This screen lists stocks on the Toronto Stock Exchange that opened more than 4% above the previous close, have not traded back into the gap, are trading above today's open and show relative volume above 1.5. Gap and go traders look for exactly this: a gap driven by news or earnings that keeps attracting buyers after the open instead of fading. Relative volume compares today's volume so far with the 21-day average, so readings rise through the session. Prices are in Canadian dollars, and the list covers TSX-listed stocks with at least C$1 million in average daily trading value.
