looking for stocks that have had large intraday swings over the past few weeks? Say I want to look for a stock that's had moves of over one dollar in a given direction in a single day, what am I screening for?
TR (True Range) or ATR (Average True Range). You may also be able to screen for Beta (volatility, typically compared to an index, such as the S&P) Screening for TR or ATR as a percentage of stock price can sometimes be very helpful. For example, TR>OPEN*.08
Definitely. I'm screening for high-dollar stocks with volume between 2.5MM and 7MM, an ATR of at least one dollar, and a beta of less than 0.7
if you dont mind, why are u screening for stocks with a beta of less than .7 ? are these stocks for daytrading? thanks, jim