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September 20th Gap in the $SPX: https://twitter.com/Optuma/status/1440999242319945731?s=20
This script can be used to show if there was a gap greater than 0.5% from the low on Friday 17th:
//Set Gap Low Date;
LowDate = BARDATE()==STRDATE(DATE=2021-09-17);
//Set Gap High Date;
GapDate = BARDATE()==STRDATE(DATE=2021-09-20);
//Get High / Low values for those days;
FriLow = VALUEWHEN(LOW(),LowDate);
MonHi = VALUEWHEN(HIGH(),GapDate);
//Was there a 0.5% gap down?
MonHi < FriLow * 0.995
To find if the gap has been filled add this to the last line:
and HIGHESTHIGH(RANGE=Range, RANGESTART=2021-09-20) > FriLow
As of Thursday 23rd, 128 of the 150 gaps had been closed.
- This reply was modified 3 weeks ago by Darren.