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Gappers

Production

Ranks symbols by gap direction and GapZ (z-score of gap size vs. 200-day lookback). The biggest abnormal gaps move the most today.

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Opening range and gap trading

A disproportionate share of the day's price action is reaction to the overnight gap. The Gappers layout ranks symbols by gap direction and GapZ (z-score of gap size against a 200-day baseline), so the most abnormal gaps surface first. Pair it with Opening Movers to tie gap context to the first 30 minutes of trade.

Gappers

Ranks symbols by gap direction and GapZ (z-score of gap size vs. 200-day lookback). The biggest abnormal gaps move the most today.

Sequence of events
  1. A Gap Up occurs if today’s low is higher than yesterday’s high.
  2. A Gap Down occurs if today’s high is below yesterday’s low.
  3. The Gappers column tells you if the symbol has gapped up or down.
  4. GapZ is the z-score of the absolute gap size using a 200-day lookback.
  5. GapZ = 0 is an average gap. The higher the number, the more abnormal the gap.
Trigger
Any symbol that gapped today
Sort key
GapZ descending
Lookback
200 days for z-score
Use
First-hour watchlist shortlist

GapZ does not tell you the direction of the gap — the Gappers column does. Sort by GapZ to find the most abnormal gaps today, then cross-reference with HF Movers to see which followed through.

Gappers

Ranks symbols by gap direction and GapZ (z-score of gap size vs. 200-day lookback). The biggest abnormal gaps move the most today.

Sequence of events
  1. A Gap Up occurs if today’s low is higher than yesterday’s high.
  2. A Gap Down occurs if today’s high is below yesterday’s low.
  3. The Gappers column tells you if the symbol has gapped up or down.
  4. GapZ is the z-score of the absolute gap size using a 200-day lookback.
  5. GapZ = 0 is an average gap. The higher the number, the more abnormal the gap.
Trigger
Any symbol that gapped today
Sort key
GapZ descending
Lookback
200 days for z-score
Use
First-hour watchlist shortlist

GapZ does not tell you the direction of the gap — the Gappers column does. Sort by GapZ to find the most abnormal gaps today, then cross-reference with HF Movers to see which followed through.

Gappers layout with gap direction and GapZ ranking

Ranks symbols by gap direction and GapZ (z-score of gap size vs. 200-day lookback). The biggest abnormal gaps move the most today.

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