Instructions
Activity Intensity is C-RVOL multiplied by true-range-over-ATR. It measures unsigned participation-plus-range magnitude, not direction, prediction, or a trade signal.
RELATIVE activity bands appear only when the configured activity ladder would make every usable row Quiet; they rank the current board, not absolute calibrated activity.
C-RVOL describes participation relative to the active baseline, from Quiet to Extreme. The band is reported as C_RVOL_ATTENTION_BAND_RAW because thresholds are uncalibrated.
Current C-RVOL uses a linear elapsed-session fallback and is marked derived-from-observed until an empirical same-clock baseline is active.
ADV Ratio is full-session participation — today's cumulative volume versus average daily volume. It is not same-clock C-RVOL.
Rows missing C-RVOL are excluded from ranking; they show BASELINE_MISSING only when average daily volume is absent or below minimum, never Quiet.
Acceleration and Historical Same-Clock Hit Rate show LEARNING while intraday history accumulates. The hit rate is the fraction of prior completed sessions whose exact same-clock cumulative volume reached at least 1.20x that session's ADV; FREQUENT means at least 60%, otherwise INFREQUENT.
VWAP location describes price location, not order flow or directional pressure.
Daily Streak / Stretch uses completed daily closes only. ADV$/Turnover Tier is price times 20-day average volume, not spread or depth. Trend Structure is price versus the 50- and 200-day SMAs.
Vol Shock is a same-clock 15-minute volume-delta robust z-score vs prior sessions, not a liquidity-shock measurement. Shows LEARNING until 20 prior sessions have data.
This screener is for research and scenario discovery, not trade execution.
| Ticker | Price | % Chg | C-RVOL | Activity | ADV Ratio | Vol Trend | ATR | Trend Structure | Range Exp | RSI | C-RVOL Band | Activity Intensity | Daily Vol Trend | VWAP | VWAP Dist / ATR | VWAP Location | Daily Streak / Stretch | ADV$/Turnover Tier | Earnings | Vol Shock | Acceleration | Historical Same-Clock Hit Rate |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Loading… | ||||||||||||||||||||||