A thrust day (as defined in Jack D. Schwager's book - A Complete Guide to the Futures Market: Technical Analysis, Trading Systems, Fundamental Analysis, Options, Spreads, and Trading Principles) is as follows:
"An upthrust day is a day with a close above the previous day's high, while a downtrhust day is a day with a close below the previous day's low"
It can be useful for determining the strength of a given trend (i.e. more upthrust days than downthrust days and it's a nice strong bull trend)