Noooooooooooooooooooooo, don't take my good trades away. Just kidding. Almost all my scalps come from the following process. I use Qcharts which has a feature called hotlists. One of them is "unusual volume". That by itself will do what you want, but many if not most of what comes up are penney stocks or illiquid. So, I use stock watch pro to filter the hotlist by average daily volume and price. It does this in real time. It works great.