I don't record down every gap that's filled or unfilled. All I care about is that if my setup gets triggered on the same side with unfilled gap from overnight, the odds are with me and hence increasing probability of a winning trade.
What's the microstructure reasoning (or hypothesis) behind why gaps get filled? Why would gaps from days ago matter to institutions?
Oh, and just to contribute to this thread. Here are my three trades so far today: Buy 2 at 3447.5, sell at loss for 3443.25 Buy 2 at 3438.75, sell at loss for 3434.70 Buy 4 at 3418.50, sell for profit at 3424.50
That's quite the red bar on the daily. @Buy1Sell2 's bull flag took a beating today. It's been about a month since we last had a 83 point RTH range. The last time something similar happened we closed higher 67 % of the time the following day. I'm long 3314 with a stop @ 3394 overnight. Small size.