Presets and rules
Each preset is the exact CleverScan rule this page runs on the latest published daily session. S&P 500 stocks: Stocks on the S&P 500 reference list captured with the published dataset.
| Preset | What it selects | Rule |
|---|---|---|
| Gap up ≥ 2% | The session opened at least 2% above the previous close (gapPct). Values come from the latest published daily session (regular trading hours); the rule is evaluated once per published session, not tick by tick. Rows are ordered by gap % (highest first). | securityType = "Stock" and indexMembership contains "SP500" and (gapPct >= 2) |
| Gap down ≥ 2% | The session opened at least 2% below the previous close. Rows are ordered by gap % (lowest first). | securityType = "Stock" and indexMembership contains "SP500" and (gapPct <= -2) |
| Gap up on 1.5× volume | A gap up of at least 2% with volume at least 1.5 times the 20-session average. Rows are ordered by gap % (highest first). | securityType = "Stock" and indexMembership contains "SP500" and (gapPct >= 2 and volumeRatio >= 1.5) |
| Gap down on 1.5× volume | A gap down of at least 2% with volume at least 1.5 times the 20-session average. Rows are ordered by gap % (lowest first). | securityType = "Stock" and indexMembership contains "SP500" and (gapPct <= -2 and volumeRatio >= 1.5) |
| Gap up that stayed open | A gap up of at least 2% where the session’s low stayed above the previous close: the gap did not fill during the session. Rows are ordered by gap % (highest first). | securityType = "Stock" and indexMembership contains "SP500" and (gapPct >= 2 and low > previousClose) |
| Gap up filled in session | A gap up of at least 2% where the session traded back down to the previous close or below: the gap filled during the session. Rows are ordered by gap % (highest first). | securityType = "Stock" and indexMembership contains "SP500" and (gapPct >= 2 and low <= previousClose) |
What this screen measures
Gap percent compares the open with the prior close. The default gap-up and gap-down rules use opposite directions. A gap at the open differs from a close-to-close daily change and from a gap that remains open at the end of the session.
Read the rule with a worked example
A hypothetical previous close of 100 and opening price of 103 gives an opening gap of 3%. A later low of 99 means price crossed the previous close, even if the session eventually finished at 104. That session opened higher but filled the opening gap.
Choose the variant that matches the question
The high-volume variants add a daily relative-volume threshold. Held and filled variants use the session low relative to the previous close. The exact rules separate an opening observation from what happened during the rest of the candle.
Review the chart behind a match
Inspect the previous close, the open and the full candle. Review earnings or other overnight events and distinguish a continuous-trading gap from a corporate-action adjustment. A gap following compression differs from a gap after an extended advance.
Keep the interpretation within the rule
An opening gap does not establish that price will fill it or continue in its direction. Gap size, daily return and change from the open use different starting prices. Daily bars cannot reconstruct the order of intraday moves.
Continue with
- Stock price gaps: gap ups, gap downs and gap fillsHow a stock gap up or gap down is measured, how breakaway, runaway and exhaustion gaps differ, and what it means when a gap is filled.
A screen lists stocks whose published values meet a rule. It is a starting point for research, not a recommendation. Read the data and methodology notes for how sessions and calculations are defined.