I have set you gap stock screener, you nay customize it by price range and trading volume and see any date in history: http://www.marketvolume.com/stocks/gapscreener.asp
Hey Dan, You can do this really easy at stockmonitor.com Here's a screen shot of how to set it up.. If you want to see stocks where this criteria was met on historical data, in the "More" menu there is back test. Just set up the filter with some basic trade sizes etc, and it will pull up a list of stocks and the days it detected the filter. Also when you click on the stock in the back test result, it opens a small chart so you can see how it happened and what went on. Edit.. I forgot to add, once you create this, it's available in the main filter under "custom filters", from there you can use candle offset to see last 5 days results on the fly, without having to back test.
Besides the fact that Wealth-Lab can do it. Provided you have the data, it can go back as long as you wish, and I recommend to go back a very long time. But then you should think of the real price of the stocks at that time... splits... the stock might have not been between 1-20 dollars. Pre-Market data can be very inaccurate and trading on it and the possible low volume seems, mmmhhh how can I say it... it might look good in history.