@SILVERSINGULARITY , is that chart include AH? On the regular hour SPY chart, I see two gap, there is one toady didn't get filled... Last Friday we close at 216.36 and today, we didn't close that one, so is the one at 218.55 10/3/16
Good question, I know what you are talking about I was talking about that chart, if you take the chart of the s&p only with trading session prices you'll see a lot more gaps I agree. I think they are less significant. Maybe this chart also includes Europe session, I don't know. But I decided to take in consideration only this one for SPY and combine it with futures
There's only one gap (in my definition) that is present on both of these charts and is still open @ about 1860 10/3/16