I'm not familiar with the above link, but if you want to do it yourself it's fairly simple if you have an end-of-day charting program like TC2000 or QuotesPlus. Then it's a matter of a formula like the following (this would work in TC2000): AVGH20 - AVGL20. That would give you the 20-day average range, so you would instantaneously see the range of all stocks which you could then sort, add additional criteria (i.e., volume, minimum price, etc.) Or if you knew that you were only interested in stocks who's average daily range was higher than 2.00, then you'd setup the formula as "AVGH20 - AVGL20 > 2".