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Gap and Go

 
UK

This screen lists stocks on the London Stock Exchange that opened more than 4% above the previous close, have not traded back into the gap, are trading above today's open and show relative volume above 1.5. Gap and go traders look for exactly this: a gap driven by news or earnings that keeps attracting buyers after the open instead of fading. Relative volume compares today's volume so far with the 21-day average, so readings rise through the session. LSE prices are quoted in pence, and the list skips thinly traded shares.

Screening formula:
exch(lse) and type(stock) and advol(21) > 50 and gapup > 4 and l > c[1] and c > o and rvol(21) > 1.5 and sortby(gapup, desc) and show(gapup as gap, rvol(21) as rvol)
 
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View:
Charts    
   Symbol   Name   Industry   Sector   Exchange   Cap  Cap, mln  Last  Change  Change, %  Volume  Gap  Rvol
 MGAM.L 
Morgan Advanced Materials Plc
Specialty Industrial Machinery
Industrials
LSE
Small
 733.88  290.00  25 9.43 2,678,863  7.92  3.56
 AML.L 
Aston Martin Lagonda Global Holdings Plc
Auto Manufacturers
Consumer Cyclical
LSE
Small
 371.46  41.00  4.64 12.76 10,464,695  4.51  4.19
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