intraday

There's no intraday scanning.

You could run a daily scan intraday. That would give you 5% since the prior close. You could also run a daily scan asking for today's close < high * .95. Not exactly the same, but similar.

You could also try using the sector summary on the member page to drill down to industry stock lists and sort by intraday change. That would give you change since yesterday's close.