Volatility Analysis Data

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

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

    LTC volatility 0.56x, typical 1.65x · volume 0.78x, typical 2.08x Quiet

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

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

    LTC volatility 1.02x, typical 1.52x · volume 0.72x, typical 1.73x Quiet

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

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

    LTC volatility 1.36x, typical 1.41x · volume 1.08x, typical 1.59x Quiet

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

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

    LTC volatility 1.36x, typical 1.41x · volume 1.08x, typical 1.59x Quiet

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

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

    LTC volatility 1.14x, typical 1.20x · volume 1.06x, typical 1.38x Quiet

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

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

    LTC volatility 1.14x, typical 1.38x · volume 1.06x, typical 1.49x Quiet

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

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

    LTC volatility 1.14x, typical 1.38x · volume 1.06x, typical 1.49x Quiet

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

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

    LTC volatility 1.14x, typical 1.20x · volume 1.06x, typical 1.38x Quiet

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

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

    LTC volatility 1.34x, typical 1.83x · volume 1.42x, typical 2.58x Quiet

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

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

    LTC volatility 1.34x, typical 1.83x · volume 1.42x, typical 2.58x Quiet

  • Initial Claims Thu, 9th Dec 2021 (Timezone: America/New York)

    Release Data: 207K (Previous: 222K) US Department of Labor

    LTC volatility 0.88x, typical 1.41x · volume 1.02x, typical 1.59x Quiet

  • Continued Claims Thu, 9th Dec 2021 (Timezone: America/New York)

    Release Data: 1767K (Previous: 1876K) US Department of Labor

    LTC volatility 0.88x, typical 1.41x · volume 1.02x, typical 1.59x Quiet

  • JOLTs Job Openings Wed, 8th Dec 2021 (Timezone: America/New York)

    Release Data: 11.341M (Previous: 10.879M) US Bureau of Labor Statistics

    LTC volatility 1.00x, typical 1.90x · volume 2.09x, typical 2.28x Quiet

  • International Exports Tue, 7th Dec 2021 (Timezone: America/New York)

    Release Data: $228.8B (Previous: $214.2B) US Bureau of Census, Bureau of Economic Analysis

    LTC volatility 1.24x, typical 1.26x · volume 0.83x, typical 1.21x Quiet

  • International Imports Tue, 7th Dec 2021 (Timezone: America/New York)

    Release Data: $294.8B (Previous: $288.8B) US Bureau of Census, Bureau of Economic Analysis

    LTC volatility 1.24x, typical 1.26x · volume 0.83x, typical 1.21x Quiet

  • Balance of Trade Tue, 7th Dec 2021 (Timezone: America/New York)

    Release Data: -$66B (Previous: -$74.7B) US Bureau of Census, Bureau of Economic Analysis

    LTC volatility 1.24x, typical 1.26x · volume 0.83x, typical 1.21x Quiet

  • Initial Claims Thu, 2nd Dec 2021 (Timezone: America/New York)

    Release Data: 222K (Previous: 223K) US Department of Labor

    LTC volatility 1.17x, typical 1.41x · volume 1.21x, typical 1.59x Quiet

  • Continued Claims Thu, 2nd Dec 2021 (Timezone: America/New York)

    Release Data: 1876K (Previous: 1807K) US Department of Labor

    LTC volatility 1.17x, typical 1.41x · volume 1.21x, typical 1.59x Quiet

  • Durable Orders Ex Transportation Wed, 24th Nov 2021 (Timezone: America/New York)

    Release Data: 0.4% (Previous: 0.7%) US Bureau of Census

    LTC volatility 1.28x, typical 1.34x · volume 1.31x, typical 1.46x Quiet

  • Initial Claims Wed, 24th Nov 2021 (Timezone: America/New York)

    Release Data: 223K (Previous: 250K) US Department of Labor

    LTC volatility 1.28x, typical 1.41x · volume 1.31x, typical 1.59x Quiet

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