Homework #07 - Gap Statistics
How often does price gap up or down on the ES? And when it does, how often is that gap closed.
Gap Statistics Chart Definition Gap Statistics Plus Chart Definition (This chart also shows how many days the gap was recovered by 50%. It also requires the user to set C#2 to the number of days to lookback for gap. This number will most commonly be 1. If C#2 is set to 2, it will look for a gap from 2 days ago instead of previous day)