Methodology
Universe: US common stocks the Scanner is collecting today with a market cap under $2B, price above $0.10 and at least 10,000 shares traded. Where the collected market cap is missing, the cap is estimated as the latest dated share count × the previous close and marked as estimated with the date of that share count. Stocks with no market cap evidence are not placed on the map; under the $2B view the most active of them are listed below it. The map shows the top tickers by dollar volume.
Tile area is dollar volume: the day's VWAP × shares traded today where the VWAP is available, otherwise the latest price × shares traded today (an estimate). Neither is exact traded notional.
Sessions marked Daily data were rebuilt from that session's minute bars as traded, never split-adjusted: price is the regular-session close, the day high is the highest trade from 4:00 a.m. to the after-hours close (the same window as the live map) and dollar volume is close × volume. Market cap is the shares outstanding that day × that day's close. Stocks without a dated market cap are listed below the map instead of being placed on it; heat and breadth still count them when the previous close is under $20. Sessions stored before this rebuild may use today's market caps.
Colour shows the size of the larger absolute change from the previous close at the observed high or low (pre-market, regular and after hours); a fall and a rise of the same size share one colour. The % label keeps its sign. Ties use the high. Older captures without a low are marked High only; current change is in the details.
By default the map is one area of tiles. It can also group them by market-cap tier. Sector data is not available for most small caps, so the map does not group by sector.
This is a market fact view, not a trading signal or recommendation.
