How are the most popular filters connected with Pre-market and Post-market calculated?
In screener you can see pricing data during all trading day divided into pre-market, regular session and post-market. You can analyse the data such as Pre-market and Post-market Change/Change %, Pre- and Post-market Open, High, Low, Price and Volume.
There are several features about which it is necessary to know before analyzing data in pre- and post-market:
1. The data in the pre- and post-market columns is always only for the last trading session of the market. In other words, the data in them is deleted at the start of a new premarket session.
2.The data of the post-market is available only when the post-market lasts. So, if the regular session hasn’t begun, the columns with postmarket fields will be empty.
Below the formulas of main Pre-market and Post-market fields are described:
Pre-market Change and Pre-market Change %
Pre-market Change = Close price of the pre-market - Close price of the previous regular session
Pre-market Change % = (Pre-market Change / Close price of the previous regular session) * 100 Post-market Change and Post-market Change %
Post-market Change = Close price of the post-market - Close price of the previous regular session
Post-market Change % = (Post-market Change / Close price of the previous regular session) * 100 Pre-market Change from Open and Pre-market Change from Open %
Pre-market Change from Open = Close price of the pre-market - Open price of the pre-market
Pre-market Change from Open% = Pre-market Change from Open / Open price of the pre-market * 100Pre-market Gap %
Pre-market Gap % = (Open price of the pre-market - Close price of the previous regular session) / Close price of the previous regular session * 100
Pre-market Open
Pre-market Open = The symbol opening price in the pre-market sessionPre-market High
Pre-market High = The highest symbol price in the pre-market sessionPre-market Low
Pre-market Low = The lowest symbol price in the pre-market sessionPre-market Price
Pre-market Price = The symbol closing price in the pre-market sessionPre-market Volume
Pre-market Volume = The number of trading units (shares, contracts, etc) for the symbol in the pre-market sessionPost-market Open
Post-market Open = The symbol opening price in the post-market sessionPost-market High
Post-market High = The highest symbol price in the post-market sessionPost-market Low
Post-market Low = The lowest symbol price in the post-market sessionPost-market Price
Post-market Price = The symbol closing price in the post-market sessionPost-market Volume
Post-market Volume = The number of trading units (shares, contracts, etc) for the symbol in the post-market session