Volatility Analysis Data

  • Non-Farm Payrolls Fri, 3rd Nov 2023 (Timezone: America/New York)

    Release Data: 186K (Previous: 158K) US Bureau of Labor Statistics

    ICP volatility 1.50x, typical 2.30x · volume 1.44x, typical 3.82x Muted

  • Initial Claims Thu, 2nd Nov 2023 (Timezone: America/New York)

    Release Data: 217K (Previous: 214K) US Department of Labor

    ICP volatility 1.61x, typical 1.45x · volume 2.28x, typical 1.60x Ordinary

  • Continued Claims Thu, 2nd Nov 2023 (Timezone: America/New York)

    Release Data: 1821K (Previous: 1816K) US Department of Labor

    ICP volatility 1.61x, typical 1.45x · volume 2.28x, typical 1.60x Ordinary

  • Fed Interest Rate Wed, 1st Nov 2023 (Timezone: America/New York)

    Release Data: 5.25-5.50% (Previous: 5.25-5.50%) US Federal Open Market Committee

    ICP volatility 1.39x, typical 3.16x · volume 0.79x, typical 5.11x Quiet

  • JOLTs Job Openings Wed, 1st Nov 2023 (Timezone: America/New York)

    Release Data: 9.279M (Previous: 9.287M) US Bureau of Labor Statistics

    ICP volatility 0.71x, typical 1.69x · volume 0.67x, typical 2.15x Quiet

  • PCE Fri, 27th Oct 2023 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 0.3%) US Bureau of Economic Analysis

    ICP volatility 1.01x, typical 1.51x · volume 0.78x, typical 1.98x Quiet

  • Personal Income Fri, 27th Oct 2023 (Timezone: America/New York)

    Release Data: 0.4% (Previous: 0.4%) US Bureau of Economic Analysis

    ICP volatility 1.01x, typical 1.51x · volume 0.78x, typical 1.98x Quiet

  • Core PCE Fri, 27th Oct 2023 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 0.1%) US Bureau of Economic Analysis

    ICP volatility 1.01x, typical 1.51x · volume 0.78x, typical 1.98x Quiet

  • Durable Orders Ex Transportation Thu, 26th Oct 2023 (Timezone: America/New York)

    Release Data: 0.3% (Previous: -0.4%) US Bureau of Census

    ICP volatility 0.97x, typical 1.11x · volume 0.71x, typical 1.55x Quiet

  • Durable Orders Thu, 26th Oct 2023 (Timezone: America/New York)

    Release Data: 3.1% (Previous: -1.4%) US Bureau of Census

    ICP volatility 0.97x, typical 1.11x · volume 0.71x, typical 1.55x Quiet

  • Initial Claims Thu, 26th Oct 2023 (Timezone: America/New York)

    Release Data: 214K (Previous: 200K) US Department of Labor

    ICP volatility 0.97x, typical 1.45x · volume 0.71x, typical 1.60x Quiet

  • GDP Report Thu, 26th Oct 2023 (Timezone: America/New York)

    Release Data: 4.9% (Previous: 2.1%) US Bureau of Economic Analysis

    ICP volatility 0.97x, typical 1.46x · volume 0.71x, typical 1.76x Quiet

  • Continued Claims Thu, 26th Oct 2023 (Timezone: America/New York)

    Release Data: 1816K (Previous: 1806K) US Department of Labor

    ICP volatility 0.97x, typical 1.45x · volume 0.71x, typical 1.60x Quiet

  • Initial Claims Thu, 19th Oct 2023 (Timezone: America/New York)

    Release Data: 200K (Previous: 210K) US Department of Labor

    ICP volatility 1.00x, typical 1.45x · volume 2.06x, typical 1.60x Quiet

  • Continued Claims Thu, 19th Oct 2023 (Timezone: America/New York)

    Release Data: 1806K (Previous: 1808K) US Department of Labor

    ICP volatility 1.00x, typical 1.45x · volume 2.06x, typical 1.60x Quiet

  • Retail Sales Ex Autos Tue, 17th Oct 2023 (Timezone: America/New York)

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

    ICP volatility 1.00x, typical 1.42x · volume 1.81x, typical 1.40x Quiet

  • Retail Sales Tue, 17th Oct 2023 (Timezone: America/New York)

    Release Data: 0.7% (Previous: 0.9%) US Bureau of Census

    ICP volatility 1.00x, typical 1.42x · volume 1.81x, typical 1.40x Quiet

  • Export Prices Fri, 13th Oct 2023 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 1.2%) US Bureau of Labor Statistics

    ICP volatility 0.99x, typical 1.01x · volume 4.17x, typical 1.33x Quiet

  • Import Prices Fri, 13th Oct 2023 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 0.6%) US Bureau of Labor Statistics

    ICP volatility 0.99x, typical 1.01x · volume 4.17x, typical 1.33x Quiet

  • Initial Claims Thu, 12th Oct 2023 (Timezone: America/New York)

    Release Data: 210K (Previous: 216K) US Department of Labor

    ICP volatility 2.01x, typical 1.45x · volume 1.67x, typical 1.60x Strong

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