For traders with a more short-term time horizon who are looking for big day-to-day moves, we have updated our list of the S&P 1500 stocks trading above $10 that have the largest intraday high-low ranges (based on the average percent spread between the intraday high and low over the last 50 days). The stocks are grouped based on whether they have a rising or falling 50-day moving average (DMA). Stocks highlighted in gray are new to the list this month.
This month's look at the most volatile stocks in the S&P 1500 continues to highlight the trend of lower volatility in the market. As shown in the table below, not a single stock in the S&P 1500 priced above $10 per share has an average daily high/low range of 6% or more. ITT Educational (ESI) is currently the most volatile stock in the S&P 1500 with an average daily range of 5.8%. Beyond that, there are only seven other stocks on the list with an average range of more than 5%, and you have to go all the way down to 3.9% to find the 50 most volatile stocks in the S&P 1500.
The list of most volatile stocks with rising 50-day moving averages includes Questcor (QCOR), Netflix (NFLX), and Barnes & Noble (BKS). All three of these stocks had rough starts to 2012, but in the last few months, they have seen some impressive recoveries.