http://www.trade-ideas.com/StockInfo/high_dollar_volume.html Dollar-Volume list, in the past I use to screen for dollar-volume on big up days and down days to get a list of the stocks that market participants trade the most in. The goal is to look for outperformers on the upside and downside. If the index moves up 1% the stock on average would double the index movement ie 2%. So if you were timing in the index, you would rotate into the stocks on the cyclical low on the index, in high volatility stocks, and rotate out on a cyclical high. And you would do this with a basket of 10 stocks.