Volatility Analysis Data

  • Retail Sales Ex Autos Fri, 15th May 2020 (Timezone: America/New York)

    Release Data: -14.5% (Previous: -4.9%) US Bureau of Census

    LINK volatility 0.50x, typical 1.46x · volume 0.58x, typical 1.69x Quiet

  • Retail Sales Fri, 15th May 2020 (Timezone: America/New York)

    Release Data: -14.4% (Previous: -9.1%) US Bureau of Census

    LINK volatility 0.50x, typical 1.46x · volume 0.58x, typical 1.69x Quiet

  • Export Prices Thu, 14th May 2020 (Timezone: America/New York)

    Release Data: -3.5% (Previous: -1.4%) US Bureau of Labor Statistics

    LINK volatility 0.50x, typical 1.21x · volume 1.07x, typical 1.30x Quiet

  • Import Prices Thu, 14th May 2020 (Timezone: America/New York)

    Release Data: -2.6% (Previous: -2.4%) US Bureau of Labor Statistics

    LINK volatility 0.50x, typical 1.21x · volume 1.07x, typical 1.30x Quiet

  • Initial Claims Thu, 14th May 2020 (Timezone: America/New York)

    Release Data: 2335K (Previous: 2796K) US Department of Labor

    LINK volatility 0.50x, typical 1.43x · volume 1.07x, typical 1.63x Quiet

  • Continued Claims Thu, 14th May 2020 (Timezone: America/New York)

    Release Data: 23130K (Previous: 20939K) US Department of Labor

    LINK volatility 0.50x, typical 1.43x · volume 1.07x, typical 1.63x Quiet

  • Core Inflation Tue, 12th May 2020 (Timezone: America/New York)

    Release Data: 1.4% (Previous: 2.1%) US Bureau of Labor Statistics

    LINK volatility 0.98x, typical 3.55x · volume 0.74x, typical 8.23x Quiet

  • Core CPI Tue, 12th May 2020 (Timezone: America/New York)

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

    LINK volatility 0.98x, typical 3.55x · volume 0.74x, typical 8.23x Quiet

  • CPI Tue, 12th May 2020 (Timezone: America/New York)

    Release Data: -0.8% (Previous: -0.5%) US Bureau of Labor Statistics

    LINK volatility 0.98x, typical 3.55x · volume 0.74x, typical 8.23x Quiet

  • International Exports Tue, 5th May 2020 (Timezone: America/New York)

    Release Data: $190.1B (Previous: $209.5B) US Bureau of Census, Bureau of Economic Analysis

    LINK volatility 0.51x, typical 1.12x · volume 0.42x, typical 1.24x Quiet

  • International Imports Tue, 5th May 2020 (Timezone: America/New York)

    Release Data: $232.4B (Previous: $249.5B) US Bureau of Census, Bureau of Economic Analysis

    LINK volatility 0.51x, typical 1.12x · volume 0.42x, typical 1.24x Quiet

  • Balance of Trade Tue, 5th May 2020 (Timezone: America/New York)

    Release Data: -$42.4B (Previous: -$39.9B) US Bureau of Census, Bureau of Economic Analysis

    LINK volatility 0.51x, typical 1.12x · volume 0.42x, typical 1.24x Quiet

  • Personal Income Thu, 30th Apr 2020 (Timezone: America/New York)

    Release Data: -1.7% (Previous: 0.6%) US Bureau of Economic Analysis

    LINK volatility 1.33x, typical 1.62x · volume 1.09x, typical 2.09x Quiet

  • Initial Claims Thu, 30th Apr 2020 (Timezone: America/New York)

    Release Data: 3446K (Previous: 4201K) US Department of Labor

    LINK volatility 1.33x, typical 1.43x · volume 1.09x, typical 1.63x Quiet

  • Core PCE Thu, 30th Apr 2020 (Timezone: America/New York)

    Release Data: -0.1% (Previous: 0.2%) US Bureau of Economic Analysis

    LINK volatility 1.33x, typical 1.62x · volume 1.09x, typical 2.09x Quiet

  • PCE Thu, 30th Apr 2020 (Timezone: America/New York)

    Release Data: -0.3% (Previous: 0.1%) US Bureau of Economic Analysis

    LINK volatility 1.33x, typical 1.62x · volume 1.09x, typical 2.09x Quiet

  • Continued Claims Thu, 30th Apr 2020 (Timezone: America/New York)

    Release Data: 17789K (Previous: 16193K) US Department of Labor

    LINK volatility 1.33x, typical 1.43x · volume 1.09x, typical 1.63x Quiet

  • GDP Report Wed, 29th Apr 2020 (Timezone: America/New York)

    Release Data: -4.8% (Previous: 2.1%) US Bureau of Economic Analysis

    LINK volatility 0.98x, typical 1.68x · volume 1.16x, typical 2.00x Quiet

  • Durable Orders Fri, 24th Apr 2020 (Timezone: America/New York)

    Release Data: -14.8% (Previous: 2.9%) US Bureau of Census

    LINK volatility 1.50x, typical 1.47x · volume 0.99x, typical 1.52x Quiet

  • Durable Orders Ex Transportation Fri, 24th Apr 2020 (Timezone: America/New York)

    Release Data: -3.1% (Previous: -0.1%) US Bureau of Census

    LINK volatility 1.50x, typical 1.47x · volume 0.99x, typical 1.52x Quiet

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