Volatility Analysis Data

  • GDP Report Thu, 26th Aug 2021 (Timezone: America/New York)

    Release Data: 6.6% (Previous: 6.5%) US Bureau of Economic Analysis

    LTC volatility 1.39x, typical 1.52x · volume 1.34x, typical 1.73x Quiet

  • Durable Orders Wed, 25th Aug 2021 (Timezone: America/New York)

    Release Data: 0.4% (Previous: 2.1%) US Bureau of Census

    LTC volatility 0.95x, typical 1.34x · volume 0.67x, typical 1.46x Quiet

  • Durable Orders Ex Transportation Wed, 25th Aug 2021 (Timezone: America/New York)

    Release Data: 1.1% (Previous: 1.2%) US Bureau of Census

    LTC volatility 0.95x, typical 1.34x · volume 0.67x, typical 1.46x Quiet

  • Initial Claims Thu, 19th Aug 2021 (Timezone: America/New York)

    Release Data: 368K (Previous: 361K) US Department of Labor

    LTC volatility 1.46x, typical 1.41x · volume 1.06x, typical 1.59x Quiet

  • Continued Claims Thu, 19th Aug 2021 (Timezone: America/New York)

    Release Data: 2805K (Previous: 2815K) US Department of Labor

    LTC volatility 1.46x, typical 1.41x · volume 1.06x, typical 1.59x Quiet

  • FOMC Minutes Wed, 18th Aug 2021 (Timezone: America/New York)

    Federal Open Market Committee

    LTC volatility 2.00x, typical 1.52x · volume 1.66x, typical 1.43x Strong

  • Retail Sales Ex Autos Tue, 17th Aug 2021 (Timezone: America/New York)

    Release Data: -1.1% (Previous: 2.0%) US Bureau of Census

    LTC volatility 1.16x, typical 1.38x · volume 1.40x, typical 1.49x Quiet

  • Retail Sales Tue, 17th Aug 2021 (Timezone: America/New York)

    Release Data: -1.7% (Previous: 1.1%) US Bureau of Census

    LTC volatility 1.16x, typical 1.38x · volume 1.40x, typical 1.49x Quiet

  • Export Prices Fri, 13th Aug 2021 (Timezone: America/New York)

    Release Data: 1.1% (Previous: 1.2%) US Bureau of Labor Statistics

    LTC: Not measured

  • Import Prices Fri, 13th Aug 2021 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 1.1%) US Bureau of Labor Statistics

    LTC: Not measured

  • Initial Claims Thu, 12th Aug 2021 (Timezone: America/New York)

    Release Data: 361K (Previous: 380K) US Department of Labor

    LTC volatility 1.08x, typical 1.41x · volume 2.16x, typical 1.59x Quiet

  • Core PPI Thu, 12th Aug 2021 (Timezone: America/New York)

    Release Data: 1.0% (Previous: 0.6%) US Bureau of Labor Statistics

    LTC volatility 1.08x, typical 1.83x · volume 2.16x, typical 2.58x Quiet

  • Continued Claims Thu, 12th Aug 2021 (Timezone: America/New York)

    Release Data: 2815K (Previous: 2793K) US Department of Labor

    LTC volatility 1.08x, typical 1.41x · volume 2.16x, typical 1.59x Quiet

  • PPI Thu, 12th Aug 2021 (Timezone: America/New York)

    Release Data: 1.0% (Previous: 0.7%) US Bureau of Labor Statistics

    LTC volatility 1.08x, typical 1.83x · volume 2.16x, typical 2.58x Quiet

  • Core Inflation Wed, 11th Aug 2021 (Timezone: America/New York)

    Release Data: 4.3% (Previous: 4.5%) US Bureau of Labor Statistics

    LTC volatility 1.42x, typical 3.28x · volume 1.11x, typical 5.86x Quiet

  • Core CPI Wed, 11th Aug 2021 (Timezone: America/New York)

    Release Data: 0.4% (Previous: 0.8%) US Bureau of Labor Statistics

    LTC volatility 1.42x, typical 3.28x · volume 1.11x, typical 5.86x Quiet

  • CPI Wed, 11th Aug 2021 (Timezone: America/New York)

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

    LTC volatility 1.42x, typical 3.28x · volume 1.11x, typical 5.86x Quiet

  • JOLTs Job Openings Mon, 9th Aug 2021 (Timezone: America/New York)

    Release Data: 10.298M (Previous: 9.905M) US Bureau of Labor Statistics

    LTC volatility 3.49x, typical 1.90x · volume 4.37x, typical 2.28x Strong

  • Unemployment Rate Fri, 6th Aug 2021 (Timezone: America/New York)

    Release Data: 5.4% (Previous: 5.9%) US Bureau of Labor Statistics

    LTC volatility 1.28x, typical 2.67x · volume 1.11x, typical 3.64x Quiet

  • Non-Farm Private Payrolls Fri, 6th Aug 2021 (Timezone: America/New York)

    Release Data: 880K (Previous: 702K) US Bureau of Labor Statistics

    LTC volatility 1.28x, typical 2.75x · volume 1.11x, typical 3.66x Quiet

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