ARE
3.1X
$46.64 → $65.34 EMA
↗
ATR: $6.03 | Position: below EMA | Pattern: Upward momentum
northnode.uk - Educational Technical Analysis Tools
S&P 500 ATR Mean Reversion Scanner
Educational Tool for Learning ATR Distance Analysis
Auto-generated from daily market data • Educational use only
What is ATR Mean Reversion?
Learning Purpose: This tool demonstrates how to identify stocks that have moved unusually far from their average price using Average True Range (ATR) as a measurement unit. When stocks stretch beyond normal volatility ranges, they often "revert to the mean" - returning closer to their average price.
Why This Matters: Rather than guessing when a stock might reverse direction, ATR analysis provides a systematic way to identify when prices have reached statistically significant extremes. This helps you understand market structure and avoid chasing stocks that have already moved too far.
Key Concept: We measure how far each stock's current price is from its 21-day moving average, expressed in units of 14-day ATR. A stock trading 3.0X ATR away from its average is much more "stretched" than one trading 1.0X away.
How This Scanner Works
- Data Source: Daily S&P 500 price data converted to weekly calculations
- 21 EMA: 21-period Exponential Moving Average acts as our "mean" reference point
- 14 ATR: 14-period Average True Range measures typical volatility
- Distance Calculation: |Current Price - 21 EMA| ÷ 14 ATR = ATR Distance
- Categories: 3.0X+ (Highest), 2.5-2.9X (Medium), 2.0-2.4X (Lower) ATR distances
- Educational Focus: Study these patterns to understand mean reversion concepts
Current Market ATR Analysis
S&P 500 stocks showing significant distance from their 21 EMA measured in 14-period ATR units
82
Total Candidates
503
Stocks Analyzed
9
Highest ATR (3.0X+)
16
Medium ATR (2.5-2.9X)
57
Lower ATR (2.0-2.4X)
This Website Content is NOT Financial Advice
Educational Purpose Only: This tool displays S&P 500 stocks showing specific ATR mean reversion patterns for educational study only. This is NOT a recommendation system. All patterns require your own thorough analysis and understanding of market risks.
Highest ATR Levels (3.0X+ ATR)
EA
4.2X
$203.73 → $188.00 EMA
↘
ATR: $3.75 | Position: above EMA | Pattern: Downward momentum
EXPD
3.1X
$151.76 → $130.24 EMA
↗
ATR: $6.95 | Position: above EMA | Pattern: Upward momentum
FI
4.07X
$68.75 → $105.15 EMA
↗
ATR: $8.95 | Position: below EMA | Pattern: Upward momentum
GM
3.67X
$80.89 → $64.91 EMA
↗
ATR: $4.35 | Position: above EMA | Pattern: Upward momentum
JBHT
3.11X
$198.68 → $161.22 EMA
↗
ATR: $12.03 | Position: above EMA | Pattern: Upward momentum
JNJ
3.17X
$211.58 → $186.63 EMA
↗
ATR: $7.88 | Position: above EMA | Pattern: Upward momentum
ROST
3.25X
$182.09 → $158.46 EMA
↗
ATR: $7.27 | Position: above EMA | Pattern: Upward momentum
WBD
4.71X
$29.98 → $19.83 EMA
↗
ATR: $2.16 | Position: above EMA | Pattern: Upward momentum
ARE, EA, EXPD, FI, GM, JBHT, JNJ, ROST, WBD
Medium ATR Levels (2.5-2.9X ATR)
CAT
2.55X
$597.89 → $506.03 EMA
↘
ATR: $36.07 | Position: above EMA | Pattern: Downward momentum
CHTR
2.64X
$206.60 → $253.39 EMA
↗
ATR: $17.70 | Position: below EMA | Pattern: Upward momentum
CMI
2.83X
$510.05 → $433.25 EMA
↘
ATR: $27.14 | Position: above EMA | Pattern: Downward momentum
CPRT
2.63X
$38.67 → $43.97 EMA
↘
ATR: $2.01 | Position: below EMA | Pattern: Downward momentum
DAY
2.57X
$69.26 → $66.60 EMA
↗
ATR: $1.03 | Position: above EMA | Pattern: Upward momentum
DD
2.6X
$40.93 → $35.18 EMA
↗
ATR: $2.21 | Position: above EMA | Pattern: Upward momentum
DG
2.58X
$133.21 → $108.32 EMA
↗
ATR: $9.64 | Position: above EMA | Pattern: Upward momentum
DLTR
2.56X
$129.87 → $104.78 EMA
↗
ATR: $9.80 | Position: above EMA | Pattern: Upward momentum
EPAM
2.67X
$209.63 → $175.21 EMA
↗
ATR: $12.90 | Position: above EMA | Pattern: Upward momentum
GOOG
2.79X
$310.52 → $259.38 EMA
↘
ATR: $18.31 | Position: above EMA | Pattern: Downward momentum
GOOGL
2.75X
$309.29 → $258.66 EMA
↘
ATR: $18.42 | Position: above EMA | Pattern: Downward momentum
HOLX
2.6X
$75.00 → $70.69 EMA
↘
ATR: $1.66 | Position: above EMA | Pattern: Downward momentum
MSI
2.9X
$364.70 → $413.03 EMA
↘
ATR: $16.65 | Position: below EMA | Pattern: Downward momentum
STLD
2.5X
$171.97 → $148.40 EMA
↗
ATR: $9.41 | Position: above EMA | Pattern: Upward momentum
TJX
2.71X
$156.14 → $141.98 EMA
↗
ATR: $5.23 | Position: above EMA | Pattern: Upward momentum
TTD
2.83X
$36.65 → $50.09 EMA
↘
ATR: $4.75 | Position: below EMA | Pattern: Downward momentum
CAT, CHTR, CMI, CPRT, DAY, DD, DG, DLTR, EPAM, GOOG, GOOGL, HOLX, MSI, STLD, TJX, TTD
Lower ATR Levels (2.0-2.4X ATR)
AAPL
2.34X
$278.28 → $253.94 EMA
↗
ATR: $10.39 | Position: above EMA | Pattern: Upward momentum
ADI
2.17X
$279.32 → $244.18 EMA
↘
ATR: $16.19 | Position: above EMA | Pattern: Downward momentum
ALB
2.44X
$132.74 → $99.72 EMA
↗
ATR: $13.51 | Position: above EMA | Pattern: Upward momentum
AMAT
2.06X
$259.21 → $215.77 EMA
↘
ATR: $21.10 | Position: above EMA | Pattern: Downward momentum
AXP
2.06X
$382.56 → $342.63 EMA
↗
ATR: $19.42 | Position: above EMA | Pattern: Upward momentum
BK
2.45X
$117.03 → $105.75 EMA
↗
ATR: $4.60 | Position: above EMA | Pattern: Upward momentum
C
2.41X
$111.80 → $97.68 EMA
↗
ATR: $5.85 | Position: above EMA | Pattern: Upward momentum
CAH
2.12X
$198.18 → $176.98 EMA
↘
ATR: $10.00 | Position: above EMA | Pattern: Downward momentum
CFG
2.42X
$58.39 → $51.06 EMA
↗
ATR: $3.03 | Position: above EMA | Pattern: Upward momentum
CHRW
2.36X
$157.09 → $136.23 EMA
↗
ATR: $8.85 | Position: above EMA | Pattern: Upward momentum
CLX
2.12X
$104.01 → $114.87 EMA
↗
ATR: $5.12 | Position: below EMA | Pattern: Upward momentum
CTSH
2.43X
$83.94 → $73.89 EMA
↗
ATR: $4.13 | Position: above EMA | Pattern: Upward momentum
DAL
2.1X
$69.81 → $59.59 EMA
↗
ATR: $4.86 | Position: above EMA | Pattern: Upward momentum
DOV
2.22X
$199.12 → $180.46 EMA
↗
ATR: $8.40 | Position: above EMA | Pattern: Upward momentum
EXPE
2.27X
$274.21 → $228.54 EMA
↗
ATR: $20.08 | Position: above EMA | Pattern: Upward momentum
FDX
2.41X
$284.34 → $251.37 EMA
↗
ATR: $13.66 | Position: above EMA | Pattern: Upward momentum
FITB
2.06X
$48.15 → $43.21 EMA
↗
ATR: $2.39 | Position: above EMA | Pattern: Upward momentum
FOX
2.18X
$63.08 → $55.93 EMA
↗
ATR: $3.28 | Position: above EMA | Pattern: Upward momentum
FOXA
2.45X
$71.10 → $62.06 EMA
↗
ATR: $3.69 | Position: above EMA | Pattern: Upward momentum
GDDY
2.17X
$124.80 → $139.51 EMA
↘
ATR: $6.79 | Position: below EMA | Pattern: Downward momentum
GS
2.35X
$887.96 → $772.29 EMA
↗
ATR: $49.31 | Position: above EMA | Pattern: Upward momentum
INVH
2.41X
$26.35 → $28.98 EMA
↘
ATR: $1.09 | Position: below EMA | Pattern: Downward momentum
IT
2.05X
$233.89 → $267.08 EMA
↗
ATR: $16.16 | Position: below EMA | Pattern: Upward momentum
IVZ
2.26X
$26.26 → $22.43 EMA
↗
ATR: $1.69 | Position: above EMA | Pattern: Upward momentum
JKHY
2.33X
$187.50 → $166.76 EMA
↗
ATR: $8.89 | Position: above EMA | Pattern: Upward momentum
K
2.32X
$83.44 → $81.86 EMA
↘
ATR: $0.68 | Position: above EMA | Pattern: Downward momentum
KEY
2.18X
$20.66 → $18.18 EMA
↗
ATR: $1.14 | Position: above EMA | Pattern: Upward momentum
KEYS
2.42X
$208.81 → $178.51 EMA
↘
ATR: $12.50 | Position: above EMA | Pattern: Downward momentum
KMB
2.36X
$103.15 → $116.68 EMA
↗
ATR: $5.74 | Position: below EMA | Pattern: Upward momentum
LLY
2.09X
$1027.51 → $887.15 EMA
↗
ATR: $67.16 | Position: above EMA | Pattern: Upward momentum
LUV
2.49X
$41.17 → $33.59 EMA
↗
ATR: $3.04 | Position: above EMA | Pattern: Upward momentum
MDLZ
2.24X
$54.04 → $59.79 EMA
↘
ATR: $2.56 | Position: below EMA | Pattern: Downward momentum
MS
2.4X
$178.41 → $157.31 EMA
↗
ATR: $8.81 | Position: above EMA | Pattern: Upward momentum
NEM
2.21X
$98.14 → $80.43 EMA
↗
ATR: $8.02 | Position: above EMA | Pattern: Upward momentum
NFLX
2.02X
$95.19 → $111.34 EMA
↘
ATR: $7.99 | Position: below EMA | Pattern: Downward momentum
NUE
2.17X
$165.11 → $145.13 EMA
↗
ATR: $9.23 | Position: above EMA | Pattern: Upward momentum
PAYC
2.2X
$166.61 → $192.59 EMA
↗
ATR: $11.78 | Position: below EMA | Pattern: Upward momentum
PH
2.47X
$884.87 → $784.91 EMA
↗
ATR: $40.41 | Position: above EMA | Pattern: Upward momentum
PLD
2.2X
$130.18 → $119.60 EMA
↗
ATR: $4.81 | Position: above EMA | Pattern: Upward momentum
PNC
2.0X
$210.59 → $190.73 EMA
↗
ATR: $9.92 | Position: above EMA | Pattern: Upward momentum
POOL
2.13X
$240.27 → $276.43 EMA
↘
ATR: $16.94 | Position: below EMA | Pattern: Downward momentum
PRU
2.43X
$116.96 → $105.65 EMA
↗
ATR: $4.66 | Position: above EMA | Pattern: Upward momentum
RL
2.06X
$370.22 → $322.69 EMA
↗
ATR: $23.09 | Position: above EMA | Pattern: Upward momentum
ROK
2.22X
$405.18 → $360.11 EMA
↗
ATR: $20.31 | Position: above EMA | Pattern: Upward momentum
ROP
2.22X
$445.86 → $486.14 EMA
↘
ATR: $18.16 | Position: below EMA | Pattern: Downward momentum
STT
2.16X
$127.67 → $114.23 EMA
↗
ATR: $6.21 | Position: above EMA | Pattern: Upward momentum
SYF
2.33X
$84.22 → $73.29 EMA
↗
ATR: $4.70 | Position: above EMA | Pattern: Upward momentum
TER
2.37X
$193.37 → $148.79 EMA
↘
ATR: $18.84 | Position: above EMA | Pattern: Downward momentum
TFC
2.46X
$49.89 → $44.77 EMA
↗
ATR: $2.08 | Position: above EMA | Pattern: Upward momentum
TMUS
2.42X
$195.16 → $221.56 EMA
↘
ATR: $10.92 | Position: below EMA | Pattern: Downward momentum
TYL
2.11X
$455.64 → $506.66 EMA
↘
ATR: $24.23 | Position: below EMA | Pattern: Downward momentum
USB
2.35X
$53.42 → $47.77 EMA
↗
ATR: $2.40 | Position: above EMA | Pattern: Upward momentum
VRSK
2.21X
$217.14 → $242.98 EMA
↘
ATR: $11.68 | Position: below EMA | Pattern: Downward momentum
VTRS
2.33X
$11.65 → $10.17 EMA
↗
ATR: $0.64 | Position: above EMA | Pattern: Upward momentum
WDC
2.46X
$176.34 → $125.38 EMA
↗
ATR: $20.71 | Position: above EMA | Pattern: Upward momentum
WMT
2.37X
$116.70 → $104.40 EMA
↗
ATR: $5.19 | Position: above EMA | Pattern: Upward momentum
ZTS
2.25X
$118.66 → $137.33 EMA
↗
ATR: $8.31 | Position: below EMA | Pattern: Upward momentum
AAPL, ADI, ALB, AMAT, AXP, BK, C, CAH, CFG, CHRW, CLX, CTSH, DAL, DOV, EXPE, FDX, FITB, FOX, FOXA, GDDY, GS, INVH, IT, IVZ, JKHY, K, KEY, KEYS, KMB, LLY, LUV, MDLZ, MS, NEM, NFLX, NUE, PAYC, PH, PLD, PNC, POOL, PRU, RL, ROK, ROP, STT, SYF, TER, TFC, TMUS, TYL, USB, VRSK, VTRS, WDC, WMT, ZTS