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Daily Volitility Extreme Rate this Topic:
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ccbidwell
Posted : Friday, September 29, 2006 1:26:13 PM
Registered User
Joined: 10/20/2005
Posts: 79
Greetings,

I'm trying to find stocks that have the widest average daily range between the open and the close on a percentage basis over the last 100 days. This is not (I believe) how volitility is typically measured. Basically I'm looking for stocks with a large intraday swing. Understanding that this is a topic you must address often is there a canned PCF, or video, etc. that will help get me started?

Many thanks!

CB
Bruce_L
Posted : Friday, September 29, 2006 1:42:49 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
I don't know that this is a question we have been asked often. It could be interpreted a variety of ways. Please try the following and we will go from there:

ABS(C / O - 1) + ABS(C1 / O1 - 1) + ABS(C2 / O2 - 1) + ABS(C3 / O3 - 1) + ABS(C4 / O4 - 1) + ABS(C5 / O5 - 1) + ABS(C6 / O6 - 1) + ABS(C7 / O7 - 1) + ABS(C8 / O8 - 1) + ABS(C9 / O9 - 1) + ABS(C10 / O10 - 1) + ABS(C11 / O11 - 1) + ABS(C12 / O12 - 1) + ABS(C13 / O13 - 1) + ABS(C14 / O14 - 1) + ABS(C15 / O15 - 1) + ABS(C16 / O16 - 1) + ABS(C17 / O17 - 1) + ABS(C18 / O18 - 1) + ABS(C19 / O19 - 1) + ABS(C20 / O20 - 1) + ABS(C21 / O21 - 1) + ABS(C22 / O22 - 1) + ABS(C23 / O23 - 1) + ABS(C24 / O24 - 1) + ABS(C25 / O25 - 1) + ABS(C26 / O26 - 1) + ABS(C27 / O27 - 1) + ABS(C28 / O28 - 1) + ABS(C29 / O29 - 1) + ABS(C30 / O30 - 1) + ABS(C31 / O31 - 1) + ABS(C32 / O32 - 1) + ABS(C33 / O33 - 1) + ABS(C34 / O34 - 1) + ABS(C35 / O35 - 1) + ABS(C36 / O36 - 1) + ABS(C37 / O37 - 1) + ABS(C38 / O38 - 1) + ABS(C39 / O39 - 1) + ABS(C40 / O40 - 1) + ABS(C41 / O41 - 1) + ABS(C42 / O42 - 1) + ABS(C43 / O43 - 1) + ABS(C44 / O44 - 1) + ABS(C45 / O45 - 1) + ABS(C46 / O46 - 1) + ABS(C47 / O47 - 1) + ABS(C48 / O48 - 1) + ABS(C49 / O49 - 1) + ABS(C50 / O50 - 1) + ABS(C51 / O51 - 1) + ABS(C52 / O52 - 1) + ABS(C53 / O53 - 1) + ABS(C54 / O54 - 1) + ABS(C55 / O55 - 1) + ABS(C56 / O56 - 1) + ABS(C57 / O57 - 1) + ABS(C58 / O58 - 1) + ABS(C59 / O59 - 1) + ABS(C60 / O60 - 1) + ABS(C61 / O61 - 1) + ABS(C62 / O62 - 1) + ABS(C63 / O63 - 1) + ABS(C64 / O64 - 1) + ABS(C65 / O65 - 1) + ABS(C66 / O66 - 1) + ABS(C67 / O67 - 1) + ABS(C68 / O68 - 1) + ABS(C69 / O69 - 1) + ABS(C70 / O70 - 1) + ABS(C71 / O71 - 1) + ABS(C72 / O72 - 1) + ABS(C73 / O73 - 1) + ABS(C74 / O74 - 1) + ABS(C75 / O75 - 1) + ABS(C76 / O76 - 1) + ABS(C77 / O77 - 1) + ABS(C78 / O78 - 1) + ABS(C79 / O79 - 1) + ABS(C80 / O80 - 1) + ABS(C81 / O81 - 1) + ABS(C82 / O82 - 1) + ABS(C83 / O83 - 1) + ABS(C84 / O84 - 1) + ABS(C85 / O85 - 1) + ABS(C86 / O86 - 1) + ABS(C87 / O87 - 1) + ABS(C88 / O88 - 1) + ABS(C89 / O89 - 1) + ABS(C90 / O90 - 1) + ABS(C91 / O91 - 1) + ABS(C92 / O92 - 1) + ABS(C93 / O93 - 1) + ABS(C94 / O94 - 1) + ABS(C95 / O95 - 1) + ABS(C96 / O96 - 1) + ABS(C97 / O97 - 1) + ABS(C98 / O98 - 1) + ABS(C99 / O99 - 1)

-Bruce
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ccbidwell
Posted : Friday, September 29, 2006 4:27:15 PM
Registered User
Joined: 10/20/2005
Posts: 79
Bruce... this is an excellent start. It seems to work very well. I'll play around with it and probably check back in for a little tweaking.

Thank you, and have a great weekend!

CB
Bruce_L
Posted : Friday, September 29, 2006 4:47:10 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
You're welcome.

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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