I like the way your thinking.. The real opportunities are often when the ask is still at the low..Sometimes a seller will overwhelm the bid and drop the price quite low, but then the ask will still remain at the low, because he has not sold his entire lot, and he used a limit order.. In that case, you can quickly grab what he has left, directly on the ask... Im not really sure how to get the scanner to spot these situations, and they dont happen that often, but you need to react very fast when you see them, because there will be a ton of buyers behind you typing buy orders as fast as they can.