Volatility Analysis Data

  • GDP Report Wed, 25th Nov 2020 (Timezone: America/New York)

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

    LINK volatility 0.68x, typical 1.68x · volume 0.88x, typical 2.00x Quiet

  • Initial Claims Wed, 25th Nov 2020 (Timezone: America/New York)

    Release Data: 793K (Previous: 738K) US Department of Labor

    LINK volatility 0.68x, typical 1.43x · volume 0.88x, typical 1.63x Quiet

  • Durable Orders Ex Transportation Wed, 25th Nov 2020 (Timezone: America/New York)

    Release Data: 1.3% (Previous: 3.1%) US Bureau of Census

    LINK volatility 0.68x, typical 1.47x · volume 0.88x, typical 1.52x Quiet

  • Continued Claims Thu, 19th Nov 2020 (Timezone: America/New York)

    Release Data: 6088K (Previous: 6341K) US Department of Labor

    LINK volatility 1.27x, typical 1.43x · volume 1.41x, typical 1.63x Quiet

  • Initial Claims Thu, 19th Nov 2020 (Timezone: America/New York)

    Release Data: 738K (Previous: 737K) US Department of Labor

    LINK volatility 1.27x, typical 1.43x · volume 1.41x, typical 1.63x Quiet

  • Export Prices Tue, 17th Nov 2020 (Timezone: America/New York)

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

    LINK volatility 1.12x, typical 1.21x · volume 1.09x, typical 1.30x Quiet

  • Retail Sales Ex Autos Tue, 17th Nov 2020 (Timezone: America/New York)

    Release Data: -0.4% (Previous: 1.6%) US Bureau of Census

    LINK volatility 1.12x, typical 1.46x · volume 1.09x, typical 1.69x Quiet

  • Retail Sales Tue, 17th Nov 2020 (Timezone: America/New York)

    Release Data: -0.4% (Previous: 2.0%) US Bureau of Census

    LINK volatility 1.12x, typical 1.46x · volume 1.09x, typical 1.69x Quiet

  • Import Prices Tue, 17th Nov 2020 (Timezone: America/New York)

    Release Data: -0.1% (Previous: 0.2%) US Bureau of Labor Statistics

    LINK volatility 1.12x, typical 1.21x · volume 1.09x, typical 1.30x Quiet

  • Fed Interest Rate Thu, 5th Nov 2020 (Timezone: America/New York)

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

    LINK volatility 0.90x, typical 3.51x · volume 0.67x, typical 5.79x Quiet

  • International Exports Wed, 4th Nov 2020 (Timezone: America/New York)

    Release Data: $182.5B (Previous: $176.7B) US Bureau of Census, Bureau of Economic Analysis

    LINK volatility 1.12x, typical 1.12x · volume 1.27x, typical 1.24x Quiet

  • International Imports Wed, 4th Nov 2020 (Timezone: America/New York)

    Release Data: $239.5B (Previous: $238.6B) US Bureau of Census, Bureau of Economic Analysis

    LINK volatility 1.12x, typical 1.12x · volume 1.27x, typical 1.24x Quiet

  • Balance of Trade Wed, 4th Nov 2020 (Timezone: America/New York)

    Release Data: -$57B (Previous: -$61.8B) US Bureau of Census, Bureau of Economic Analysis

    LINK volatility 1.12x, typical 1.12x · volume 1.27x, typical 1.24x Quiet

  • Personal Income Fri, 30th Oct 2020 (Timezone: America/New York)

    Release Data: 0.8% (Previous: -3.0%) US Bureau of Economic Analysis

    LINK volatility 1.12x, typical 1.62x · volume 1.26x, typical 2.09x Quiet

  • Core PCE Fri, 30th Oct 2020 (Timezone: America/New York)

    Release Data: 0.2% (Previous: 0.3%) US Bureau of Economic Analysis

    LINK volatility 1.12x, typical 1.62x · volume 1.26x, typical 2.09x Quiet

  • PCE Fri, 30th Oct 2020 (Timezone: America/New York)

    Release Data: 0.2% (Previous: 0.3%) US Bureau of Economic Analysis

    LINK volatility 1.12x, typical 1.62x · volume 1.26x, typical 2.09x Quiet

  • Durable Orders Tue, 27th Oct 2020 (Timezone: America/New York)

    Release Data: 1.6% (Previous: 1.4%) US Bureau of Census

    LINK volatility 0.87x, typical 1.47x · volume 1.06x, typical 1.52x Quiet

  • Durable Orders Ex Transportation Tue, 27th Oct 2020 (Timezone: America/New York)

    Release Data: 3.1% (Previous: 1.0%) US Bureau of Census

    LINK volatility 0.87x, typical 1.47x · volume 1.06x, typical 1.52x Quiet

  • Continued Claims Thu, 22nd Oct 2020 (Timezone: America/New York)

    Release Data: 7777K (Previous: 8425K) US Department of Labor

    LINK volatility 1.11x, typical 1.43x · volume 1.86x, typical 1.63x Quiet

  • Initial Claims Thu, 22nd Oct 2020 (Timezone: America/New York)

    Release Data: 804K (Previous: 839K) US Department of Labor

    LINK volatility 1.11x, typical 1.43x · volume 1.86x, typical 1.63x Quiet

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