# Gap Fill

Also known as: partial fill, opening-gap statistics.
A Chart & Candlestick Patterns concept (Gap taxonomy) in the LuxAlgo Library, with 3 indicator implementations.

## What is a Gap Fill?

A gap fill is the return trip. After price gaps away from a prior reference, it later trades back through the untraded span until the gap is closed, conventionally when price touches the pre-gap reference (for an opening gap, the prior session's close). A partial fill covers only part of the span, and many traders track the gap's halfway point as an intermediate reference.

Fill behavior is the sorting mechanism of gap taxonomy. Gaps that fill quickly and quietly get classified after the fact as common gaps, while gaps that stay open as price runs are the signature of breakaway and continuation moves. Whether a given gap fills is not knowable in advance: fill frequency varies with gap size, direction, and market regime, and the folk rule that every gap eventually fills is not a law.

The idea long predates modern screeners. Japanese candlestick analysis calls gaps windows and describes the return trip as closing the window, with a rising window expected to act as support and a falling window as resistance until it is closed; Steve Nison's books carried that vocabulary into Western [candlestick patterns](https://www.luxalgo.com/library/concept/candlestick-patterns/) practice. Western floor lore contributed the magnet metaphor: an open gap sits on the chart as unfinished business that traders on both sides can see.

Mechanically, the span is empty on the charted session: little or no volume traded there, so prices inside it were never defended in regular hours, and traversals of the window are often quick once they begin, the air-pocket effect. The meaningful reactions happen at the edges, where real trading last occurred, and at the conventional halfway checkpoint. That geography is what makes fills tradable: the references are objective, visible in advance, and shared by everyone watching the same chart. The alias opening-gap statistics reflects the other reason the concept persists: fills are easy to define and count, so they are among the most-studied intraday tendencies, even though published fill rates vary with every definitional choice.

## How to identify a gap fill on a chart

A fill is defined by two references, the pre-gap price and the post-gap extreme; everything else is progress measurement between them.

1. Mark the span: for an opening gap, the prior session's close on one side and the new session's open on the other; for an intrabar window, the two adjacent candle extremes that failed to overlap.
2. Add the midpoint: half the span is the common checkpoint for partial fills, and stalls there are read as the gap side defending its territory.
3. Track re-entry: the fill attempt begins when price trades back inside the span; note whether progress is steady or the attempt stalls at the first sign of defense.
4. Confirm completion: a touch of the pre-gap reference closes the gap by the usual convention. Reaction bars there, such as a [hammer](https://www.luxalgo.com/library/concept/hammer/) or [pin bar](https://www.luxalgo.com/library/concept/pin-bar/) at a filled up-gap's origin, tell you whether the fill ended the move or the original trend is resuming.
5. Log failures too: a rejection at the gap's edge, such as a [two-bar reversal](https://www.luxalgo.com/library/concept/two-bar-reversal/) back in the gap's direction, is a failed fill attempt and counts as continuation evidence.

## How traders use it

- In gap-fade strategies: intraday traders fade opening gaps toward the prior close, using the full fill as the target and filtering by the gap's size relative to recent average range; large news-driven gaps are commonly excluded on the view that they trade more like breakaway gaps than common ones.
- As a magnet and target: an open gap above or below price provides an objective reference, so swing traders use the pre-gap close, or the gap midpoint for partial fills, as profit targets when price rotates back toward the span.
- As a strength read: a gap that refuses to fill on the first retracement attempt suggests initiative conviction behind the move, while an immediate full fill files the gap under noise and weakens any breakout thesis built on it.
- As a re-entry location: when a gap in the trend's direction finally fills, the pre-gap reference often coincides with prior structure, and reversal prints there, such as a [morning star](https://www.luxalgo.com/library/concept/morning-star/) or [engulfing bar](https://www.luxalgo.com/library/concept/engulfing-bar/), are used to rejoin the original move with defined risk.
- For stop placement: because the span is untraded, stops parked inside it sit in the path of fast traversals; traders anchor risk beyond the gap's edges or beyond the pre-gap reference instead.

## Gap fill vs related patterns

- **Hikkake** (https://www.luxalgo.com/library/concept/hikkake/): Both are failure patterns: a hikkake fades a failed inside-bar breakout, while a fill trade fades a gap that could not hold. In each case the fuel is other traders' trapped positions unwinding.
- **Two-bar Reversal** (https://www.luxalgo.com/library/concept/two-bar-reversal/): A two-bar reversal is a trigger, two candles that flip direction, while a gap fill is a destination, a defined target for such a turn. Fade traders often use the first as the entry signal and the second as the objective.
- **Wide-range Bar** (https://www.luxalgo.com/library/concept/wide-range-bar/): A wide-range bar's retracement crosses prices where volume actually traded, so it can find support inside the bar. A gap's span traded nothing, which is why fills tend to move quickly to the far edge once underway.

## FAQ

### Do all gaps eventually get filled?

No. The saying that every gap fills is a myth of averages: many small gaps fill within days, but breakaway gaps in strong trends can stay open for months or years, and some never fill within any tradable horizon. Treat a fill as one scenario whose likelihood depends on gap type, size, and context, not as an eventual certainty.

### What counts as filling a gap?

The common convention is a touch of the pre-gap reference price, usually the prior session's close for opening gaps or the pre-gap candle's extreme for intrabar windows. A partial fill covers only part of the span. Conventions differ across sources, so any gap-fill statistic depends entirely on the definition used to compute it.

### How often do opening gaps fill?

It depends on the definition, the market, and the period measured. Published counts range widely because gap, fill, and the measurement window are all conventions; broadly, small gaps in quiet conditions fill far more often than large news-driven gaps, and same-day fill rates fall as gap size grows. Any precise percentage describes one study's rules, not markets in general.

### What is a partial gap fill?

A retracement that enters the span but stops short of the pre-gap reference. The halfway point is the usual bookmark: a gap that gives back half its span and then resumes is read very differently from one that closes entirely, so many traders manage targets in two stages, midpoint first and full fill second.

### Is a gap fill bullish or bearish?

Neither by itself. Filling an up gap removes short-term evidence of demand but delivers price into the prior close, which often acted as support before the gap; what happens at that touch carries the information. The same logic mirrors for down gaps. The fill sets the stage, and the reaction bars decide the read.

### What does closing the window mean in candlestick analysis?

It is the Japanese term for a gap fill. A window is the gap itself: a rising window is expected to support pullbacks and a falling window to cap rallies, and once price closes the window that expectation is void. The vocabulary differs from Western gap taxonomy, but the price logic is the same.

### Do gap fills apply to intrabar gaps on higher timeframes?

Yes. Any two adjacent candles whose ranges fail to overlap leave a window, whether on a 5-minute or a weekly chart, and the logic transfers: mark the span's edges, watch the midpoint, and demand a reaction before assuming the touch matters. Higher-timeframe windows simply take longer to resolve and span wider prices.

## Implementations in the Library

- Gap Fill Breakouts (LuxAlgo): https://www.luxalgo.com/library/indicator/gap-fill-breakouts/
- Session Gap Fill (LuxAlgo): https://www.luxalgo.com/library/indicator/session-gap-fill/
- Rising & Falling Window Signals (LuxAlgo): https://www.luxalgo.com/library/indicator/rising-falling-window-signals/

## Related concepts

- Common Gap: https://www.luxalgo.com/library/concept/common-gap/
- Breakaway Gap: https://www.luxalgo.com/library/concept/breakaway-gap/
- Runaway Gap: https://www.luxalgo.com/library/concept/runaway-gap/
- Exhaustion Gap: https://www.luxalgo.com/library/concept/exhaustion-gap/
- Gap-and-go: https://www.luxalgo.com/library/concept/gap-and-go/
- Weekend Gap: https://www.luxalgo.com/library/concept/weekend-gap/

---

Source: https://www.luxalgo.com/library/concept/gap-fill/ (LuxAlgo Library, the encyclopedia of trading & technical analysis). Free to use with attribution: https://www.luxalgo.com/library/license/