Volatility Analysis Data

  • Retail Sales Tue, 16th Jun 2020 (Timezone: America/New York)

    Release Data: 19.3% (Previous: -14.4%) US Bureau of Census

    LTC volatility 2.09x, typical 1.38x · volume 1.50x, typical 1.49x Strong

  • Durable Orders Thu, 28th May 2020 (Timezone: America/New York)

    Release Data: -19.3% (Previous: -14.8%) US Bureau of Census

    LTC volatility 2.04x, typical 1.34x · volume 3.13x, typical 1.46x Strong

  • GDP Report Thu, 28th May 2020 (Timezone: America/New York)

    Release Data: -5.0% (Previous: -4.8%) US Bureau of Economic Analysis

    LTC volatility 2.04x, typical 1.52x · volume 3.13x, typical 1.73x Strong

  • Initial Claims Thu, 28th May 2020 (Timezone: America/New York)

    Release Data: 1921K (Previous: 2176K) US Department of Labor

    LTC volatility 2.04x, typical 1.41x · volume 3.13x, typical 1.59x Strong

  • Durable Orders Ex Transportation Thu, 28th May 2020 (Timezone: America/New York)

    Release Data: -9.6% (Previous: -3.1%) US Bureau of Census

    LTC volatility 2.04x, typical 1.34x · volume 3.13x, typical 1.46x Strong

  • Continued Claims Thu, 28th May 2020 (Timezone: America/New York)

    Release Data: 19194K (Previous: 19153K) US Department of Labor

    LTC volatility 2.04x, typical 1.41x · volume 3.13x, typical 1.59x Strong

  • Initial Claims Thu, 7th May 2020 (Timezone: America/New York)

    Release Data: 2796K (Previous: 3446K) US Department of Labor

    LTC volatility 3.12x, typical 1.41x · volume 3.25x, typical 1.59x Exceptional

  • Continued Claims Thu, 7th May 2020 (Timezone: America/New York)

    Release Data: 20939K (Previous: 17789K) US Department of Labor

    LTC volatility 3.12x, typical 1.41x · volume 3.25x, typical 1.59x Exceptional

  • Retail Sales Ex Autos Wed, 15th Apr 2020 (Timezone: America/New York)

    Release Data: -4.9% (Previous: -0.1%) US Bureau of Census

    LTC volatility 2.11x, typical 1.38x · volume 1.07x, typical 1.49x Strong

  • Retail Sales Wed, 15th Apr 2020 (Timezone: America/New York)

    Release Data: -9.1% (Previous: 0.0%) US Bureau of Census

    LTC volatility 2.11x, typical 1.38x · volume 1.07x, typical 1.49x Strong

  • JOLTs Job Openings Tue, 17th Mar 2020 (Timezone: America/New York)

    Release Data: 7.124M (Previous: 6.699M) US Bureau of Labor Statistics

    LTC volatility 2.56x, typical 1.90x · volume 1.89x, typical 2.28x Strong

  • Initial Claims Thu, 12th Mar 2020 (Timezone: America/New York)

    Release Data: 208K (Previous: 215K) US Department of Labor

    LTC volatility 2.14x, typical 1.41x · volume 4.23x, typical 1.59x Strong

  • Continued Claims Thu, 12th Mar 2020 (Timezone: America/New York)

    Release Data: 1771K (Previous: 1783K) US Department of Labor

    LTC volatility 2.14x, typical 1.41x · volume 4.23x, typical 1.59x Strong

  • Initial Claims Thu, 13th Feb 2020 (Timezone: America/New York)

    Release Data: 202K (Previous: 207K) US Department of Labor

    LTC volatility 2.70x, typical 1.41x · volume 4.24x, typical 1.59x Strong

  • Continued Claims Thu, 13th Feb 2020 (Timezone: America/New York)

    Release Data: 1755K (Previous: 1796K) US Department of Labor

    LTC volatility 2.70x, typical 1.41x · volume 4.24x, typical 1.59x Strong

  • Initial Claims Thu, 6th Feb 2020 (Timezone: America/New York)

    Release Data: 207K (Previous: 210K) US Department of Labor

    LTC volatility 1.97x, typical 1.41x · volume 2.51x, typical 1.59x Strong

  • Continued Claims Thu, 6th Feb 2020 (Timezone: America/New York)

    Release Data: 1796K (Previous: 1774K) US Department of Labor

    LTC volatility 1.97x, typical 1.41x · volume 2.51x, typical 1.59x Strong

  • FOMC Minutes Fri, 3rd Jan 2020 (Timezone: America/New York)

    Federal Open Market Committee

    LTC volatility 2.36x, typical 1.52x · volume 2.33x, typical 1.43x Strong

  • Personal Income Fri, 20th Dec 2019 (Timezone: America/New York)

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

    LTC volatility 2.72x, typical 1.65x · volume 2.74x, typical 2.08x Strong

  • Core PCE Fri, 20th Dec 2019 (Timezone: America/New York)

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

    LTC volatility 2.72x, typical 1.65x · volume 2.74x, typical 2.08x Strong

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