Volatility Analysis Data

  • Retail Sales Ex Autos Fri, 14th Jan 2022 (Timezone: America/New York)

    Release Data: -0.3% (Previous: 0.9%) US Bureau of Census

    LTC volatility 3.83x, typical 1.38x · volume 10.97x, typical 1.49x Exceptional

  • Retail Sales Fri, 14th Jan 2022 (Timezone: America/New York)

    Release Data: -0.8% (Previous: 1.0%) US Bureau of Census

    LTC volatility 3.83x, typical 1.38x · volume 10.97x, typical 1.49x Exceptional

  • Import Prices Fri, 14th Jan 2022 (Timezone: America/New York)

    Release Data: -0.4% (Previous: 0.7%) US Bureau of Labor Statistics

    LTC volatility 3.83x, typical 1.20x · volume 10.97x, typical 1.38x Exceptional

  • Unemployment Rate Fri, 7th Jan 2022 (Timezone: America/New York)

    Release Data: 3.9% (Previous: 4.2%) US Bureau of Labor Statistics

    LTC volatility 6.68x, typical 2.67x · volume 10.23x, typical 3.64x Exceptional

  • Non-Farm Private Payrolls Fri, 7th Jan 2022 (Timezone: America/New York)

    Release Data: 545K (Previous: 636K) US Bureau of Labor Statistics

    LTC volatility 6.68x, typical 2.75x · volume 10.23x, typical 3.66x Exceptional

  • Non-Farm Payrolls Fri, 7th Jan 2022 (Timezone: America/New York)

    Release Data: 575K (Previous: 637K) US Bureau of Labor Statistics

    LTC volatility 6.68x, typical 2.75x · volume 10.23x, typical 3.66x Exceptional

  • Fed Interest Rate Wed, 15th Dec 2021 (Timezone: America/New York)

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

    LTC volatility 10.01x, typical 3.38x · volume 14.00x, typical 4.77x Exceptional

  • Initial Claims Thu, 18th Nov 2021 (Timezone: America/New York)

    Release Data: 250K (Previous: 251K) US Department of Labor

    LTC volatility 2.13x, typical 1.41x · volume 1.82x, typical 1.59x Strong

  • Continued Claims Thu, 18th Nov 2021 (Timezone: America/New York)

    Release Data: 1970K (Previous: 2041K) US Department of Labor

    LTC volatility 2.13x, typical 1.41x · volume 1.82x, typical 1.59x Strong

  • Fed Interest Rate Wed, 3rd Nov 2021 (Timezone: America/New York)

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

    LTC volatility 4.55x, typical 3.38x · volume 6.94x, typical 4.77x Strong

  • Initial Claims Thu, 14th Oct 2021 (Timezone: America/New York)

    Release Data: 290K (Previous: 314K) US Department of Labor

    LTC volatility 2.29x, typical 1.41x · volume 2.88x, typical 1.59x Strong

  • Continued Claims Thu, 14th Oct 2021 (Timezone: America/New York)

    Release Data: 2536K (Previous: 2624K) US Department of Labor

    LTC volatility 2.29x, typical 1.41x · volume 2.88x, typical 1.59x Strong

  • Initial Claims Thu, 7th Oct 2021 (Timezone: America/New York)

    Release Data: 314K (Previous: 374K) US Department of Labor

    LTC volatility 1.95x, typical 1.41x · volume 1.85x, typical 1.59x Strong

  • Continued Claims Thu, 7th Oct 2021 (Timezone: America/New York)

    Release Data: 2624K (Previous: 2722K) US Department of Labor

    LTC volatility 1.95x, typical 1.41x · volume 1.85x, typical 1.59x Strong

  • Initial Claims Thu, 30th Sep 2021 (Timezone: America/New York)

    Release Data: 374K (Previous: 367K) US Department of Labor

    LTC volatility 2.01x, typical 1.41x · volume 1.71x, typical 1.59x Strong

  • Continued Claims Thu, 30th Sep 2021 (Timezone: America/New York)

    Release Data: 2722K (Previous: 2803K) US Department of Labor

    LTC volatility 2.01x, typical 1.41x · volume 1.71x, typical 1.59x Strong

  • GDP Report Thu, 30th Sep 2021 (Timezone: America/New York)

    Release Data: 6.7% (Previous: 6.6%) US Bureau of Economic Analysis

    LTC volatility 2.01x, typical 1.52x · volume 1.71x, typical 1.73x Strong

  • Initial Claims Thu, 23rd Sep 2021 (Timezone: America/New York)

    Release Data: 367K (Previous: 344K) US Department of Labor

    LTC volatility 2.14x, typical 1.41x · volume 0.93x, typical 1.59x Strong

  • Continued Claims Thu, 23rd Sep 2021 (Timezone: America/New York)

    Release Data: 2803K (Previous: 2756K) US Department of Labor

    LTC volatility 2.14x, typical 1.41x · volume 0.93x, typical 1.59x Strong

  • Core PPI Fri, 10th Sep 2021 (Timezone: America/New York)

    Release Data: 0.8% (Previous: 1.0%) US Bureau of Labor Statistics

    LTC volatility 2.58x, typical 1.83x · volume 3.74x, typical 2.58x Strong

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