Volatility Analysis Data

  • Continued Claims Thu, 31st Dec 2020 (Timezone: America/New York)

    Release Data: 5181K (Previous: 5332K) US Department of Labor

    FIL volatility 2.26x, typical 1.27x · volume 1.99x, typical 1.44x Strong

  • Initial Claims Thu, 31st Dec 2020 (Timezone: America/New York)

    Release Data: 773K (Previous: 815K) US Department of Labor

    FIL volatility 2.26x, typical 1.27x · volume 1.99x, typical 1.44x Strong

  • Continued Claims Wed, 23rd Dec 2020 (Timezone: America/New York)

    Release Data: 5332K (Previous: 5416K) US Department of Labor

    FIL volatility 0.60x, typical 1.27x · volume 0.63x, typical 1.44x Quiet

  • Durable Orders Wed, 23rd Dec 2020 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 2.5%) US Bureau of Census

    FIL volatility 0.60x, typical 1.36x · volume 0.63x, typical 1.56x Quiet

  • Personal Income Wed, 23rd Dec 2020 (Timezone: America/New York)

    Release Data: -0.8% (Previous: 0.0%) US Bureau of Economic Analysis

    FIL volatility 0.60x, typical 1.51x · volume 0.63x, typical 2.37x Quiet

  • Core PCE Wed, 23rd Dec 2020 (Timezone: America/New York)

    Release Data: 0.1% (Previous: 0.1%) US Bureau of Economic Analysis

    FIL volatility 0.60x, typical 1.51x · volume 0.63x, typical 2.37x Quiet

  • PCE Wed, 23rd Dec 2020 (Timezone: America/New York)

    Release Data: 0.1% (Previous: 0.1%) US Bureau of Economic Analysis

    FIL volatility 0.60x, typical 1.51x · volume 0.63x, typical 2.37x Quiet

  • Initial Claims Wed, 23rd Dec 2020 (Timezone: America/New York)

    Release Data: 815K (Previous: 886K) US Department of Labor

    FIL volatility 0.60x, typical 1.27x · volume 0.63x, typical 1.44x Quiet

  • Durable Orders Ex Transportation Wed, 23rd Dec 2020 (Timezone: America/New York)

    Release Data: 0.9% (Previous: 1.3%) US Bureau of Census

    FIL volatility 0.60x, typical 1.36x · volume 0.63x, typical 1.56x Quiet

  • GDP Report Tue, 22nd Dec 2020 (Timezone: America/New York)

    Release Data: 33.4% (Previous: 33.1%) US Bureau of Economic Analysis

    FIL volatility 0.92x, typical 1.48x · volume 0.54x, typical 1.54x Quiet

  • Continued Claims Thu, 17th Dec 2020 (Timezone: America/New York)

    Release Data: 5416K (Previous: 5609K) US Department of Labor

    FIL volatility 0.63x, typical 1.27x · volume 0.76x, typical 1.44x Quiet

  • Initial Claims Thu, 17th Dec 2020 (Timezone: America/New York)

    Release Data: 886K (Previous: 873K) US Department of Labor

    FIL volatility 0.63x, typical 1.27x · volume 0.76x, typical 1.44x Quiet

  • Fed Interest Rate Wed, 16th Dec 2020 (Timezone: America/New York)

    Release Data: 0.00-0.25% (Previous: 0.00-0.25%) US Federal Open Market Committee

    FIL volatility 0.78x, typical 4.04x · volume 0.55x, typical 7.46x Quiet

  • Retail Sales Ex Autos Wed, 16th Dec 2020 (Timezone: America/New York)

    Release Data: -0.9% (Previous: -0.4%) US Bureau of Census

    FIL volatility 1.58x, typical 1.51x · volume 1.73x, typical 1.71x Ordinary

  • Retail Sales Wed, 16th Dec 2020 (Timezone: America/New York)

    Release Data: -1.0% (Previous: -0.4%) US Bureau of Census

    FIL volatility 1.58x, typical 1.51x · volume 1.73x, typical 1.71x Ordinary

  • Export Prices Tue, 15th Dec 2020 (Timezone: America/New York)

    Release Data: 0.8% (Previous: 0.2%) US Bureau of Labor Statistics

    FIL volatility 0.72x, typical 1.04x · volume 0.78x, typical 1.22x Quiet

  • Import Prices Tue, 15th Dec 2020 (Timezone: America/New York)

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

    FIL volatility 0.72x, typical 1.04x · volume 0.78x, typical 1.22x Quiet

  • Core PPI Fri, 11th Dec 2020 (Timezone: America/New York)

    Release Data: 0.0% (Previous: 0.5%) US Bureau of Labor Statistics

    FIL volatility 1.68x, typical 1.72x · volume 1.28x, typical 2.26x Ordinary

  • PPI Fri, 11th Dec 2020 (Timezone: America/New York)

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

    FIL volatility 1.68x, typical 1.72x · volume 1.28x, typical 2.26x Ordinary

  • Continued Claims Thu, 10th Dec 2020 (Timezone: America/New York)

    Release Data: 5609K (Previous: 5784K) US Department of Labor

    FIL volatility 0.86x, typical 1.27x · volume 0.81x, typical 1.44x Quiet

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