Quote from Kovacs:
looking for stocks that have had large intraday swings over the past few weeks?
Say I want to look for a stock that's had moves of over one dollar in a given direction in a single day, what am I screening for?
Quote from lindq:
TR (True Range) or ATR (Average True Range). You may also be able to screen for Beta (volatility, typically compared to an index, such as the S&P)
Screening for TR or ATR as a percentage of stock price can sometimes be very helpful. For example, TR>OPEN*.08
==================Quote from Kovacs:
looking for stocks that have had large intraday swings over the past few weeks?
Say I want to look for a stock that's had moves of over one dollar in a given direction in a single day, what am I screening for?