Data Points

Daily Data Points

Security Info Data Points

Symbol

Symbol of the security.

Name

Name of the security.

Security Class

Class of the security (e.g. Common stock, ADR, ETF).

Exchange

Exchange where the security is traded.

Sector

Sector of the security.

Industry

Industry of the security.

IPO Date

IPO date of the security.

Market Capitalization

Market capitalization of the security.

Price Data Points

Regular Hours Open

Opening price during regular trading hours.

Regular Hours High

Highest price during regular trading hours.

Regular Hours Low

Lowest price during regular trading hours.

Regular Hours Close

Closing price during regular trading hours.

Pre-Market Open

Opening price during pre-market trading.

Pre-Market High

Highest price during pre-market trading.

Pre-Market Low

Lowest price during pre-market trading.

Pre-Market Close

Closing price during pre-market trading.

After-Hours Open

Opening price during after-hours trading.

After-Hours High

Highest price during after-hours trading.

After-Hours Low

Lowest price during after-hours trading.

After-Hours Close

Closing price during after-hours trading.

VWAP

Volume weighted average price (VWAP) for the scan date.

Volume Data Points

Total Volume

Total volume for the trading day.

Regular Hours Volume

Total volume during regular trading hours.

Pre-Market Volume

Total volume during pre-market trading.

After-Hours Volume

Total volume during after-hours trading.

Dollar Volume Data Points

Total Dollar Volume

Total dollar amount traded for the trading day.

Regular Hours Dollar Volume

Total dollar amount traded during regular trading hours.

Pre-Market Dollar Volume

Total dollar amount traded during pre-market trading.

After-Hours Dollar Volume

Total dollar amount traded during after-hours trading.

Relative Volume Data Points

Relative Volume

Total volume divided by the 10-day average volume.

Percentage Data Points

Change %

Percent difference between close and previous close during regular trading hours.

= (Close - Previous Close) / Previous Close * 100

Change from Open %

Percent difference between close and open during regular trading hours.

= (Close - Open) / Open * 100

Gap %

Percent difference between open and previous close during regular trading hours.

= (Open - Previous Close) / Previous Close * 100

Range %

Percent difference between high and low during regular trading hours.

= (High - Low) / Low * 100

High from Prev Close %

Percent difference between high and previous close during regular trading hours.

= (High - Previous Close) / Previous Close * 100

High from Open %

Percent difference between high and open during regular trading hours.

= (High - Open) / Open * 100

Low from High %

Percent decline after reaching the day’s high during regular trading hours.

= (Low after High - High) / High * 100

Change from High %

Percent difference between close and high during regular trading hours.

= (Close - High) / High * 100

Low from Prev Close %

Percent difference between low and previous close during regular trading hours.

= (Low - Previous Close) / Previous Close * 100

Low from Open %

Percent difference between low and open during regular trading hours.

= (Low - Open) / Open * 100

High from Low %

Percent gain after reaching the day's low during regular trading hours.

= (High after Low - Low) / Low * 100

Change from Low %

Percent difference between close and low during regular trading hours.

= (Close - Low) / Low * 100

Pre-Market - Change from Open %

Percent difference between close and open during pre-market trading.

= (Pre-Market Close - Pre-Market Open) / Pre-Market Open * 100

Pre-Market - Gap %

Percent difference between pre-market open and previous day's regular hours close.

= (Pre-Market Open - Previous Close) / Previous Close * 100

Pre-Market - Range %

Percent difference between high and low during pre-market trading.

= (Pre-Market High - Pre-Market Low) / Pre-Market Low * 100

Pre-Market - High from Prev Close %

Percent difference between pre-market high and previous day's regular hours close.

= (Pre-Market High - Previous Close) / Previous Close * 100

Pre-Market - High from Open %

Percent difference between high and open during pre-market trading.

= (Pre-Market High - Pre-Market Open) / Pre-Market Open * 100

Pre-Market - Low from High %

Percent decline after reaching the high during pre-market trading.

= (Pre-Market Low after High - Pre-Market High) / Pre-Market High * 100

Pre-Market - Change from High %

Percent difference between close and high during pre-market trading.

= (Pre-Market Close - Pre-Market High) / Pre-Market High * 100

Pre-Market - Low from Prev Close %

Percent difference between pre-market low and previous day's regular hours close.

= (Pre-Market Low - Previous Close) / Previous Close * 100

Pre-Market - Low from Open %

Percent difference between low and open during pre-market trading.

= (Pre-Market Low - Pre-Market Open) / Pre-Market Open * 100

Pre-Market - High from Low %

Percent gain after reaching the low during pre-market trading.

= (Pre-Market High after Low - Pre-Market Low) / Pre-Market Low * 100

Pre-Market - Change from Low %

Percent difference between close and low during pre-market trading.

= (Pre-Market Close - Pre-Market Low) / Pre-Market Low * 100

After-Hours - Change from Open %

Percent difference between close and open during after-hours trading.

= (After-Hours Close - After-Hours Open) / After-Hours Open * 100

After-Hours - High from Open %

Percent difference between high and open during after-hours trading.

= (After-Hours High - After-Hours Open) / After-Hours Open * 100

After-Hours - Low from High %

Percent decline after reaching the high during after-hours trading.

= (After-Hours Low after High - After-Hours High) / After-Hours High * 100

After-Hours - Change from High %

Percent difference between close and high during after-hours trading.

= (After-Hours Close - After-Hours High) / After-Hours High * 100

After-Hours - Low from Open %

Percent difference between low and open during after-hours trading.

= (After-Hours Low - After-Hours Open) / After-Hours Open * 100

After-Hours - High from Low %

Percent gain after reaching the low during after-hours trading.

= (After-Hours High after Low - After-Hours Low) / After-Hours Low * 100

After-Hours - Change from Low %

Percent difference between close and low during after-hours trading.

= (After-Hours Close - After-Hours Low) / After-Hours Low * 100

Date Data Points

Date

Date the security was traded.

Time Data Points

Regular Hours High

Time of the highest price during regular trading hours.

Regular Hours Low

Time of the lowest price during regular trading hours.

Pre-Market High

Time of the highest price during pre-market trading.

Pre-Market Low

Time of the lowest price during pre-market trading.

After-Hours High

Time of the highest price during after-hours trading.

After-Hours Low

Time of the lowest price during after-hours trading.

Ownership Data Points

Shares Outstanding

Total number of shares held by all shareholders.

Float Shares

Total number of shares available for public trading. Also referred to as free float.

Float Shares %

Percentage of total shares that are available for public trading.

Institutional Owners

Total number of institutional owners.

Institutional Ownership %

Percentage of total shares held by institutional owners.

Institutional Ownership % Delta

Change in institutional ownership percentage from previous quarter.

Short Interest Data Points

Short Interest

Total number of shares held in open short positions.

Short Interest %

Percentage of total shares held in open short positions.

Short Interest % Delta

Difference in short interest percentage since previous reporting.

Short Float %

Percentage of float shares held in open short positions.

Short Float % Delta

Difference in short float percentage since previous reporting.

Days to Cover

Number of days it would take short sellers to cover their positions. Also referred to as short interest ratio.

Days to Cover Change %

Percent change in days to cover since previous reporting.

Intraday Data Points

Price Data Points

Open Price

Opening price.

High Price

Highest price.

Low Price

Lowest price.

Close Price

Closing price.

Volume Data Points

Volume

Total shares traded.

Dollar Volume Data Points

Dollar Volume

Volume multiplied by VWAP.

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hashtagDaily Data Points

hashtagSecurity Info Data Points

hashtagSymbol

hashtagName

hashtagSecurity Class

hashtagExchange

hashtagSector

hashtagIndustry

hashtagIPO Date

hashtagMarket Capitalization

hashtagPrice Data Points

hashtagRegular Hours Open

hashtagRegular Hours High

hashtagRegular Hours Low

hashtagRegular Hours Close

hashtagPre-Market Open

hashtagPre-Market High

hashtagPre-Market Low

hashtagPre-Market Close

hashtagAfter-Hours Open

hashtagAfter-Hours High

hashtagAfter-Hours Low

hashtagAfter-Hours Close

hashtagVWAP

hashtagVolume Data Points

hashtagTotal Volume

hashtagRegular Hours Volume

hashtagPre-Market Volume

hashtagAfter-Hours Volume

hashtagDollar Volume Data Points

hashtagTotal Dollar Volume

hashtagRegular Hours Dollar Volume

hashtagPre-Market Dollar Volume

hashtagAfter-Hours Dollar Volume

hashtagRelative Volume Data Points

hashtagRelative Volume

hashtagPercentage Data Points

hashtagChange %

hashtagChange from Open %

hashtagGap %

hashtagRange %

hashtagHigh from Prev Close %

hashtagHigh from Open %

hashtagLow from High %

hashtagChange from High %

hashtagLow from Prev Close %

hashtagLow from Open %

hashtagHigh from Low %

hashtagChange from Low %

hashtagPre-Market - Change from Open %

hashtagPre-Market - Gap %

hashtagPre-Market - Range %

hashtagPre-Market - High from Prev Close %

hashtagPre-Market - High from Open %

hashtagPre-Market - Low from High %

hashtagPre-Market - Change from High %

hashtagPre-Market - Low from Prev Close %

hashtagPre-Market - Low from Open %

hashtagPre-Market - High from Low %

hashtagPre-Market - Change from Low %

hashtagAfter-Hours - Change from Open %

hashtagAfter-Hours - High from Open %

hashtagAfter-Hours - Low from High %

hashtagAfter-Hours - Change from High %

hashtagAfter-Hours - Low from Open %

hashtagAfter-Hours - High from Low %

hashtagAfter-Hours - Change from Low %

hashtagDate Data Points

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hashtagTime Data Points

hashtagRegular Hours High

hashtagRegular Hours Low

hashtagPre-Market High

hashtagPre-Market Low

hashtagAfter-Hours High

hashtagAfter-Hours Low

hashtagOwnership Data Points

hashtagShares Outstanding

hashtagFloat Shares

Daily Data Points

Security Info Data Points

Symbol

Name

Security Class

Exchange

Sector

Industry

IPO Date

Market Capitalization

Price Data Points

Regular Hours Open

Regular Hours High

Regular Hours Low

Regular Hours Close

Pre-Market Open

Pre-Market High

Pre-Market Low

Pre-Market Close

After-Hours Open

After-Hours High

After-Hours Low

After-Hours Close

VWAP

Volume Data Points

Total Volume

Regular Hours Volume

Pre-Market Volume

After-Hours Volume

Dollar Volume Data Points

Total Dollar Volume

Regular Hours Dollar Volume

Pre-Market Dollar Volume

After-Hours Dollar Volume

Relative Volume Data Points

Relative Volume

Percentage Data Points

Change %

Change from Open %

Gap %

Range %

High from Prev Close %

High from Open %

Low from High %

Change from High %

Low from Prev Close %

Low from Open %

High from Low %

Change from Low %

Pre-Market - Change from Open %

Pre-Market - Gap %

Pre-Market - Range %

Pre-Market - High from Prev Close %

Pre-Market - High from Open %

Pre-Market - Low from High %

Pre-Market - Change from High %

Pre-Market - Low from Prev Close %

Pre-Market - Low from Open %

Pre-Market - High from Low %

Pre-Market - Change from Low %

After-Hours - Change from Open %

After-Hours - High from Open %

After-Hours - Low from High %

After-Hours - Change from High %

After-Hours - Low from Open %

After-Hours - High from Low %

After-Hours - Change from Low %

Date Data Points

Date

Time Data Points

Regular Hours High

Regular Hours Low

Pre-Market High

Pre-Market Low

After-Hours High

After-Hours Low

Ownership Data Points

Shares Outstanding

Float Shares

Float Shares %