Up close

1) Volume > 1.5 times the 20 day SMA, 2) Close in upper third of daily range, 3) Daily range greater than or equal to ATR14

S&P500 and NASDAQ100 for 26 Nov 2021

Other NYSE & NASDAQ for 26 Nov 2021

Scan criteria for the above scans:

  • close in top 34% of the dailry range
  • volume greater than 1.5 times the 20 day sma
  • daily range greater than or equal to the 14 day average true range (ATR14)
  • 20 day average volume or last volume over 500,000
  • last closing price > 4 USD

Down close

1) Volume > 1.5 times the 20 day SMA, 2) Close in lower third of daily range,3) Daily range greater than or equal to ATR14

S&P500 and NASDAQ100 for 26 Nov 2021

Other NYSE & NASDAQ for 26 Nov 2021

Scan criteria for the above scans:

  • close in the bottom 34% of the dailry range
  • volume greater than 1.5 times the 20 day sma
  • daily range greater than or equal to the 14 day average true range (ATR14)
  • 20 day average volume or last volume over 500,000
  • last closing price > 4 USD