The following lists are derived from the 500 most active or important US stocks.
Here you have 100 Stocks with an ATR ( 10days ) of at least 2 USD/day - ranked from highest ( 4.61 ) to lowest ( 2.01 ).
I prefer to calculate a relative trading range rather than static one.
A highly volatile 5 $ stock can have a comparably higher daily range in % as a 100 $ low volatile stock.
Therefore I calculate a DRREL indicator, telling me, how much % of the average closing price is a stock trading intraday.
Below you'll find a list with 100 highest DRREL stocks. Ranked highest to lowest.
To give an example :
OMC has an ATR10 of 2.18 points, but the DRREL is only 2.75% of it's average close. So volatility is very low.
ACF has an ATR10 of 2.14 points, not much different to OMC, but DRREL is 11.84% on average, meaning, that this stock's daily range is on average almost 12% of it's avergae closing price - thus high volatility.
If you look for making points, you'll need high DRREL% stocks trading on sufficient volume. The actual price is not releveant, since with lower priced stocks, you simply increase the lotsize. 10cent move on a 1000 share lot is the same as 1 USD on 100 share lot.
To determine sufficient volume, I use not simply the number of shares, since this could be missleading. 1Mio shares sound much, but on a 5 $ stocks, thats merely 5 Mio USD turnover. Therefore, I check the total average turnover ( volume x price ).
Below you'll find alist with 100 highest RELTurnover stocks in order from highest to lowest.
The lists were generated with AmiBroker - a software similar to MetaStock ( even a bit better in many regards ) but much cheaper ( 70 USD annual registration )
see
www.amibroker.com
Plenty of stocks to choose from :
100 Stocks with highest ATR10
CCMP
BBH
QLGC
NVDA
EBAY
VRSN
CVTX
MXIM
SYMC
QCOM
BRCM
DYN
BRL
KLAC
CEPH
ILUM
MMC
THQI
HGSI
IDPH
GD
GILD
ADI
CI
XL
MVSN
IBB
LLL
IGW
LLTC
CERN
TMPW
OIH
ISIL
CHKP
IBM
XLNX
NOC
COF
SMTC
VRTS
ADVP
AHAA
ABC
PSFT
NTIQ
CLS
ERTS
IDTI
BRCD
ADVS
CDWC
EMLX
CHIR
MERQ
BBY
AFFX
INTU
GENZ
CB
NVLS
ACS
ISSX
MSFT
SNPS
LEH
PDLI
ADRX
AMAT
ENE
JNPR
SLB
EPG
SMH
CSGS
LXK
CBST
OMC
APC
SI
APA
ACF
IRF
TEVA
CELG
MWD
AMGN
BGEN
RFMD
CTIC
CCU
MU
HI
IGT
CSC
CTXS
100 Stocks with highest DRREL ( highly volatile )
HOMS
ENE
PRSF
ONIS
VISG
AMT
OPWV
SONS
ITWO
CMGI
SAPE
CMRC
TXCC
ACF
AKAM
EPNY
FNSR
ARBA
VIGN
INKT
MUSE
EXTR
CORV
MANU
PALM
CIEN
CNET
BVSN
DIGL
GSPN
AMCC
VTSS
STOR
RSTN
WEBM
QSFT
MVSN
JNPR
INVN
FDRY
AVNX
PMCS
BEAS
AHAA
DJT
RSAS
TMTA
NTAP
NXTL
HAND
AGIL
RBAK
SMTF
EMLX
RFMD
INFA
MCDTA
SCRI
IWOV
SNDK
AMZN
SEBL
MERQ
BRCD
AMD
TIBX
ISSX
ADVP
AFCI
MRVC
INSP
CVTX
NTIQ
ASCL
GMST
PRGN
QLGC
CNXT
PWER
TMPW
DCLK
CMVT
CRUS
DYN
RATL
RMBS
CTXS
HLTH
ADCT
MU
RNWK
CHKP
JDSU
PWAV
PSFT
TQNT
100 Stocks with highest REL Turnover :
QQQ
MSFT
INTC
CSCO
IBM
QCOM
GE
AOL
DELL
C
AMAT
ORCL
SUNW
VRSN
PFE
AMGN
DIA
EBAY
ENE
JNJ
WMT
VRTS
BRCM
BAC
NVDA
JNPR
BRCD
KLAC
WCOM
QLGC
MRK
HD
EMC
SBC
LLY
TXN
JPM
MER
BMY
SEBL
XLNX
PSFT
CIEN
NVLS
CHKP
CMCSK
MXIM
NOK
MWD
VIAb
JDSU
PHA
BA
RFMD
IMNX
PCS
T
LLTC
WM
GENZ
AXP
DIS
AHP
EDS
HWP
UTX
XL
PMCS
BBY
FLEX
MU
BEAS
BGEN
Q
MOT
IDPH
ALTR
ABT
ERTS
GILD
CPQ
HI
SLB
LOW
COF
ADI
BBH
SGP
RD
COST
LMT
CTXS
LEH
CEFT
AMCC
CCU
