S&P 500 E-mini FuturesUpdated Gap Law
Whenever there is a gap down in the futures, by law they fill fairly quickly compared to the cash market. I will document any instances that took 10 or more trading days.
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june 10 2016 - 10 days
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june 29 2015 - 10 days
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Sept 17 2001 - 30 days
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I completed my research. I went back until Jan 1 2000 and found there were only 14 gaps that didn't fill by the futures close on Sunday. Of those 14, 4 of those took 10 or more days to close.
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Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.