# Data Points

## Daily Data Points

### <mark style="color:$info;">Security Info Data Points</mark>

#### 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.

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#### Sector

Sector of the security.

***

#### Industry

Industry of the security.

***

#### IPO Date

IPO date of the security.

***

#### Market Capitalization

Market capitalization of the security.

***

### <mark style="color:$info;">Price Data Points</mark>

#### 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.

***

### <mark style="color:$info;">Volume Data Points</mark>

#### 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.

***

### <mark style="color:$info;">Dollar Volume Data Points</mark>

#### 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.

***

### <mark style="color:$info;">Relative Volume Data Points</mark>

#### Relative Volume

Total volume divided by the 10-day average volume.

***

### <mark style="color:$info;">Percentage Data Points</mark>

#### Change %

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### Change from Open %

Percent difference between close and open during regular trading hours.

{% code overflow="wrap" %}

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

{% endcode %}

***

#### Gap %

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### Range %

Percent difference between high and low during regular trading hours.

{% code overflow="wrap" %}

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

{% endcode %}

***

#### High from Prev Close %

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### High from Open %

Percent difference between high and open during regular trading hours.

{% code overflow="wrap" %}

```
= (High - Open) / Open * 100
```

{% endcode %}

***

#### Low from High %

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### Change from High %

Percent difference between close and high during regular trading hours.

{% code overflow="wrap" %}

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

{% endcode %}

***

#### Low from Prev Close %

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### Low from Open %

Percent difference between low and open during regular trading hours.

{% code overflow="wrap" %}

```
= (Low - Open) / Open * 100
```

{% endcode %}

***

#### High from Low %

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### Change from Low %

Percent difference between close and low during regular trading hours.

{% code overflow="wrap" %}

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

{% endcode %}

***

#### Pre-Market - Change from Open %

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### Pre-Market - Gap %

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### Pre-Market - Range %

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### Pre-Market - High from Prev Close %

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### Pre-Market - High from Open %

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### Pre-Market - Low from High %

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### Pre-Market - Change from High %

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### Pre-Market - Low from Prev Close %

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### Pre-Market - Low from Open %

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### Pre-Market - High from Low %

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### Pre-Market - Change from Low %

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### After-Hours - Change from Open %

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### After-Hours - High from Open %

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### After-Hours - Low from High %

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### After-Hours - Change from High %

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### After-Hours - Low from Open %

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### After-Hours - High from Low %

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### After-Hours - Change from Low %

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

{% code overflow="wrap" %}

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

{% endcode %}

***

### <mark style="color:$info;">Date Data Points</mark>

#### Date

Date the security was traded.

***

### <mark style="color:$info;">Time Data Points</mark>

#### 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.

***

### <mark style="color:$info;">Ownership Data Points</mark>

#### 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.

***

### <mark style="color:$info;">Short Interest Data Points</mark>

#### 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.

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#### 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

### <mark style="color:$info;">Price Data Points</mark>

#### Open Price

Opening price.

***

#### High Price

Highest price.

***

#### Low Price

Lowest price.

***

#### Close Price

Closing price.

***

### <mark style="color:$info;">Volume Data Points</mark>

#### Volume

Total shares traded.

***

### <mark style="color:$info;">Dollar Volume Data Points</mark>

#### Dollar Volume

Volume multiplied by VWAP.