Volatility Analysis Data

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

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

    TAO volatility 1.16x, typical 1.33x · volume 1.02x, typical 1.62x Quiet

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

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

    TAO volatility 1.16x, typical 1.46x · volume 1.02x, typical 2.07x Quiet

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

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

    TAO volatility 1.16x, typical 1.40x · volume 1.02x, typical 1.76x Quiet

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

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

    TAO volatility 1.16x, typical 1.40x · volume 1.02x, typical 1.76x Quiet

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

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

    TAO volatility 1.70x, typical 1.40x · volume 1.53x, typical 1.76x Ordinary

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

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

    TAO volatility 1.70x, typical 1.40x · volume 1.53x, typical 1.76x Ordinary

  • 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

    TAO volatility 4.01x, typical 2.87x · volume 8.67x, typical 3.78x Strong

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

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

    TAO volatility 1.33x, typical 1.83x · volume 1.86x, typical 2.51x Quiet

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

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

    TAO volatility 1.33x, typical 1.83x · volume 1.86x, typical 2.51x Quiet

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

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

    TAO volatility 1.10x, typical 1.46x · volume 1.13x, typical 1.51x Quiet

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

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

    TAO volatility 1.10x, typical 1.46x · volume 1.13x, typical 1.51x Quiet

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

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

    TAO volatility 1.74x, typical 2.01x · volume 2.44x, typical 3.48x Ordinary

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

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

    TAO volatility 1.74x, typical 2.01x · volume 2.44x, typical 3.48x Ordinary

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

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

    TAO volatility 1.74x, typical 1.40x · volume 2.44x, typical 1.76x Ordinary

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

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

    TAO volatility 1.74x, typical 1.40x · volume 2.44x, typical 1.76x Ordinary

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

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

    TAO volatility 2.21x, typical 3.07x · volume 5.09x, typical 7.20x Ordinary

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

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

    TAO volatility 2.21x, typical 3.07x · volume 5.09x, typical 7.20x Ordinary

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

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

    TAO volatility 2.21x, typical 3.07x · volume 5.09x, typical 7.20x Ordinary

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

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

    TAO volatility 3.63x, typical 2.52x · volume 6.12x, typical 4.01x Strong

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

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

    TAO volatility 3.63x, typical 2.70x · volume 6.12x, typical 4.42x Strong

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