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Weekly Opening Gap

Weekend gap fill rates, direction, and timing

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Weekly Opening Gap — Strategy Guide

Weekend Gap Analysis

The weekly opening gap is the difference between Friday's close and Sunday/Monday's open. Gaps represent overnight sentiment shifts and create immediate trading opportunities at the start of the week.

Key Metrics

Fill Rate — Percentage of gaps that get filled (price returns to Friday close). Small gaps fill ~70-80% of the time; large gaps fill less often.

Time to Fill — How long it takes to fill the gap. Most fills happen within the first 2-3 hours of Monday RTH.

Gap Size Impact — Larger gaps (>1 ATR) are less likely to fill and more likely to signal continuation.

Trading Strategy

Small gaps (<0.5 ATR): Fade the gap — trade toward Friday's close. These fill most of the time.

Large gaps (>1 ATR): Wait for confirmation. If the gap holds after the first 30 minutes, consider trading in the gap direction as a continuation.

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Using the Weekly Opening Gap Report

Pro Tip

Check whether Sunday night futures already partially filled the gap before Monday RTH opens. If overnight has already retraced 50%+ of the gap, the remaining gap fill probability increases.

Previous Day Range

Session Range by Weekday