Is there any way (or web site) that shows stocks that have the widest intra-day ranges? Not interested in the volatility in days, just "average" daily range of price. Hopefully can find some with a full point, at least, of daily spread.IMO this would help in day trading. Have seen web sites that show volatility indexes, but these are for daily ranges.
Try this - don't know how well it works, just had it in my saved links list http://www.financialweb.com/stocktools/query.asp
Try this site: www.bigeasyinvestor.com Their FREE software lets you scan for many parameters, including average daily range. Good luck!
You can find a table of historical volatility for each month and each stock on the CBOE site. From that you can calculate the standard deviation and therefore the statistical range for that period. It may not be "average" but it will give a starting place.