Volatility Analysis Data

  • GDP Report Thu, 28th Sep 2023 (Timezone: America/New York)

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

    LTC volatility 1.23x, typical 1.52x · volume 1.00x, typical 1.73x Quiet

  • Continued Claims Thu, 28th Sep 2023 (Timezone: America/New York)

    Release Data: 1793K (Previous: 1799K) US Department of Labor

    LTC volatility 1.23x, typical 1.41x · volume 1.00x, typical 1.59x Quiet

  • Durable Orders Ex Transportation Wed, 27th Sep 2023 (Timezone: America/New York)

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

    LTC volatility 2.71x, typical 1.34x · volume 2.26x, typical 1.46x Exceptional

  • Durable Orders Wed, 27th Sep 2023 (Timezone: America/New York)

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

    LTC volatility 2.71x, typical 1.34x · volume 2.26x, typical 1.46x Exceptional

  • Initial Claims Thu, 21st Sep 2023 (Timezone: America/New York)

    Release Data: 210K (Previous: 227K) US Department of Labor

    LTC volatility 2.54x, typical 1.41x · volume 8.35x, typical 1.59x Strong

  • Continued Claims Thu, 21st Sep 2023 (Timezone: America/New York)

    Release Data: 1799K (Previous: 1799K) US Department of Labor

    LTC volatility 2.54x, typical 1.41x · volume 8.35x, typical 1.59x Strong

  • Fed Interest Rate Wed, 20th Sep 2023 (Timezone: America/New York)

    Release Data: 5.25-5.50% (Previous: 5.25-5.50%) US Federal Open Market Committee

    LTC volatility 2.32x, typical 3.38x · volume 2.70x, typical 4.77x Muted

  • Export Prices Fri, 15th Sep 2023 (Timezone: America/New York)

    Release Data: 1.2% (Previous: 0.3%) US Bureau of Labor Statistics

    LTC volatility 1.50x, typical 1.20x · volume 1.20x, typical 1.38x Quiet

  • Import Prices Fri, 15th Sep 2023 (Timezone: America/New York)

    Release Data: 0.6% (Previous: 0.0%) US Bureau of Labor Statistics

    LTC volatility 1.50x, typical 1.20x · volume 1.20x, typical 1.38x Quiet

  • Core PPI Thu, 14th Sep 2023 (Timezone: America/New York)

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

    LTC volatility 1.53x, typical 1.83x · volume 1.33x, typical 2.58x Ordinary

  • PPI Thu, 14th Sep 2023 (Timezone: America/New York)

    Release Data: 0.7% (Previous: 0.5%) US Bureau of Labor Statistics

    LTC volatility 1.53x, typical 1.83x · volume 1.33x, typical 2.58x Ordinary

  • Initial Claims Thu, 14th Sep 2023 (Timezone: America/New York)

    Release Data: 227K (Previous: 227K) US Department of Labor

    LTC volatility 1.53x, typical 1.41x · volume 1.33x, typical 1.59x Ordinary

  • Continued Claims Thu, 14th Sep 2023 (Timezone: America/New York)

    Release Data: 1799K (Previous: 1812K) US Department of Labor

    LTC volatility 1.53x, typical 1.41x · volume 1.33x, typical 1.59x Ordinary

  • Retail Sales Ex Autos Thu, 14th Sep 2023 (Timezone: America/New York)

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

    LTC volatility 1.53x, typical 1.38x · volume 1.33x, typical 1.49x Ordinary

  • Retail Sales Thu, 14th Sep 2023 (Timezone: America/New York)

    Release Data: 0.9% (Previous: 0.2%) US Bureau of Census

    LTC volatility 1.53x, typical 1.38x · volume 1.33x, typical 1.49x Ordinary

  • Core Inflation Wed, 13th Sep 2023 (Timezone: America/New York)

    Release Data: 4.3% (Previous: 4.7%) US Bureau of Labor Statistics

    LTC volatility 2.16x, typical 3.28x · volume 5.24x, typical 5.86x Muted

  • Core CPI Wed, 13th Sep 2023 (Timezone: America/New York)

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

    LTC volatility 2.16x, typical 3.28x · volume 5.24x, typical 5.86x Muted

  • CPI Wed, 13th Sep 2023 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 0.2%) US Bureau of Labor Statistics

    LTC volatility 2.16x, typical 3.28x · volume 5.24x, typical 5.86x Muted

  • Initial Claims Thu, 7th Sep 2023 (Timezone: America/New York)

    Release Data: 227K (Previous: 234K) US Department of Labor

    LTC volatility 0.92x, typical 1.41x · volume 1.37x, typical 1.59x Quiet

  • Continued Claims Thu, 7th Sep 2023 (Timezone: America/New York)

    Release Data: 1812K (Previous: 1806K) US Department of Labor

    LTC volatility 0.92x, typical 1.41x · volume 1.37x, typical 1.59x Quiet

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