Stocks exhibiting high volatility with large average true ranges relative to price. Indicates expansion and active trading interest.
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The Average True Range (ATR) measures the average size of daily price movements over 14 periods, including overnight gaps. Expressing ATR as a percentage of the close normalizes it across different price levels -- a $2 move on a $10 stock is very different from a $2 move on a $500 stock. The 2% threshold means the stock is regularly moving at least $2 per $100 in share price each day. The "2 of 3 days" requirement filters out one-day outliers (e.g., single earnings event) and targets stocks in a genuine elevated-volatility phase. Volume above 1.5x the 20-period average confirms these large moves are accompanied by real market participation, not thin-market price drift.
High ATR is primarily a universe filter, not a directional trade signal. Traders run this screen to build a watchlist of stocks with sufficient daily range to trade profitably after commissions and spread. The screen is timeframe-agnostic by nature -- high daily ATR translates to elevated intraday ranges, useful on 1-min, 5-min, and 15-min charts as well. Key failure modes: (1) High ATR driven purely by earnings or news is typically a one-to-three day event that reverts to normal range quickly -- these stocks may look high-ATR today but be low-volatility within a week. (2) Some high-ATR stocks are thinly traded despite meeting the volume threshold relative to their own average -- always check absolute daily dollar volume. For setups where high ATR coincides with a specific breakout trigger, see ATR Expansion Break. For momentum-driven high volatility with Bollinger context, see Bollinger Squeeze Break Bull.
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This screen finds stocks where the Average True Range (ATR) exceeds 2% of the closing price on at least 2 of the last 3 days, combined with volume above 1.5x the 20-period average. It surfaces stocks in a sustained high-volatility regime -- not a single unusual day, but a persistent state of large daily moves backed by real participation. Day traders and short-term momentum traders use this to find liquid, high-range candidates where intraday and overnight moves offer sufficient risk/reward to trade. Common search phrases: "high volatility stocks today", "high ATR stocks screener", "most volatile stocks with volume".
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