Volatility Analysis Data

  • Initial Claims Thu, 5th Mar 2020 (Timezone: America/New York)

    Release Data: 215K (Previous: 218K) US Department of Labor

    POL volatility 0.85x, typical 1.42x · volume 0.80x, typical 1.56x Quiet

  • Continued Claims Thu, 5th Mar 2020 (Timezone: America/New York)

    Release Data: 1783K (Previous: 1760K) US Department of Labor

    POL volatility 0.85x, typical 1.42x · volume 0.80x, typical 1.56x Quiet

  • Fed Interest Rate Tue, 3rd Mar 2020 (Timezone: America/New York)

    Release Data: 1.00-1.25% (Previous: 1.50-1.75%) US Federal Open Market Committee

    POL volatility 1.96x, typical 2.95x · volume 1.56x, typical 5.00x Muted

  • Personal Income Fri, 28th Feb 2020 (Timezone: America/New York)

    Release Data: 1.2% (Previous: -0.2%) US Bureau of Economic Analysis

    POL volatility 1.33x, typical 1.60x · volume 1.52x, typical 2.23x Quiet

  • Core PCE Fri, 28th Feb 2020 (Timezone: America/New York)

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

    POL volatility 1.33x, typical 1.60x · volume 1.52x, typical 2.23x Quiet

  • PCE Fri, 28th Feb 2020 (Timezone: America/New York)

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

    POL volatility 1.33x, typical 1.60x · volume 1.52x, typical 2.23x Quiet

  • Durable Orders Thu, 27th Feb 2020 (Timezone: America/New York)

    Release Data: 5.1% (Previous: 1.6%) US Bureau of Census

    POL volatility 1.30x, typical 1.33x · volume 0.46x, typical 1.51x Quiet

  • Initial Claims Thu, 27th Feb 2020 (Timezone: America/New York)

    Release Data: 218K (Previous: 209K) US Department of Labor

    POL volatility 1.30x, typical 1.42x · volume 0.46x, typical 1.56x Quiet

  • GDP Report Thu, 27th Feb 2020 (Timezone: America/New York)

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

    POL volatility 1.30x, typical 1.62x · volume 0.46x, typical 1.81x Quiet

  • Continued Claims Thu, 27th Feb 2020 (Timezone: America/New York)

    Release Data: 1760K (Previous: 1782K) US Department of Labor

    POL volatility 1.30x, typical 1.42x · volume 0.46x, typical 1.56x Quiet

  • Durable Orders Ex Transportation Thu, 27th Feb 2020 (Timezone: America/New York)

    Release Data: -0.8% (Previous: -1.6%) US Bureau of Census

    POL volatility 1.30x, typical 1.33x · volume 0.46x, typical 1.51x Quiet

  • Initial Claims Thu, 20th Feb 2020 (Timezone: America/New York)

    Release Data: 209K (Previous: 202K) US Department of Labor

    POL volatility 1.02x, typical 1.42x · volume 0.63x, typical 1.56x Quiet

  • Continued Claims Thu, 20th Feb 2020 (Timezone: America/New York)

    Release Data: 1782K (Previous: 1755K) US Department of Labor

    POL volatility 1.02x, typical 1.42x · volume 0.63x, typical 1.56x Quiet

  • FOMC Minutes Wed, 19th Feb 2020 (Timezone: America/New York)

    Federal Open Market Committee

    POL: Not measured

  • Core PPI Wed, 19th Feb 2020 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 0.2%) US Bureau of Labor Statistics

    POL: Not measured

  • PPI Wed, 19th Feb 2020 (Timezone: America/New York)

    Release Data: 0.2% (Previous: 0.3%) US Bureau of Labor Statistics

    POL: Not measured

  • Export Prices Fri, 14th Feb 2020 (Timezone: America/New York)

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

    POL volatility 1.01x, typical 1.24x · volume 2.55x, typical 1.29x Quiet

  • Retail Sales Ex Autos Fri, 14th Feb 2020 (Timezone: America/New York)

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

    POL volatility 1.01x, typical 1.51x · volume 2.55x, typical 1.68x Quiet

  • Retail Sales Fri, 14th Feb 2020 (Timezone: America/New York)

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

    POL volatility 1.01x, typical 1.51x · volume 2.55x, typical 1.68x Quiet

  • Import Prices Fri, 14th Feb 2020 (Timezone: America/New York)

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

    POL volatility 1.01x, typical 1.24x · volume 2.55x, typical 1.29x Quiet

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