నిఫ్టీ 50, నిఫ్టీ బ్యాంక్ మరియు సెన్సెక్స్ లోడ్ అవుతున్నాయి…
Completed-session research

Session Gap Research

Study adjusted opening gaps, same-session fills and open-to-close behavior. Missing and incompatible evidence stays unavailable.

Research Intelligence
Completed sessions studied.
How far the open must sit from the prior close to count.
What this page is for
What a gap and a fill mean here

A gap is the distance between a session's opening price and the previous session's close, as a percentage. Prices are adjusted, so a dividend or a split never masquerades as a gap.

A gap is filled when price traded back through that previous close during the same session — the session's high or low crossed it. Filling three days later does not count here, because a rule that allows unlimited time is a rule that always eventually fills.

What people use it for
  • Knowing how a listing opens. Some habitually give back their opening move; others open away and keep going.
  • Judging an open in progress. Whether today's 1.2% opening move is unusual for this listing or an ordinary morning.
  • Separating repricing from noise. Gaps that stayed open and ran are where the market re-rated something.
  • Testing a claim. "Gaps always fill" is checkable against this listing's own record, at a threshold you choose.
What the fill frequency is not

It is a count over a small sample, not a probability. A 68% rate on 22 gaps is 15 events — a handful of different sessions moves it several points, and the page withholds summary rates below five qualifying gaps for that reason.

Past fills say nothing about the next open. They also say nothing about what happened between the open and the fill, which is where the risk of acting on a fill rule actually lives.

What each number means
Comparable sessions — consecutive completed sessions where both sides had usable adjusted prices. Sessions with missing or incompatible evidence are excluded and counted separately rather than quietly dropped.
Minimum gap / Qualifying gaps — the threshold you set, and how many sessions opened at least that far from the prior close. Everything below it is shown in the table as below threshold and left out of the rates.
Historical fill frequency — of the qualifying gaps, the share that traded back through the prior close in the same session. A descriptive count of what happened, on this listing, over this window.
Average absolute gap — the typical opening distance regardless of direction. Compare it with your threshold: if it is well below, you are studying the tail of this listing's behaviour rather than its normal morning.
Average session return — the mean open-to-close move across comparable sessions — the drift that sits underneath every gap statistic on the page.
Open-to-close — per row, what the session did after the open. A filled gap with a large opposite open-to-close is a reversal; a filled gap that closed near the open merely touched the level.
Source — which venue's persisted daily bar each row came from. Rows are never blended across incompatible sources.
Optional intraday profile — opening range and VWAP for the latest session, and only when an authorized intraday display feed is enabled. When it is not, the panel says so — the daily gap evidence above is unaffected.
Enter an exact exchange listing to load persisted session evidence.

Historical gap-fill frequency is descriptive evidence, not a forecast, probability, signal, or recommendation.