RTH gap · untraded prices

RTH Opening Gap

The regular session closes at one price and reopens at another. Nothing traded in between, and that band of untraded prices behaves like every other imbalance — with a midpoint that matters more than its edges.

CLOSE OPEN LEVELS RETEST
Regular session opens above the close

Why it exists at all — The regular session has a start and an end, and price keeps moving in between. The difference between the settlement and the reopen is a real, untraded range.

What to mark — High, low and the midpoint. The 50% is where a return most often stalls, and it is the part of the gap most charts never have drawn on them.

What it is not — It is not the same as the overnight gap on a stock. This one is a session boundary inside a market that never really stopped — which is exactly why the untraded band means something.