 1.16x, typical 1.51x · volume 1.40x, typical 1.71x Quiet

  • Import Prices Wed, 15th Dec 2021 (Timezone: America/New York)

    Release Data: 0.7% (Previous: 1.5%) US Bureau of Labor Statistics

    FIL volatility 1.16x, typical 1.04x · volume 1.40x, typical 1.22x Quiet

  • Core PPI Tue, 14th Dec 2021 (Timezone: America/New York)

    Release Data: 1.0% (Previous: 0.4%) US Bureau of Labor Statistics

    FIL volatility 1.50x, typical 1.72x · volume 1.53x, typical 2.26x Ordinary

  • PPI Tue, 14th Dec 2021 (Timezone: America/New York)

    Release Data: 1.1% (Previous: 0.6%) US Bureau of Labor Statistics

    FIL volatility 1.50x, typical 1.72x · volume 1.53x, typical 2.26x Ordinary

  • Core Inflation Fri, 10th Dec 2021 (Timezone: America/New York)

    Release Data: 4.9% (Previous: 4.6%) US Bureau of Labor Statistics

    FIL volatility 2.20x, typical 3.01x · volume 3.32x, typical 7.02x Ordinary

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