The Squeeze Rank tool measures how tightly a stock is coiled, helping you identify when it is compressed and more likely to make a larger move.
The calculation
5-Day Range % = (Highest High − Lowest Low) / Lowest Low × 100
Core principle
The range uses wick-to-wick extremes, the highest high and the lowest low across the last 5 sessions. It doesn't use closing prices.
The range is the distance between the highest high and the lowest low across the 5 sessions.
Key characteristics of the metric
Rolling window: the five-day window rolls forward every day. It always covers the most recent five trading sessions, not a fixed calendar week.
Direction neutral: a 2% range means price covered 2% of ground. It says nothing about direction. A 2% rally that closed at the top and a 2% rally that chops around and closes flat both produce the same reading.
Matching criteria
Finding past weeks that were coiled the same way
A 5% range means different things on different stocks. It is an ordinary week on a leveraged ETF and a wide one on the S&P, so the raw number cannot be compared across names.
Instead, the tool ranks today's range against every range that ticker has printed before, then pulls the past days that landed in a similar spot on that scale. Those days become the sample behind every forward number.
Worth noting: a ranking is only as good as the history behind it. A name with just a few years of trading gets ranked against those few years, so a single macro event can swing its ranking much more than it would for a name with decades of record.
Tool Glossary
The Basics
5-day range
The distance from the highest high to the lowest low across the last 5 sessions, as a percentage of that low. It reads the wicks, not the closes.
Rolling window
The 5 sessions the range covers. It moves forward every day, so it is always the most recent five rather than a fixed calendar week.
Squeeze
A range that is tight by that ticker's own standards. It says how much ground price covered, not which way it went.
The Readings
Percentile
Where today's range sits against everything that ticker has printed before, from 0 to 100. A reading in the bottom few percent is one of its tightest weeks on record.
Matched days
The past sessions that met the same conditions you set. Every statistic the tool prints is measured from these and nothing else.
Sample
The number of matched occurrences behind a statistic. A 70% hit rate off 8 occurrences and a 70% hit rate off 400 are not the same claim. The sample is printed next to every result for that reason.