There are actually two closes to monitor, the RTH close, and the Globex close. For ES, you might want to monitor the SPX close and whether it fills its gap.
You might want to show us your real trading journal, before you pipe up? I do not recall seeing it. Refresh my memory?
No offense, but the Globex close is the same as the RTH open, so don't see the need. I mean that's what gives you the gap, if there is any.
RTH ends at 4:15 PM Eastern. RTH opens at 9:30 AM Eastern If there's a gap, that is where it will be felt. Your broker should offer both Globex chart data and RTH. I doubt the OP was talking about a price gap between the Globex close and the Globex re-open an hour later. But maybe he was. ET has been very strange this evening.
Globex on the left, RTH on the right. Red line = close of the respective session, Blue line = open of the respective session.
If you know what's good for you ignore CME trading day close. There is a reason, a very good reason why the CME has a page for each symbol, specifically devoted to settlement (ES for example):- https://www.cmegroup.com/markets/equities/sp/e-mini-sandp500.settlements.html A yuuuuuuuge amount of institutional money is tied to it, and what really determines market direction each day. Sometimes settlement and close are the same or very close. Sometimes the spread is wide and on those days it pays to know that difference. Just sayin'
Some very good answers already. If the requirement is a complete fill, the chance of a gap fill on a gap up is 52 % and on gap down it's 55 % over the last 5 years. If the requirement is a partial fill (as often price may reverse just short of the actual closing price), the odds are better. In other words, not any predictive value on that basis alone. Often, a larger gap in one direction means continuation. No doubt an important level to plot, though. FWIW, I use the 4 PM close.