How SPY (S&P 500 ETF) reacts to macro news
SPY (S&P 500 ETF) has data for 48 scheduled macro releases across 8 event types.
Next release that moves SPY: FOMC rate decision,
History still loading: SPY/QQQ come from IEX HIST and are being backfilled (34 release days fetched so far). Small samples; US events only; regular hours, so 08:30 ET releases are measured from the 09:30 open.
FOMC0.56% · n=4US GDP0.35% · n=1US PCE0.24% · n=6Jobless claims0.24% · n=11US NFP0.22% · n=6US CPI0.21% · n=7US PPI0.19% · n=7US retail sales0.15% · n=6
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Average absolute move, +1h
Every event, ranked
Average absolute move after scheduled releases, % of releases where SPY was higher at +1h, the first-hour move vs a normal hour (crypto only), and the number of releases. Click a column to sort; click an event for every release.
| Event | +5m | +1h | +4h | % up +1h | vs normal hour | n |
|---|---|---|---|---|---|---|
| FOMC rate decision small n | 0.29% | 0.56% | – | 25% | – | 4 |
| US GDP (advance estimate) small n | 0.09% | 0.35% | 0.51% | 100% | – | 1 |
| US PCE inflation (Personal Income and Outlays) small n | 0.09% | 0.24% | 0.46% | 67% | – | 6 |
| US initial jobless claims small n | 0.11% | 0.24% | 0.48% | 82% | – | 11 |
| US Nonfarm Payrolls (NFP) small n | 0.06% | 0.22% | 0.50% | 67% | – | 6 |
| US Consumer Price Index (CPI) small n | 0.13% | 0.21% | 0.39% | 43% | – | 7 |
| US Producer Price Index (PPI) small n | 0.11% | 0.19% | 0.43% | 86% | – | 7 |
| US retail sales small n | 0.08% | 0.15% | 0.27% | 67% | – | 6 |
Past releases, not a forecast. Averages hide big differences between individual releases; open an event to see them all.