Stocks exhibiting high volatility with large average true ranges relative to price. Indicates expansion and active trading interest.
Stocks matching this pattern right now appear in the list. Select one to see its chart and backtested strategy performance.
21 stocks matching now, newest 20 shown.
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.
Educational references. Videos may not match this screen's exact filters.
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".
How did this screen perform on a specific stock? Pick any stock to see backtested exit strategies.