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

    POL volatility 2.91x, typical 1.62x · volume 1.55x, typical 1.81x Strong

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

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

    POL volatility 1.00x, typical 1.33x · volume 0.90x, typical 1.51x Quiet

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

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

    POL volatility 1.00x, typical 1.33x · volume 0.90x, typical 1.51x Quiet

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

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

    POL volatility 2.00x, typical 1.42x · volume 0.81x, typical 1.56x Strong

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

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

    POL volatility 2.00x, typical 1.42x · volume 0.81x, typical 1.56x Strong

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

    Federal Open Market Committee

    POL volatility 2.01x, typical 1.80x · volume 1.37x, typical 1.78x Ordinary

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

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

    POL volatility 1.45x, typical 1.51x · volume 1.73x, typical 1.68x Quiet

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

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

    POL volatility 1.45x, typical 1.51x · volume 1.73x, typical 1.68x Quiet

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

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

    POL: Not measured

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

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

    POL: Not measured

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

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

    POL volatility 1.01x, typical 1.42x · volume 1.54x, typical 1.56x Quiet

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

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

    POL volatility 1.01x, typical 1.84x · volume 1.54x, typical 2.66x Quiet

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

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

    POL volatility 1.01x, typical 1.42x · volume 1.54x, typical 1.56x Quiet

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

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

    POL volatility 1.01x, typical 1.84x · volume 1.54x, typical 2.66x Quiet

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

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

    POL volatility 1.02x, typical 3.20x · volume 0.91x, typical 6.77x Quiet

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

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

    POL volatility 1.02x, typical 3.20x · volume 0.91x, typical 6.77x Quiet

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

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

    POL volatility 1.02x, typical 3.20x · volume 0.91x, typical 6.77x Quiet

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

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

    POL volatility 3.03x, typical 1.84x · volume 2.25x, typical 2.44x Strong

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

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

    POL volatility 1.04x, typical 2.27x · volume 1.14x, typical 4.52x Quiet

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

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

    POL volatility 1.04x, typical 2.37x · volume 1.14x, typical 4.63x Quiet

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