The US Markets (NYSE, NASDAQ and AMEX) have the concept of Pre-Market and After Hours trading. This allows you to buy or sell stocks listed on these exchanges before or after the official trading hours. It should be taken into account that during the so called extended hours, the market is typically less liquid and is easily manipulated. If happens often that a pre market move is not confirmed once the real market opens.
The Stock Screener allows you to screen on Pre-Market or After Hours activity. On the Performance tab, under signal there are 6 pre-defined filters available. Note that these screens will only give results during the extended hours.
To see the extended hours quotes and volume, you should select the 'Extended hours' view in the stock screener. Note that you can edit the view to your own needs if required.
This screen will find all stocks which are at least 2% up in pre-market trading.
This screen will find all stocks which are at least 2% down in pre-market trading.
This screen will find all stocks which are at least 2% up in after hours trading.
This screen will find all stocks which are at least 2% down in after hours trading.
For a quick list of the top pre- and after-market movers you can check the market overview pages:
From these lists you can click through to the stock screener to get the full list.
On the 'Custom' tab of the screener you can create custom screens by using the security properties. This could be useful when you want to do extended hours screens which differ from the predefined filters. The following properties can be of interest:
As you can see, custom expressions allow you to take also the extended hours volume into account, which could be interesting to find stocks which are reacting on news. You can compare the volume either with an absolute number or with the average daily volume during the regular session.