Hello, I, like a raving mad lunatic, am on an insane journey to find what causes the YM gaps to fill. Already i have found some clues.... but they are nothing that would warrant basing trades off. Now i know there is data out there with several gap ranges and the percentage of them filling based on the day of the week, etc. Thats not what im looking for. I want something real..... something raw that i can put my fingers on. This is what i have concluded so far: There is no indicator available that can aid in determining wether or not the gap will fill. By this i mean at the open of regular mkts ((9:30am). Indicators do help... but only after there is enough trading time for them to work properly. I am in search for something i can have in a spreadsheet....with statistical data that at the open will give me some numbers. Indicators are not the way. News can not be used. There is no way to classify wether news items are positive or negative, since YM can rally on good news or bad. Its all expectations.... something that can not be classified. All i have left is the statistical data of gap fills. To me that doesn't tell you much.... since you don't know what is behind any of it. I myself have already gone further than that in the fact that i have put together some data on how long it takes for a gap to fill depending on its size. I am also aware that morning volume... and premarket volume on key sectors and stocks also have some bearing... but only minor. What i need now...... what is driving me mad... is i need mkt conditions to go with that data!! And so i have started this thread. It is my hope that others looking for this data and who are serious, will post their thoughts here. Please only post if you have thoughts in this subject. I would like to exchange thoughts on this matter.... i am curious what others feel about this. PLEASE.... NO "don't TRY TO GUESS THE MOVE, JUST TRADE ON WHATS HAPPENING".....comments. For the last 10 months, YM has been gapping in the morning....and almost like clock work has filled the gap in the same day!! I am not looking for an easy answer.... just looking for something that is worth me using in my spreadsheets.... i will then have to go back, day by day, collecting that data and then using it in my calculations. I have spent long days and nights trying to have more reliable calculations..... want a solid foundation for my database. So fellow YM traders that play gaps.... any thoughts, issues, or clues will be appreciated.