Volatility Analysis Data

  • Core PCE Fri, 27th May 2022 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 0.4%) US Bureau of Economic Analysis

    DOT volatility 1.30x, typical 1.50x · volume 1.59x, typical 2.14x Quiet

  • PCE Fri, 27th May 2022 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 0.9%) US Bureau of Economic Analysis

    DOT volatility 1.30x, typical 1.50x · volume 1.59x, typical 2.14x Quiet

  • Initial Claims Thu, 26th May 2022 (Timezone: America/New York)

    Release Data: 211K (Previous: 225K) US Department of Labor

    DOT volatility 1.36x, typical 1.32x · volume 2.78x, typical 1.55x Quiet

  • Continued Claims Thu, 26th May 2022 (Timezone: America/New York)

    Release Data: 1360K (Previous: 1374K) US Department of Labor

    DOT volatility 1.36x, typical 1.32x · volume 2.78x, typical 1.55x Quiet

  • GDP Report Thu, 26th May 2022 (Timezone: America/New York)

    Release Data: -1.5% (Previous: -1.4%) US Bureau of Economic Analysis

    DOT volatility 1.36x, typical 1.49x · volume 2.78x, typical 1.56x Quiet

  • Durable Orders Ex Transportation Wed, 25th May 2022 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 0.9%) US Bureau of Census

    DOT volatility 1.29x, typical 1.29x · volume 0.98x, typical 1.28x Quiet

  • Durable Orders Wed, 25th May 2022 (Timezone: America/New York)

    Release Data: 0.6% (Previous: 0.2%) US Bureau of Census

    DOT volatility 1.29x, typical 1.29x · volume 0.98x, typical 1.28x Quiet

  • Initial Claims Thu, 19th May 2022 (Timezone: America/New York)

    Release Data: 225K (Previous: 204K) US Department of Labor

    DOT volatility 1.21x, typical 1.32x · volume 1.77x, typical 1.55x Quiet

  • Continued Claims Thu, 19th May 2022 (Timezone: America/New York)

    Release Data: 1374K (Previous: 1367K) US Department of Labor

    DOT volatility 1.21x, typical 1.32x · volume 1.77x, typical 1.55x Quiet

  • Retail Sales Ex Autos Tue, 17th May 2022 (Timezone: America/New York)

    Release Data: 1.3% (Previous: 2.8%) US Bureau of Census

    DOT volatility 1.36x, typical 1.31x · volume 1.35x, typical 1.55x Quiet

  • Retail Sales Tue, 17th May 2022 (Timezone: America/New York)

    Release Data: 1.4% (Previous: 2.0%) US Bureau of Census

    DOT volatility 1.36x, typical 1.31x · volume 1.35x, typical 1.55x Quiet

  • Export Prices Fri, 13th May 2022 (Timezone: America/New York)

    Release Data: 1.0% (Previous: 3.9%) US Bureau of Labor Statistics

    DOT volatility 1.07x, typical 1.02x · volume 1.06x, typical 1.16x Quiet

  • Import Prices Fri, 13th May 2022 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 2.9%) US Bureau of Labor Statistics

    DOT volatility 1.07x, typical 1.02x · volume 1.06x, typical 1.16x Quiet

  • Initial Claims Thu, 5th May 2022 (Timezone: America/New York)

    Release Data: 219K (Previous: 210K) US Department of Labor

    DOT volatility 0.55x, typical 1.32x · volume 0.44x, typical 1.55x Quiet

  • Continued Claims Thu, 5th May 2022 (Timezone: America/New York)

    Release Data: 1380K (Previous: 1422K) US Department of Labor

    DOT volatility 0.55x, typical 1.32x · volume 0.44x, typical 1.55x Quiet

  • International Exports Wed, 4th May 2022 (Timezone: America/New York)

    Release Data: $248.3B (Previous: $237B) US Bureau of Census, Bureau of Economic Analysis

    DOT volatility 0.88x, typical 1.03x · volume 0.70x, typical 1.21x Quiet

  • International Imports Wed, 4th May 2022 (Timezone: America/New York)

    Release Data: $347.7B (Previous: $321.7B) US Bureau of Census, Bureau of Economic Analysis

    DOT volatility 0.88x, typical 1.03x · volume 0.70x, typical 1.21x Quiet

  • Balance of Trade Wed, 4th May 2022 (Timezone: America/New York)

    Release Data: -$99.4B (Previous: -$84.7B) US Bureau of Census, Bureau of Economic Analysis

    DOT volatility 0.88x, typical 1.03x · volume 0.70x, typical 1.21x Quiet

  • Personal Income Fri, 29th Apr 2022 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 0.7%) US Bureau of Economic Analysis

    DOT volatility 1.33x, typical 1.50x · volume 1.26x, typical 2.14x Quiet

  • Core PCE Fri, 29th Apr 2022 (Timezone: America/New York)

    Release Data: 0.4% (Previous: 0.5%) US Bureau of Economic Analysis

    DOT volatility 1.33x, typical 1.50x · volume 1.26x, typical 2.14x Quiet

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