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Gap fill calculator

How often do this market's opening gaps fill, and where is the nearest gap that has not? Fill rates up and down, by size, from your bars.

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The bars

Daily bars, oldest first; the more, the better the rates. Four numbers per bar, bars split by semicolons: 452.84 454.32 451.67 454.08; 454.02 454.61 452.47 453.32
In % of the previous close; 0.1% skips the tiny ones.

The gaps

The last bar gapped up 0.48% from the close of 458.56, and it has not come back to that close yet. In these bars, 47% of up gaps filled on the bar they opened.

Gaps up
15 up gaps, 0.37% on average: 47% filled the same bar, 64% within 5 bars.
Gaps down
21 down gaps, 0.33% on average: 62% filled the same bar, 89% within 5 bars.
By size
Gaps up to 0.32% filled the same bar 83% of the time; bigger gaps 28%. Big gaps often carry news, and news gaps fill less.
The open gap
The nearest unfilled earlier gap is a fall from 464.54, 3 bars ago; price has not traded back there since. That close sits 0.82% above the last close, and many traders watch it as a target.
Read it with care
A gap fills when price trades back to the close before it. These rates describe the bars you pasted. A fade of the gap needs a stop, because the gaps that do not fill tend to run.

The last gaps: the size from the previous close, that close, and when price came back to it. The last bar is marked.

BarGapPrevious closeFilled
11 ago-0.12%465.22Same bar
10 ago+0.42%467.77After 4 bars
6 ago-0.43%471.51Not yet
4 ago-0.38%465.84Not yet
3 ago-0.60%464.54Not yet
2 ago-0.29%461.99After 2 bars
1 ago-0.27%458.63Same bar
Last+0.48%458.56Not yet

Education only, not investment advice. The answer comes from the numbers you typed in, not from your account or the market. Simulated results are hypothetical and have limits: real trading has slippage, gaps, changing results and emotions. Trading leveraged products can lose money quickly, including all of it. Risk warning

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Educational only, not financial advice; trading involves risk.

Do gaps always fill?

A gap opens when a market starts the day away from where it closed, after news or an overnight move. An old saying holds that gaps always fill. Many do, and fast; others never come back, and those are often the start of a trend. This page counts, in your own bars, how many gaps up and down came back to the previous close on the same bar or within five, splits them by size, and shows the nearest gap that is still open.

Plan for the overnight jump itself with the gap risk check, see the usual daily range with the daily range check, and size the trade with the position size calculator.

Not advice. Counts on the bars you type; how gaps filled in the past does not promise how the next one will.

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Baroq never holds your money and never trades for you. Educational only, not financial advice; trading involves risk.

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