Volatility Analysis Data

  • GDP Report Thu, 25th Feb 2021 (Timezone: America/New York)

    Release Data: 4.1% (Previous: 4.0%) US Bureau of Economic Analysis

    POL volatility 0.58x, typical 1.62x · volume 0.77x, typical 1.81x Quiet

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

    Release Data: 1.8% (Previous: 3.2%) US Bureau of Census

    POL volatility 0.58x, typical 1.33x · volume 0.77x, typical 1.51x Quiet

  • Initial Claims Thu, 25th Feb 2021 (Timezone: America/New York)

    Release Data: 702K (Previous: 802K) US Department of Labor

    POL volatility 0.58x, typical 1.42x · volume 0.77x, typical 1.56x Quiet

  • FOMC Minutes Wed, 17th Feb 2021 (Timezone: America/New York)

    Federal Open Market Committee

    POL volatility 1.23x, typical 1.80x · volume 1.49x, typical 1.78x Quiet

  • Core PPI Wed, 17th Feb 2021 (Timezone: America/New York)

    Release Data: 0.8% (Previous: 0.2%) US Bureau of Labor Statistics

    POL volatility 0.97x, typical 1.84x · volume 1.29x, typical 2.66x Quiet

  • PPI Wed, 17th Feb 2021 (Timezone: America/New York)

    Release Data: 1.0% (Previous: 0.4%) US Bureau of Labor Statistics

    POL volatility 0.97x, typical 1.84x · volume 1.29x, typical 2.66x Quiet

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

    Release Data: 4.1% (Previous: 0.6%) US Bureau of Census

    POL volatility 0.97x, typical 1.51x · volume 1.29x, typical 1.68x Quiet

  • Retail Sales Wed, 17th Feb 2021 (Timezone: America/New York)

    Release Data: 3.8% (Previous: 0.9%) US Bureau of Census

    POL volatility 0.97x, typical 1.51x · volume 1.29x, typical 1.68x Quiet

  • Unemployment Rate Fri, 5th Feb 2021 (Timezone: America/New York)

    Release Data: 6.4% (Previous: 6.7%) US Bureau of Labor Statistics

    POL volatility 1.05x, typical 2.27x · volume 0.65x, typical 4.52x Quiet

  • International Exports Fri, 5th Feb 2021 (Timezone: America/New York)

    Release Data: $196.5B (Previous: $190.2B) US Bureau of Census, Bureau of Economic Analysis

    POL volatility 1.05x, typical 1.03x · volume 0.65x, typical 1.34x Quiet

  • Non-Farm Private Payrolls Fri, 5th Feb 2021 (Timezone: America/New York)

    Release Data: 264K (Previous: -178K) US Bureau of Labor Statistics

    POL volatility 1.05x, typical 2.37x · volume 0.65x, typical 4.63x Quiet

  • International Imports Fri, 5th Feb 2021 (Timezone: America/New York)

    Release Data: $258.4B (Previous: $254.6B) US Bureau of Census, Bureau of Economic Analysis

    POL volatility 1.05x, typical 1.03x · volume 0.65x, typical 1.34x Quiet

  • Non-Farm Payrolls Fri, 5th Feb 2021 (Timezone: America/New York)

    Release Data: 365K (Previous: -183K) US Bureau of Labor Statistics

    POL volatility 1.05x, typical 2.37x · volume 0.65x, typical 4.63x Quiet

  • Balance of Trade Fri, 5th Feb 2021 (Timezone: America/New York)

    Release Data: -$61.9B (Previous: -$64.3B) US Bureau of Census, Bureau of Economic Analysis

    POL volatility 1.05x, typical 1.03x · volume 0.65x, typical 1.34x Quiet

  • Personal Income Fri, 29th Jan 2021 (Timezone: America/New York)

    Release Data: 0.8% (Previous: -0.8%) US Bureau of Economic Analysis

    POL volatility 1.16x, typical 1.60x · volume 1.28x, typical 2.23x Quiet

  • Core PCE Fri, 29th Jan 2021 (Timezone: America/New York)

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

    POL volatility 1.16x, typical 1.60x · volume 1.28x, typical 2.23x Quiet

  • PCE Fri, 29th Jan 2021 (Timezone: America/New York)

    Release Data: 0.4% (Previous: 0.1%) US Bureau of Economic Analysis

    POL volatility 1.16x, typical 1.60x · volume 1.28x, typical 2.23x Quiet

  • Durable Orders Wed, 27th Jan 2021 (Timezone: America/New York)

    Release Data: 2.0% (Previous: 0.3%) US Bureau of Census

    POL volatility 0.57x, typical 1.33x · volume 0.50x, typical 1.51x Quiet

  • Durable Orders Ex Transportation Wed, 27th Jan 2021 (Timezone: America/New York)

    Release Data: 3.2% (Previous: 0.9%) US Bureau of Census

    POL volatility 0.57x, typical 1.33x · volume 0.50x, typical 1.51x Quiet

  • Continued Claims Thu, 21st Jan 2021 (Timezone: America/New York)

    Release Data: 4877K (Previous: 5069K) US Department of Labor

    POL volatility 0.42x, typical 1.42x · volume 1.15x, typical 1.56x Quiet

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