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Opening Range Breakout

 
US

This list shows US stocks whose price is above the high of the first 30-minute bar of the session (9:30 to 10:00 New York time), using intraday data from the IEX exchange, excluding penny stocks and illiquid names. The list fills from 10:00 onward, once the opening range is complete. Day traders often enter on the break of the opening range high with a stop below the opening range low, and favor breakouts on rising volume.

Screening formula:
exch(iex) and type(stock) and price > 1 and advol(21) > 1 and (price > h[bars_since(hour(9) and minute(30))] and bars_since(hour(9) and minute(30)) > 0)@m30 and sortby(chopen, desc)
 
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