Toby Crabel showed that very narrow trading days tend to be followed by wide ones. An NR7 day has the narrowest high-to-low range of the last seven days; an inside day trades entirely within the previous day's range. This screen lists stocks on the Toronto Stock Exchange with either pattern on the latest bar, most actively traded first. Traders place a buy stop above the day's high and a sell stop below its low and trade whichever side breaks first. Prices are in Canadian dollars, and the list covers TSX-listed stocks with at least C$1 million in average daily trading value.
