Gap Fill

When a session opens with a gap up or down from the prior session's close, how often does intraday price retrace back through the gap and fill it?

Timeframe

Pattern frequency

Gap up

Filled vs Not filled

+1.88 pts

37.2%Not filled

37.2%

62.8%

Not filledFilled

Gap down

Filled vs Not filled

+2.47 pts

65.6%Filled

65.6%

34.4%

FilledNot filled

Probabilities are observed frequencies over the selected period. The baseline is the same outcome's unconditional rate; edge is probability − baseline, in percentage points.

Advanced

Data range

2008-12-11 → 2026-05-05

Total sessions

4,332

Period

All history

Condition	Outcome	Probability	Baseline	N	Edge
Gap up	Filled	62.766%	64.648%	2,444	-1.88 pts
Gap up	Not filled	37.234%	35.352%	2,444	+1.88 pts
Gap down	Filled	65.595%	63.130%	1,866	+2.47 pts
Gap down	Not filled	34.405%	36.870%	1,866	-2.47 pts

Sliced by dimensionexpand a dimension to see grouped probabilities

Day of week5 groupsMonday – Friday

Group	Condition	Outcome	Probability	Baseline	N	Edge
Monday	Gap up	Filled	54.487%	57.906%	468	-3.42 pts
Monday	Gap up	Not filled	45.513%	42.094%	468	+3.42 pts
Monday	Gap down	Filled	62.865%	58.187%	342	+4.68 pts
Monday	Gap down	Not filled	37.135%	41.813%	342	-4.68 pts
Tuesday	Gap up	Filled	64.789%	65.996%	497	-1.21 pts
Tuesday	Gap up	Not filled	35.211%	34.004%	497	+1.21 pts
Tuesday	Gap down	Filled	65.909%	64.394%	396	+1.52 pts
Tuesday	Gap down	Not filled	34.091%	35.606%	396	-1.52 pts
Wednesday	Gap up	Filled	66.089%	67.630%	519	-1.54 pts
Wednesday	Gap up	Not filled	33.911%	32.370%	519	+1.54 pts
Wednesday	Gap down	Filled	68.392%	66.213%	367	+2.18 pts
Wednesday	Gap down	Not filled	31.608%	33.787%	367	-2.18 pts
Thursday	Gap up	Filled	63.333%	64.792%	480	-1.46 pts
Thursday	Gap up	Not filled	36.667%	35.208%	480	+1.46 pts
Thursday	Gap down	Filled	65.385%	63.590%	390	+1.79 pts
Thursday	Gap down	Not filled	34.615%	36.410%	390	-1.79 pts
Friday	Gap up	Filled	64.583%	66.875%	480	-2.29 pts
Friday	Gap up	Not filled	35.417%	33.125%	480	+2.29 pts
Friday	Gap down	Filled	65.229%	62.264%	371	+2.96 pts
Friday	Gap down	Not filled	34.771%	37.736%	371	-2.96 pts

Session close color2 groupsGreen – Red

Group	Condition	Outcome	Probability	Baseline	N	Edge
Green	Gap up	Filled	41.555%	61.360%	1,338	-19.81 pts
Green	Gap up	Not filled	58.445%	38.640%	1,338	+19.81 pts
Green	Gap down	Filled	84.119%	58.614%	1,039	+25.51 pts
Green	Gap down	Not filled	15.881%	41.386%	1,039	-25.51 pts
Red	Gap up	Filled	88.427%	68.264%	1,106	+20.16 pts
Red	Gap up	Not filled	11.573%	31.736%	1,106	-20.16 pts
Red	Gap down	Filled	42.322%	69.287%	827	-26.96 pts
Red	Gap down	Not filled	57.678%	30.713%	827	+26.96 pts

Prior session candle2 groupsGreen – Red

Group	Condition	Outcome	Probability	Baseline	N	Edge
Green	Gap up	Filled	63.724%	65.134%	1,348	-1.41 pts
Green	Gap up	Not filled	36.276%	34.866%	1,348	+1.41 pts
Green	Gap down	Filled	66.699%	64.844%	1,024	+1.86 pts
Green	Gap down	Not filled	33.301%	35.156%	1,024	-1.86 pts
Red	Gap up	Filled	61.588%	62.956%	1,096	-1.37 pts
Red	Gap up	Not filled	38.412%	37.044%	1,096	+1.37 pts
Red	Gap down	Filled	64.252%	62.470%	842	+1.78 pts
Red	Gap down	Not filled	35.748%	37.530%	842	-1.78 pts

Size bucket4 groupsgap_size_pts bin 1 (0.01–8.20] – gap_size_pts bin 4 (58.22–1063.70]

Group	Condition	Outcome	Probability	Baseline	N	Edge
gap_size_pts bin 1 (0.01–8.20]	Gap up	Filled	88.655%	89.303%	617	-0.65 pts
gap_size_pts bin 1 (0.01–8.20]	Gap up	Not filled	11.345%	10.697%	617	+0.65 pts
gap_size_pts bin 1 (0.01–8.20]	Gap down	Filled	90.022%	89.154%	461	+0.87 pts
gap_size_pts bin 1 (0.01–8.20]	Gap down	Not filled	9.978%	10.846%	461	-0.87 pts
gap_size_pts bin 2 (8.20–21.94]	Gap up	Filled	65.728%	67.449%	639	-1.72 pts
gap_size_pts bin 2 (8.20–21.94]	Gap up	Not filled	34.272%	32.551%	639	+1.72 pts
gap_size_pts bin 2 (8.20–21.94]	Gap down	Filled	71.461%	68.950%	438	+2.51 pts
gap_size_pts bin 2 (8.20–21.94]	Gap down	Not filled	28.539%	31.050%	438	-2.51 pts
gap_size_pts bin 3 (21.94–58.22]	Gap up	Filled	51.815%	53.960%	606	-2.15 pts
gap_size_pts bin 3 (21.94–58.22]	Gap up	Not filled	48.185%	46.040%	606	+2.15 pts
gap_size_pts bin 3 (21.94–58.22]	Gap down	Filled	60.510%	57.749%	471	+2.76 pts
gap_size_pts bin 3 (21.94–58.22]	Gap down	Not filled	39.490%	42.251%	471	-2.76 pts
gap_size_pts bin 4 (58.22–1063.70]	Gap up	Filled	43.471%	41.581%	582	+1.89 pts
gap_size_pts bin 4 (58.22–1063.70]	Gap up	Not filled	56.529%	58.419%	582	-1.89 pts
gap_size_pts bin 4 (58.22–1063.70]	Gap down	Filled	42.540%	44.758%	496	-2.22 pts
gap_size_pts bin 4 (58.22–1063.70]	Gap down	Not filled	57.460%	55.242%	496	+2.22 pts

Size bucket4 groupsgap_size_pct bin 1 (-0.00–0.16] – gap_size_pct bin 4 (0.67–6.54]

Group	Condition	Outcome	Probability	Baseline	N	Edge
gap_size_pct bin 1 (-0.00–0.16]	Gap up	Filled	91.086%	92.382%	617	-1.30 pts
gap_size_pct bin 1 (-0.00–0.16]	Gap up	Not filled	8.914%	7.618%	617	+1.30 pts
gap_size_pct bin 1 (-0.00–0.16]	Gap down	Filled	92.408%	90.672%	461	+1.74 pts
gap_size_pct bin 1 (-0.00–0.16]	Gap down	Not filled	7.592%	9.328%	461	-1.74 pts
gap_size_pct bin 2 (0.16–0.34]	Gap up	Filled	72.320%	72.480%	625	-0.16 pts
gap_size_pct bin 2 (0.16–0.34]	Gap up	Not filled	27.680%	27.520%	625	+0.16 pts
gap_size_pct bin 2 (0.16–0.34]	Gap down	Filled	76.106%	75.885%	452	+0.22 pts
gap_size_pct bin 2 (0.16–0.34]	Gap down	Not filled	23.894%	24.115%	452	-0.22 pts
gap_size_pct bin 3 (0.34–0.67]	Gap up	Filled	53.110%	56.140%	627	-3.03 pts
gap_size_pct bin 3 (0.34–0.67]	Gap up	Not filled	46.890%	43.860%	627	+3.03 pts
gap_size_pct bin 3 (0.34–0.67]	Gap down	Filled	59.111%	54.889%	450	+4.22 pts
gap_size_pct bin 3 (0.34–0.67]	Gap down	Not filled	40.889%	45.111%	450	-4.22 pts
gap_size_pct bin 4 (0.67–6.54]	Gap up	Filled	32.522%	35.826%	575	-3.30 pts
gap_size_pct bin 4 (0.67–6.54]	Gap up	Not filled	67.478%	64.174%	575	+3.30 pts
gap_size_pct bin 4 (0.67–6.54]	Gap down	Filled	37.376%	33.598%	503	+3.78 pts
gap_size_pct bin 4 (0.67–6.54]	Gap down	Not filled	62.624%	66.402%	503	-3.78 pts