Do Stock Gaps Always Get Filled? The Data
Do stock gaps always get filled? Not on any fixed horizon. See same session, 5, 20 and 60 session fill rates for large caps, with the SQL behind them.
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Why Do Stocks Gap Up or Down Overnight?
A gap up or gap down is the distance from the prior close to the 9:30 open, after 17.5 closed hours. SPY overnight gap size, Mondays widest, plus stop risk.