This guy updates his site every day with some form of scan that he made that prints out a list of the best stocks to daytrade according to volatility, liquidity, etc. it's not bad at all and i've started to keep an eye on the lists. i only found it a couple days ago (thru another cool blog, uglychart.com) so haven't been using it too much but i think it's worth taking a look in the mornings....if you're that kind of trader that is. www.movethemarkets.com/blog