Where did it close inside its own range?
For every name we measure the settle relative to the day's high and low β first as a fraction of the range (did it close on its high or its low?), then in return space (how far it rallied off the low, or faded from the high). The edge shows up when a name is slammed β or spiked β versus the prior close and then reverses to settle far from that extreme: a wide-range day that closes near the top is a bullish exhaustion tell; near the bottom, a distribution tell.
Worked example Β· $5 range, close $0.25 under the high β off-high -5% of range, up-from-low 95. If that low was also -7% below the prior close, the close rallied +6% off the low β a hammer.
Close-in-range (clr) = (Close β Low) / (High β Low), shown 0β100. Off-high = (Close β High)/range; Up-from-low = (Close β Low)/range. % from low/high are in return space vs the day's extremes. Low/High exc are the intraday extremes vs the prior close. Click a column head to sort; click any row for that name's forward-return analog study. Faded rows didn't print a bar on the as-of date.