Volatility Analysis Data

  • Retail Sales Ex Autos Thu, 15th Jun 2023 (Timezone: America/New York)

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

    FIL volatility 1.52x, typical 1.51x · volume 0.65x, typical 1.71x Ordinary

  • Retail Sales Thu, 15th Jun 2023 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 0.8%) US Bureau of Census

    FIL volatility 1.52x, typical 1.51x · volume 0.65x, typical 1.71x Ordinary

  • Fed Interest Rate Wed, 3rd May 2023 (Timezone: America/New York)

    Release Data: 5.00-5.25% (Previous: 4.75-5.00%) US Federal Open Market Committee

    FIL volatility 3.05x, typical 4.04x · volume 8.84x, typical 7.46x Ordinary

  • Core PPI Thu, 13th Apr 2023 (Timezone: America/New York)

    Release Data: 0.0% (Previous: 0.2%) US Bureau of Labor Statistics

    FIL volatility 1.96x, typical 1.72x · volume 2.84x, typical 2.26x Ordinary

  • PPI Thu, 13th Apr 2023 (Timezone: America/New York)

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

    FIL volatility 1.96x, typical 1.72x · volume 2.84x, typical 2.26x Ordinary

  • Unemployment Rate Fri, 7th Apr 2023 (Timezone: America/New York)

    Release Data: 3.5% (Previous: 3.6%) US Bureau of Labor Statistics

    FIL volatility 1.76x, typical 2.47x · volume 1.91x, typical 4.25x Ordinary

  • Non-Farm Private Payrolls Fri, 7th Apr 2023 (Timezone: America/New York)

    Release Data: 48K (Previous: 250K) US Bureau of Labor Statistics

    FIL volatility 1.76x, typical 2.49x · volume 1.91x, typical 4.35x Ordinary

  • Non-Farm Payrolls Fri, 7th Apr 2023 (Timezone: America/New York)

    Release Data: 85K (Previous: 306K) US Bureau of Labor Statistics

    FIL volatility 1.76x, typical 2.49x · volume 1.91x, typical 4.35x Ordinary

  • Initial Claims Thu, 6th Apr 2023 (Timezone: America/New York)

    Release Data: 217K (Previous: 234K) US Department of Labor

    FIL volatility 1.51x, typical 1.27x · volume 1.61x, typical 1.44x Ordinary

  • Continued Claims Thu, 6th Apr 2023 (Timezone: America/New York)

    Release Data: 1691K (Previous: 1701K) US Department of Labor

    FIL volatility 1.51x, typical 1.27x · volume 1.61x, typical 1.44x Ordinary

  • Durable Orders Ex Transportation Mon, 27th Feb 2023 (Timezone: America/New York)

    Release Data: -0.5% (Previous: 0.1%) US Bureau of Census

    FIL volatility 1.61x, typical 1.36x · volume 5.82x, typical 1.56x Ordinary

  • Durable Orders Mon, 27th Feb 2023 (Timezone: America/New York)

    Release Data: -1.5% (Previous: 5.1%) US Bureau of Census

    FIL volatility 1.61x, typical 1.36x · volume 5.82x, typical 1.56x Ordinary

  • Initial Claims Thu, 23rd Feb 2023 (Timezone: America/New York)

    Release Data: 217K (Previous: 219K) US Department of Labor

    FIL volatility 1.56x, typical 1.27x · volume 1.64x, typical 1.44x Ordinary

  • Continued Claims Thu, 23rd Feb 2023 (Timezone: America/New York)

    Release Data: 1634K (Previous: 1643K) US Department of Labor

    FIL volatility 1.56x, typical 1.27x · volume 1.64x, typical 1.44x Ordinary

  • GDP Report Thu, 23rd Feb 2023 (Timezone: America/New York)

    Release Data: 2.7% (Previous: 2.9%) US Bureau of Economic Analysis

    FIL volatility 1.56x, typical 1.48x · volume 1.64x, typical 1.54x Ordinary

  • Core PPI Thu, 16th Feb 2023 (Timezone: America/New York)

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

    FIL volatility 1.74x, typical 1.72x · volume 2.23x, typical 2.26x Ordinary

  • PPI Thu, 16th Feb 2023 (Timezone: America/New York)

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

    FIL volatility 1.74x, typical 1.72x · volume 2.23x, typical 2.26x Ordinary

  • Fed Interest Rate Wed, 1st Feb 2023 (Timezone: America/New York)

    Release Data: 4.50-4.75% (Previous: 4.25-4.50%) US Federal Open Market Committee

    FIL volatility 4.85x, typical 4.04x · volume 4.27x, typical 7.46x Ordinary

  • Core Inflation Tue, 13th Dec 2022 (Timezone: America/New York)

    Release Data: 6.0% (Previous: 6.3%) US Bureau of Labor Statistics

    FIL volatility 3.47x, typical 3.01x · volume 10.47x, typical 7.02x Ordinary

  • Core CPI Tue, 13th Dec 2022 (Timezone: America/New York)

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

    FIL volatility 3.47x, typical 3.01x · volume 10.47x, typical 7.02x Ordinary

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