Volatility Analysis Data

  • Durable Orders Thu, 26th Sep 2024 (Timezone: America/New York)

    Release Data: -1.1% (Previous: 4.3%) US Bureau of Census

    ICP volatility 1.66x, typical 1.11x · volume 2.27x, typical 1.55x Strong

  • GDP Report Thu, 26th Sep 2024 (Timezone: America/New York)

    Release Data: 3.0% (Previous: 3.0%) US Bureau of Economic Analysis

    ICP volatility 1.66x, typical 1.46x · volume 2.27x, typical 1.76x Ordinary

  • Initial Claims Thu, 26th Sep 2024 (Timezone: America/New York)

    Release Data: 221K (Previous: 222K) US Department of Labor

    ICP volatility 1.66x, typical 1.45x · volume 2.27x, typical 1.60x Ordinary

  • Continued Claims Thu, 26th Sep 2024 (Timezone: America/New York)

    Release Data: 1825K (Previous: 1831K) US Department of Labor

    ICP volatility 1.66x, typical 1.45x · volume 2.27x, typical 1.60x Ordinary

  • Initial Claims Thu, 19th Sep 2024 (Timezone: America/New York)

    Release Data: 222K (Previous: 230K) US Department of Labor

    ICP volatility 1.19x, typical 1.45x · volume 0.79x, typical 1.60x Quiet

  • Continued Claims Thu, 19th Sep 2024 (Timezone: America/New York)

    Release Data: 1831K (Previous: 1827K) US Department of Labor

    ICP volatility 1.19x, typical 1.45x · volume 0.79x, typical 1.60x Quiet

  • Fed Interest Rate Wed, 18th Sep 2024 (Timezone: America/New York)

    Release Data: 4.75-5.00% (Previous: 5.25-5.50%) US Federal Open Market Committee

    ICP volatility 4.39x, typical 3.16x · volume 7.62x, typical 5.11x Strong

  • Retail Sales Ex Autos Tue, 17th Sep 2024 (Timezone: America/New York)

    Release Data: -0.2% (Previous: 0.4%) US Bureau of Census

    ICP volatility 1.00x, typical 1.42x · volume 1.43x, typical 1.40x Quiet

  • Retail Sales Tue, 17th Sep 2024 (Timezone: America/New York)

    Release Data: -0.2% (Previous: 0.9%) US Bureau of Census

    ICP volatility 1.00x, typical 1.42x · volume 1.43x, typical 1.40x Quiet

  • Import Prices Fri, 13th Sep 2024 (Timezone: America/New York)

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

    ICP volatility 0.85x, typical 1.01x · volume 3.80x, typical 1.33x Quiet

  • Export Prices Fri, 13th Sep 2024 (Timezone: America/New York)

    Release Data: -0.7% (Previous: 0.5%) US Bureau of Labor Statistics

    ICP volatility 0.85x, typical 1.01x · volume 3.80x, typical 1.33x Quiet

  • Core PPI Thu, 12th Sep 2024 (Timezone: America/New York)

    Release Data: 0.4% (Previous: -0.1%) US Bureau of Labor Statistics

    ICP volatility 1.02x, typical 1.72x · volume 1.88x, typical 2.64x Quiet

  • PPI Thu, 12th Sep 2024 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 0.0%) US Bureau of Labor Statistics

    ICP volatility 1.02x, typical 1.72x · volume 1.88x, typical 2.64x Quiet

  • Initial Claims Thu, 12th Sep 2024 (Timezone: America/New York)

    Release Data: 230K (Previous: 228K) US Department of Labor

    ICP volatility 1.02x, typical 1.45x · volume 1.88x, typical 1.60x Quiet

  • Continued Claims Thu, 12th Sep 2024 (Timezone: America/New York)

    Release Data: 1827K (Previous: 1845K) US Department of Labor

    ICP volatility 1.02x, typical 1.45x · volume 1.88x, typical 1.60x Quiet

  • Core Inflation Wed, 11th Sep 2024 (Timezone: America/New York)

    Release Data: 3.2% (Previous: 3.2%) US Bureau of Labor Statistics

    ICP volatility 1.30x, typical 3.16x · volume 1.82x, typical 6.34x Quiet

  • Core CPI Wed, 11th Sep 2024 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 0.2%) US Bureau of Labor Statistics

    ICP volatility 1.30x, typical 3.16x · volume 1.82x, typical 6.34x Quiet

  • CPI Wed, 11th Sep 2024 (Timezone: America/New York)

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

    ICP volatility 1.30x, typical 3.16x · volume 1.82x, typical 6.34x Quiet

  • Unemployment Rate Fri, 6th Sep 2024 (Timezone: America/New York)

    Release Data: 4.2% (Previous: 4.2%) US Bureau of Labor Statistics

    ICP volatility 4.51x, typical 2.24x · volume 4.10x, typical 3.78x Exceptional

  • Non-Farm Private Payrolls Fri, 6th Sep 2024 (Timezone: America/New York)

    Release Data: 33K (Previous: 40K) US Bureau of Labor Statistics

    ICP volatility 4.51x, typical 2.30x · volume 4.10x, typical 3.82x Strong

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