One definition might be "highest high of the last 30 days / lowest low of the last 30 days <= 1.1". But I know that most screeners don't have that capability. I know that I can get $400+ programs that can easily do this. But I am looking to see if there is something less expensive that does screening only.
I made one for Ninja Trader. http://blog.traderwerks.com/2008/08/23/narrow-range-market-analyzer-scan/ You can use Ninja Trader for free.
I know it can get Yahoo! end of data for free for stocks. Other than that, I think you can get it from your broker connection, like IB.