Gappers

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.

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.

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.