Along the lines of, I presume you're looking at this regularly and may have noticed follow thru activity.
If they're active today, there's a good chance the volatility will carry over.
No, I have not done that.......I don't use it in that way..I look further down the board to try and identify any new candidates coming over the horizon..
The best scanner I know is with Stockcharts.com ($20pm).
You can easily use it to find prior days Nasdaq stocks which exceed a certain range, then for example fine tune it by only looking for stocks witha certain volume etc.
What about using an oscillator such as OBOS which shows the percentage difference in the price of an instrument above or below a moving average? If you set the moving average to something like two, this should give you a good proxy for the sort of information you’re looking for; well at least half of it anyway.
You’ll obviously be scanning for other criteria too, but it seems to me that most TA software should do this for you.