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Stocks that have large intraday swings

in Scanning
Would anyone know a way to scan for stocks that have large intraday swings in price?
Thanks,
Alex
Thanks,
Alex
0
Comments
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To find an individual instance of wide range, you might try something comparing the days range to some multiple of average true range:
and [range > ATR(21) *2]
For stocks that have a wide range as a per cent of their average price, you could play around with the parameters for a scan like this:
and [ATR(21) > sma(21) * .05]
which says that the average range over one month is greater that 5% of the current value of the 21 day moving average.
Or you could just experiment with ATR itself:
and [ATR(21) > 1]
Obviously you can use any value for the ATR parameter, the multiple, the percent or the points of range until you find what you like.0
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