Market statistics
SPY gap fill statistics
How often SPY closes its overnight gap during the same session, split by how large the gap was.
Recalculated 2026-09-25 from market data. No opinions, just counts.
Gaps filled same day
61%
1205 gaps over 5 years
Gap up filled
60.9%
670 sessions
Gap down filled
61.1%
535 sessions
By gap size
| Gap size | Sessions | Filled same day |
|---|---|---|
| 0.02% to 0.25% | 478 | 84% |
| 0.25% to 0.50% | 327 | 59% |
| 0.50% to 1.00% | 268 | 37% |
| over 1.00% | 132 | 31% |
A gap counts as filled when price trades back to the previous close during the same session. Larger gaps fill less often, which is the part most rules of thumb leave out. The direction of the gap barely matters here, which is itself worth knowing.
See this on your own chart
Opening Gap Tracker draws these levels and keeps the counts for whichever symbol you are looking at. It is free and public on TradingView.
Past behaviour is a description of what happened, not a forecast. These pages exist so a level can be judged against a count rather than a habit.