These filters look at the trading range for the previous 5, 10 or 20 days. These filters report the size of that range.
For example, if the lowest price for a stock last week was $10, and the highest price was $14, then the range would be $4. You can also express this as a percent, by comparing it to the current price.
These filters always look at the last 5, 10, or 20 trading days. The range does not count the current day’s prices.
More information about 5, 10, or 20 day range: