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Measurement · NQ · 4,777 gap days · measured Sep 14, 2026

Does NQ fill the gap?

NQ, one-minute bars, 2008-01-02 to 2026-08-14. The gap is the 9:30 open against yesterday's 4:00 close. A quarter of the way back toward the close by 3:59 is the widely quoted "gap fill" stat; beside it, the same distance away from the close, the whole gap each way, the 5:00 close as the reference instead, and a price picked at random from yesterday's session. Gap ups and gap downs apart.

What the file says

The stat is real, and it is the first minute, not the gap. A quarter of the gap was filled on 85.5% of gap ups and 89.2% of gap downs. A quarter of the gap in the other direction, on the same days, 87.0% and 88.2%. A random price from yesterday's session was retraced a quarter of the way on 82.0% and 87.9%. The median gap is 18.00 points, so the quarter sits 4.50 points from the open, and the 9:30 bar alone has a median range of 6.50: 43.0% of the fills happened inside that one bar, 66.5% by 9:34. The whole gap, the number a reader hears in "gap fill": filled 60.7% and 64.7%, the same distance the other way 58.6% and 61.4%.

4,777gap days, 2008 to 2026
85.5% / 89.2%a quarter of the gap filled, gap up / gap down
87.0% / 88.2%a quarter of the gap the other way
60.7% / 64.7%the whole gap filled
58.6% / 61.4%the whole gap the other way
18.00 ptsmedian gap; the 9:30 bar's median range 6.50
Test your version, freeOn the form, $49Trade it with a stop, a target and a clock? Say which, in a sentence. The first run is free and read back to you line by line before it runs; the form runs it tonight for $49. Published either way.

Every gap day, three references

Toward the close and away from it, a quarter of the gap and the whole gap. The white rows are the 4:00 close, the one the question is asked about.

referencegapdaysa quarter backa quarter awaythe whole gap backthe whole gap away
yesterday's 4:00 closeup2,6752,286 · 85.5%2,326 · 87.0%1,623 · 60.7%1,568 · 58.6%
yesterday's 4:00 closedown2,1021,874 · 89.2%1,853 · 88.2%1,361 · 64.7%1,291 · 61.4%
yesterday's 5:00 closeup2,6522,286 · 86.2%2,333 · 88.0%1,659 · 62.6%1,599 · 60.3%
yesterday's 5:00 closedown2,1211,906 · 89.9%1,879 · 88.6%1,395 · 65.8%1,322 · 62.3%
a random price from yesterday's sessionup2,6822,199 · 82.0%2,226 · 83.0%1,382 · 51.5%1,326 · 49.4%
a random price from yesterday's sessiondown2,0971,843 · 87.9%1,793 · 85.5%1,149 · 54.8%1,112 · 53.0%

Of the 4,160 days that came a quarter of the way back, 1,788 (43.0%) did it inside the 9:30 bar, 2,765 (66.5%) by 9:34 and 3,642 (87.5%) by 9:59; the median first touch was 9:31. By year, a quarter back on gap ups ran from 80.8% (2021) to 90.8% (2008), on gap downs from 82.9% (2025) to 97.9% (2020); no year of nineteen is below 80% on either side.

The same, on the last five years only

2021-09-10 to 2026-08-14: the window a shared version of this stat was cut on.

referencegapdaysa quarter backa quarter awaythe whole gap backthe whole gap away
yesterday's 4:00 closeup688595 · 86.5%594 · 86.3%409 · 59.4%381 · 55.4%
yesterday's 4:00 closedown580503 · 86.7%504 · 86.9%353 · 60.9%344 · 59.3%
yesterday's 5:00 closeup684590 · 86.3%594 · 86.8%406 · 59.4%390 · 57.0%
yesterday's 5:00 closedown587512 · 87.2%516 · 87.9%367 · 62.5%350 · 59.6%
a random price from yesterday's sessionup710574 · 80.8%588 · 82.8%366 · 51.5%350 · 49.3%
a random price from yesterday's sessiondown560488 · 87.1%469 · 83.8%295 · 52.7%292 · 52.1%

By year, a quarter of the gap back

yeargap upsa quarter backsharegap downsa quarter backshare
200813111990.8%12510785.6%
200913811986.2%1169985.3%
201014612484.9%11110191.0%
201112410483.9%12911186.0%
201214312788.8%11110090.1%
201315713082.8%999494.9%
201415112784.1%1069892.5%
201514112387.2%11410793.9%
201613811784.8%12010890.0%
201715513385.8%1029290.2%
201814612585.6%11110191.0%
201915312883.7%1059085.7%
202016213684.0%979597.9%
202115112280.8%1069589.6%
202211510288.7%14111783.0%
202313411585.8%12311089.4%
202415113086.1%1089588.0%
202515213186.2%1058782.9%
2026877485.1%736791.8%

What it does not say, and how it was done

What this does not measure. Any trade: a quarter of the gap being touched says nothing about a fill at the open, a stop, or a cost, and on the median day the level is inside the first minute's range. Roll days are in: the file is unadjusted continuous, so four days a year carry the contract spread inside the gap; they were not removed because the shared version did not say it removed them, and the numbers reproduce with them in. Set aside and counted: 23, 27 and 21 zero gaps on the three references. The five-year window a shared version of this stat was cut on, 2021-09-10 to 2026-08-14, is the second table, where a quarter back reads 86.5% and 86.7% against the 87% and 87% that were quoted.

How it was measured. The measurement, its references and eight predictions were written down before it ran (SETUP 06, September 14, 2026; seven of the eight held). Script nq_gap_fill-2026-09-14.py v0.1 on the one-minute NQ file: 6,180,656 lines, 4,801 dates with a session, 4,800 measured, 2008-01-02 to 2026-08-14. The random draw is one close from yesterday's session a day, seed 3. The script's own print is the record for this page, nq_gap_fill.txt; every number here is read from it.

Raw market data: FirstRate Data (firstratedata.com). A measurement on a file, not advice.