For traders with a more short-term time horizon who are looking for big moves over a short period, 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). We then grouped the stocks based on whether they have a rising or falling 50-day moving average. Stocks highlighted in gray are new to this month's list.
Given the lack of volatility so far in 2012, the threshold for a volatile stock keeps going lower. On this month's list, there are only sixteen stocks that have an average high/low spread of more than 5%. While it may be a small number of names, however, there are some notable stocks that are in this group. Sears Holding (SHLD), the most volatile stock on the list, has an average high/low spread of 7.3%. While SHLD has been the Nasdaq 100's best performing stock YTD with a gain of more than 100%, it has certainly been a wild ride. Shares of Netflix (NFLX) have also been volatile this year, averaging a daily high/low spread of 5.2%. This is even more noteworthy given the fact that it is a triple digit stock. With daily swings of $5 or more per day, NFLX is a day trader's dream (or nightmare if they get it wrong).