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 |
|---|---|---|
| Within 5% of 52-week high | The close is within 5% of the highest high of the last 252 sessions. 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 vs 52-week high (highest first). | securityType = "Stock" and indexMembership contains "SP500" and (hi52wFromHighPct >= -5) |
| New 52-week high | The session’s high is the highest high of the last 252 sessions (the session set a new 52-week high). Rows are ordered by day % (highest first). | securityType = "Stock" and indexMembership contains "SP500" and (high * 1.000001 >= close / (1 + hi52wFromHighPct / 100)) |
| Within 10% of 52-week low | The close is no more than 10% above the lowest low of the last 252 sessions. Rows are ordered by vs 52-week low (lowest first). | securityType = "Stock" and indexMembership contains "SP500" and (hi52wFromLowPct <= 10) |
| New 52-week low | The session’s low is the lowest low of the last 252 sessions (the session set a new 52-week low). Rows are ordered by day % (lowest first). | securityType = "Stock" and indexMembership contains "SP500" and (low * 0.999999 <= close / (1 + hi52wFromLowPct / 100)) |
| New 20-session high | The session’s high is the highest high of the last 20 sessions (about one month). Rows are ordered by day % (highest first). | securityType = "Stock" and indexMembership contains "SP500" and (high * 1.000001 >= close / (1 + hi20FromHighPct / 100)) |
| New 20-session low | The session’s low is the lowest low of the last 20 sessions (about one month). Rows are ordered by day % (lowest first). | securityType = "Stock" and indexMembership contains "SP500" and (low * 0.999999 <= close / (1 + hi20FromLowPct / 100)) |
| Near high, ATR under 2% | The close is within 5% of the 52-week high and ATR(14) is under 2% of the close. Rows are ordered by atr % (lowest first). | securityType = "Stock" and indexMembership contains "SP500" and (hi52wFromHighPct >= -5 and atrPct14 < 2) |
| Closed near the day’s high | The close is in the top 10% of the session’s high–low range; sessions without a range never match. Rows are ordered by day % (highest first). | securityType = "Stock" and indexMembership contains "SP500" and ((close - low) / (high - low) >= 0.9) |
| Closed near the day’s low | The close is in the bottom 10% of the session’s high–low range; sessions without a range never match. Rows are ordered by day % (lowest first). | securityType = "Stock" and indexMembership contains "SP500" and ((close - low) / (high - low) <= 0.1) |
What this screen measures
The 52-week window uses 252 trading sessions. Proximity compares the close with the highest high or lowest low inside that window. A new-high rule instead checks whether the current session’s high reached the window’s extreme.
Read the rule with a worked example
A hypothetical close of 95 against a window high of 100 gives (95 ÷ 100 − 1) × 100 = −5%, meeting the within-5% high rule exactly. If the session high reached 100 but the close fell to 90, it made a new high while finishing far from it.
Choose the variant that matches the question
High and low presets are separate. The 20-session variants use a shorter window than the 252-session measures. Closing near a session high describes position within today’s candle, which differs from proximity to a yearly extreme.
Review the chart behind a match
Compare the close with the wick that set the extreme, the number of subsequent tests and the trend between them. A chart helps distinguish an orderly approach to resistance from a volatile intraday excursion. Keep the same adjustment basis across the window.
Keep the interpretation within the rule
A 252-session high is not an all-time high. A close near a high does not prove resistance has broken, and a stock near a low is not automatically inexpensive in relation to earnings or assets.
Continue with
- How to screen for stocks near highs and lowsBuild a reproducible screen for stocks near highs and lows: choose a universe, define field units and thresholds, compare presets and inspect the matching daily charts.
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.