Quote from Redneck trader:
Try this
http://www.nasdaq.com/reference/StockScreener.stm
eta - Use the "Daily Range" under the Technical Analysis section, to plug in a daily ATR in dollar(s), or cents
.50 to .85 cents is a pretty good place to begin - imo
RN
This is not exactly what I want. What I am looking for is a site or software package that you plug in the symbol, choose the time period for the ATR (eg: 2 minutes or 5 minutes) hit the button and then get your answer.