Volatility Analysis Data

  • GDP Report Thu, 30th May 2024 (Timezone: America/New York)

    Release Data: 1.3% (Previous: 1.6%) US Bureau of Economic Analysis

    TAO volatility 1.28x, typical 1.46x · volume 2.55x, typical 2.07x Quiet

  • Initial Claims Thu, 30th May 2024 (Timezone: America/New York)

    Release Data: 221K (Previous: 216K) US Department of Labor

    TAO volatility 1.28x, typical 1.40x · volume 2.55x, typical 1.76x Quiet

  • Continued Claims Thu, 30th May 2024 (Timezone: America/New York)

    Release Data: 1810K (Previous: 1798K) US Department of Labor

    TAO volatility 1.28x, typical 1.40x · volume 2.55x, typical 1.76x Quiet

  • Durable Orders Ex Transportation Fri, 24th May 2024 (Timezone: America/New York)

    Release Data: 0.6% (Previous: -0.1%) US Bureau of Census

    TAO volatility 1.10x, typical 1.33x · volume 2.46x, typical 1.62x Quiet

  • Durable Orders Fri, 24th May 2024 (Timezone: America/New York)

    Release Data: -0.2% (Previous: 1.7%) US Bureau of Census

    TAO volatility 1.10x, typical 1.33x · volume 2.46x, typical 1.62x Quiet

  • Initial Claims Thu, 23rd May 2024 (Timezone: America/New York)

    Release Data: 216K (Previous: 222K) US Department of Labor

    TAO volatility 1.28x, typical 1.40x · volume 1.02x, typical 1.76x Quiet

  • Continued Claims Thu, 23rd May 2024 (Timezone: America/New York)

    Release Data: 1798K (Previous: 1793K) US Department of Labor

    TAO volatility 1.28x, typical 1.40x · volume 1.02x, typical 1.76x Quiet

  • FOMC Minutes Wed, 22nd May 2024 (Timezone: America/New York)

    Federal Open Market Committee

    TAO volatility 0.90x, typical 1.39x · volume 0.55x, typical 1.79x Quiet

  • Import Prices Thu, 16th May 2024 (Timezone: America/New York)

    Release Data: 0.9% (Previous: 0.6%) US Bureau of Labor Statistics

    TAO volatility 2.79x, typical 1.46x · volume 3.28x, typical 1.51x Strong

  • Initial Claims Thu, 16th May 2024 (Timezone: America/New York)

    Release Data: 222K (Previous: 229K) US Department of Labor

    TAO volatility 2.79x, typical 1.40x · volume 3.28x, typical 1.76x Strong

  • Export Prices Thu, 16th May 2024 (Timezone: America/New York)

    Release Data: 0.7% (Previous: 0.1%) US Bureau of Labor Statistics

    TAO volatility 2.79x, typical 1.46x · volume 3.28x, typical 1.51x Strong

  • Continued Claims Thu, 16th May 2024 (Timezone: America/New York)

    Release Data: 1793K (Previous: 1790K) US Department of Labor

    TAO volatility 2.79x, typical 1.40x · volume 3.28x, typical 1.76x Strong

  • Core Inflation Wed, 15th May 2024 (Timezone: America/New York)

    Release Data: 3.6% (Previous: 3.8%) US Bureau of Labor Statistics

    TAO volatility 7.61x, typical 3.07x · volume 15.00x, typical 7.20x Exceptional

  • Core CPI Wed, 15th May 2024 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 0.4%) US Bureau of Labor Statistics

    TAO volatility 7.61x, typical 3.07x · volume 15.00x, typical 7.20x Exceptional

  • Retail Sales Ex Autos Wed, 15th May 2024 (Timezone: America/New York)

    Release Data: 0.2% (Previous: 0.7%) US Bureau of Census

    TAO volatility 7.61x, typical 1.83x · volume 15.00x, typical 2.51x Exceptional

  • CPI Wed, 15th May 2024 (Timezone: America/New York)

    Release Data: 0.2% (Previous: 0.4%) US Bureau of Labor Statistics

    TAO volatility 7.61x, typical 3.07x · volume 15.00x, typical 7.20x Exceptional

  • Retail Sales Wed, 15th May 2024 (Timezone: America/New York)

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

    TAO volatility 7.61x, typical 1.83x · volume 15.00x, typical 2.51x Exceptional

  • Core PPI Tue, 14th May 2024 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 0.1%) US Bureau of Labor Statistics

    TAO volatility 2.72x, typical 2.01x · volume 4.14x, typical 3.48x Strong

  • PPI Tue, 14th May 2024 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 0.1%) US Bureau of Labor Statistics

    TAO volatility 2.72x, typical 2.01x · volume 4.14x, typical 3.48x Strong

  • Initial Claims Thu, 9th May 2024 (Timezone: America/New York)

    Release Data: 229K (Previous: 209K) US Department of Labor

    TAO volatility 1.31x, typical 1.40x · volume 2.19x, typical 1.76x Quiet

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