The Rules of the Stock Market Scan
This scan is run every week… to see the latest one, check in the Stocks to Watch Category.
Over the last 20 days, the stock must typically average 1 million or more shares of volume, per day. The stock must trade over $10. All stocks that meet those two criteria are sorted by their 20-day typical average intraday range, as a percentage of their price. The top 100 stocks make the list. For both average volume and average range, “typical” means that I throw out the top two values before taking the average. This keeps a couple unusual days from throwing off the average.
As always, the goal is to spot the stocks that move the most during the day, lately, and also trade a large number of shares.
New This Week
Here, I list stocks that have shown up on this week’s list, that did not appear last week.
+ACH +AFFX +AGIX +BJS +BRLC +BTU +CMC +CNX +CVTX +DPTR +ENER +ESV +FTO +GFI +GPS +GRP +GSF +HAWK +HMY +KGC +LFC +NOV +NT +PCU +RDC +RHT +RRC +SPC +SPN +SPSN +STEC +TLAB +TWTC +VCI +WFT +WOR
Gone This Week
Here, I list stocks that have were on last week’s list, but do not appear this week. That does not necessarily mean that they are no longer good. In fact, I maintain a union of all the stocks that have appeared in the last five weeks below.
-AMD -AMLN -BEBE -BZH -CCJ -CECO -CREE -CROX -FDRY -FMCN -GIGM -GLW -GM -GRA -IDTI -ISIS -LEA -LVS -MA -MDG -MSCC -NVLS -PAAS -PDLI -PHM -RBAK -RHAT -RS -RYL -SLAB -SLW -SNDK -TOL -USU -WCI -WYNN
This Week’s List of Liquid, Moving Stocks
| Stock | Typical Volume |
Typical IntraDay Range |
|---|---|---|
| LFC | 1056211 | 5.83% |
| BRLC | 1852806 | 4.65% |
| DPTR | 1060122 | 4.61% |
| PEIX | 1035956 | 4.47% |
| ACH | 1215600 | 4.03% |
| RACK | 1163694 | 4.03% |
| FDG | 1476539 | 4.01% |
| ENER | 1113594 | 3.96% |
| SWN | 2420956 | 3.95% |
| TTWO | 1817606 | 3.84% |
| STP | 2265933 | 3.81% |
| AGIX | 1350978 | 3.75% |
| SIRF | 1808422 | 3.74% |
| LCC | 1849856 | 3.74% |
| XMSR | 7924300 | 3.67% |
| TIE | 2092906 | 3.65% |
| STEC | 1003283 | 3.63% |
| ICE | 2684333 | 3.61% |
| THE | 1344400 | 3.59% |
| CIEN | 2529267 | 3.58% |
| NDAQ | 2449744 | 3.57% |
| TRID | 1649144 | 3.49% |
| AEM | 1993600 | 3.48% |
| ACI | 2520356 | 3.47% |
| BTU | 4659683 | 3.47% |
| VCI | 1044017 | 3.46% |
| CC | 7196172 | 3.46% |
| NTRI | 1125622 | 3.45% |
| WLT | 1274722 | 3.43% |
| RMBS | 3540933 | 3.40% |
| BIDU | 2507200 | 3.36% |
| CELL | 1213083 | 3.33% |
| AFFX | 1012667 | 3.29% |
| ATHR | 1333978 | 3.26% |
| MEDX | 1575939 | 3.26% |
| NUAN | 3104017 | 3.25% |
| PTEN | 3442000 | 3.24% |
| AAI | 1975917 | 3.21% |
| RHT | 3508400 | 3.20% |
| MEE | 1270311 | 3.19% |
| AQNT | 1152528 | 3.19% |
| VRTX | 1766372 | 3.19% |
| CAL | 3662806 | 3.16% |
| TEX | 1742411 | 3.13% |
| GRP | 1528661 | 3.12% |
| RDC | 2454678 | 3.09% |
| NUE | 3676022 | 3.09% |
| ATI | 2763578 | 3.09% |
| FCX | 5163839 | 3.07% |
| BJS | 4736983 | 3.07% |
| KGC | 2468194 | 3.06% |
| WOR | 1074561 | 3.06% |
| COGN | 2059678 | 3.05% |
| UAUA | 2002456 | 3.04% |
| HLX | 1716422 | 3.04% |
| AMR | 6080011 | 3.03% |
| SPN | 1002983 | 3.03% |
| JDSU | 4247683 | 3.01% |
| AKS | 2025844 | 3.01% |
| GG | 6652117 | 3.00% |
| FTO | 1264667 | 3.00% |
| GSF | 3182111 | 2.99% |
| VPHM | 1051650 | 2.99% |
| STLD | 1471494 | 2.96% |
| SPF | 1059861 | 2.95% |
| HOV | 1398061 | 2.95% |
| MRVL | 9172889 | 2.95% |
| ESV | 2602372 | 2.94% |
| NT | 5518006 | 2.94% |
| JBLU | 3451817 | 2.93% |
| JNPR | 7832089 | 2.92% |
| TWTC | 1141706 | 2.91% |
| CMC | 1336378 | 2.91% |
| CVTX | 1006678 | 2.91% |
| CNX | 1661167 | 2.91% |
| BRCM | 10019372 | 2.91% |
| NKTR | 1133444 | 2.90% |
| OVTI | 2815378 | 2.89% |
| WFT | 3517744 | 2.89% |
| RRC | 1027611 | 2.88% |
| SPC | 1003783 | 2.88% |
| HMY | 1564733 | 2.87% |
| CWTR | 1438639 | 2.87% |
| SIMG | 1049200 | 2.87% |
| HAWK | 1802650 | 2.87% |
| LRCX | 2529956 | 2.86% |
| RIMM | 8931889 | 2.85% |
| URBN | 2341500 | 2.85% |
| TLAB | 6215994 | 2.85% |
| NYX | 3804167 | 2.84% |
| GPS | 4663389 | 2.84% |
| X | 3056572 | 2.81% |
| HANS | 2207022 | 2.80% |
| ONXX | 1714839 | 2.80% |
| SPSN | 1454522 | 2.80% |
| GFI | 2431228 | 2.79% |
| ALKS | 1560961 | 2.78% |
| PCU | 1807850 | 2.78% |
| RNWK | 1849406 | 2.78% |
| NOV | 2063250 | 2.77% |
