# Volatility stock scanners for NSE > Volatility screeners for NSE stocks: Bollinger squeezes, NR7 setups, range expansions, gaps and 52-week extremes — the compression-then-release cycle, scanned. Canonical: https://patternsradar.com/scans/volatility Volatility is the one market property everyone agrees is predictable: it clusters. Quiet sessions bunch together, loud ones follow, and the transitions between the two regimes are where these scans live. The compression side — the Bollinger squeeze, the narrow-range day, NR7 — finds stocks coiled unusually tight against their own history, on the premise that a contracted range marks an argument about to resolve. The expansion side — range-expansion days, gaps held and gaps faded — catches the resolution itself and asks the only question that matters about it: did the move hold by the close? The 52-week extreme scans bracket the whole space, from fresh lows to stocks fallen 15% in a month. None of these scans predicts direction; they predict that something is about to happen, or verify that it just did, and direction is read from how the session closed. ## The scans (14) ### Bollinger squeeze https://patternsradar.com/screener/squeeze.md ```sift where bb().width < 0.08 and close > sma(200) ``` Bands within 8% of the middle — compressed ranges that usually resolve with a move. Volatility is the one thing in markets that reliably mean-reverts: quiet periods are followed by loud ones. A squeeze says nothing about direction, only that the range has compressed to the point where it is unlikely to stay there. ### Wide-range movers https://patternsradar.com/screener/high-atr-movers.md ```sift where high - low > 1.5x atr(14) and turnover > 10cr ``` Today's range wider than 1.5 ATR, on real turnover. Measuring today's range against the stock's own average true range normalises across price levels, so a ₹50 stock and a ₹5,000 one can be compared honestly. The turnover floor keeps out the illiquid names where a wide range means nine trades. ### Gap up and hold https://patternsradar.com/screener/gap-up-hold.md ```sift where open > high[-1] and close > open ``` Opened above yesterday's high and closed above the open. Gaps are common; gaps that hold are not. Opening above the previous session's entire range and then closing above that open means the gap was bought into rather than sold, which is the distinction between a continuation and a trap. ### Gap down and fail https://patternsradar.com/screener/gap-down-break.md ```sift where open < low[-1] and close < open ``` Opened below yesterday's low and closed below the open — a gap with follow-through. The bearish mirror of gap-and-hold, and a useful thing to see whether you are short or simply long the name. Opening under the whole of yesterday's range and then closing weaker still means the sellers were not done at the open. ### Up 15% in a month https://patternsradar.com/screener/big-move-up.md ```sift where close up 15% over 21 bars and close > sma(50) ``` A decisive one-month advance, still trading above its 50-day. Twenty-one sessions is about a calendar month of trading. A 15% advance over that span is large enough to be deliberate rather than drift, and the 50-day condition confirms the move has not already been given back. ### Fresh 52-week low https://patternsradar.com/screener/fresh-52-week-low.md ```sift where close is lowest in 52w ``` The lowest close in a year — the other side of the breakout scan. New lows are where the damage is, and worth watching for two opposite reasons: they are the worst place to buy and the best place to look for capitulation. This scan takes no view on which — it reports the fact, and the hit-rate panel will tell you how the fact has historically resolved. ### Within 5% of the 52-week low https://patternsradar.com/screener/near-52-week-low.md ```sift where close within 5% of low_52w and volume > 1.2x avg(volume, 20) ``` Sitting near the yearly low on rising volume — basing, or still falling. A stock near its lows with volume picking up is at the point where the outcome divides: either sellers are exhausting and a base is forming, or the next leg has begun. The volume condition is what makes it worth looking at rather than an inert list of losers. ### Narrow range day https://patternsradar.com/screener/narrow-range-day.md ```sift where true_range < 0.5x atr(14) and close > sma(50) ``` A day's range under half the stock's own ATR — the coil before the spring. Volatility clusters, and its absence does too: an abnormally quiet session tends to sit just before an abnormally loud one, because the quiet is what an exhausted argument looks like. Measuring the range against the stock's own ATR rather than a fixed percentage is what lets one definition of "quiet" fit both a PSU bank and a smallcap. ### NR7 — narrowest range in seven https://patternsradar.com/screener/nr7.md ```sift where high - low is lowest in 7 bars and close > sma(50) ``` Today's high-low span is the tightest of the last seven sessions. Toby Crabel's NR7 is the oldest volatility-contraction setup in print: the narrowest range of the week, taken as the marker that a directional day is near. It says nothing about which direction — NR7 traders bracket the little bar and take whichever side breaks. The 50-day filter here leans the odds toward breaks that go up. ### Range expansion up https://patternsradar.com/screener/range-expansion-up.md ```sift where true_range > 2x atr(14) and change > 0 ``` A day twice the stock's normal size, resolved in the buyers' favour. The opposite bookend to the narrow-range scans: this is the loud day the quiet ones lead to. A true range twice the ATR means the session broke somebody's hand — stops run, a level given up, news absorbed — and the positive close says which side absorbed it. Expansion days set the tone for the sessions that follow more often than chance allows. ### Down 15% in a month https://patternsradar.com/screener/big-move-down.md ```sift where close down 15% over 21 bars ``` Fallen hard over 21 sessions — the damaged list, for bargain hunters and short sellers alike. The mirror of the big-move-up scan, and read two opposite ways by two kinds of trader: mean-reversion buyers comb it for overreactions, trend traders for confirmed breakdowns worth pressing. The scan itself is neutral about which is right on any name — a month-long 15% decline is simply a stock where something material changed, and that is worth knowing either way. ### Gap down bought back https://patternsradar.com/screener/gap-down-recovery.md ```sift where open < close[-1] * 0.98 and close > open ``` Opened more than 2% in the hole and closed green from the open — the morning panic that found buyers. A gap down is the overnight news priced in one print; what happens next is the market's verdict on whether the price was right. When a 2% hole gets bought back to a close above the open, the sellers got their exit and the stock ran out of them — the bear-trap anatomy, visible on a daily bar. ### Volatility contraction near highs https://patternsradar.com/screener/volatility-contraction.md ```sift where close within 5% of high_52w and bb().width < 0.08 and close > sma(200) ``` Coiled within 5% of the 52-week high with Bollinger width under 0.08 — the VCP shape, as a scan. The pattern Minervini named is really two facts occurring together: the stock is holding near its highs, and the swings are getting smaller — sellers finished, buyers not yet forced to pay up. Band width under 0.08 is the compression; the 200-day filter confirms the trend the coil sits inside. What the scan cannot see is the pattern's third act, the volume dry-up, which its companion scan covers. ### Volume dry-up near highs https://patternsradar.com/screener/volume-dry-up.md ```sift where close within 5% of high_52w and rel_volume < 0.6 ``` Holding within 5% of the 52-week high on barely half its normal volume — supply running out. A stock that stays near its highs while volume falls to 60% of normal is a stock nobody is willing to sell at these prices — the quiet before the mark-up, in the accumulation reading. The bearish reading is that nobody cares; the difference is usually settled by the first high-volume day that follows, which is why this scan pairs with the volatility-contraction one rather than replacing it. ## Common questions ### What is a volatility squeeze? A period when a stock's trading range contracts well below its own norm — measured here by Bollinger band width or by the day's range against ATR. Squeezes tend to precede directional moves, though they say nothing about which direction. ### What is an NR7 day? The narrowest high-to-low range of the last seven sessions, from Toby Crabel's work on range contraction. NR7 traders bracket the small bar with orders both sides and take whichever way it breaks, on the finding that contraction days precede expansion days. ### Are gap-up stocks worth buying? The gap itself is not the signal — the close is. A gap up that holds its open all session means the overnight buyers were right and got reinforced; a gap that fades below the open trapped them. The scans here condition on the close for exactly that reason.