In the last 10 days we had a sequence of 4 (four!!) consecutive upgaps and counting backwards from the last one, the 4th was filled on the 3rd trading day and the 3rd on the 4th. The first 2 are still unfilled. The first starting at 3360 SPX.
Edit: We have just pretty much filled the 2nd one at 3420 as I wrote this post.
I have open gaps @
3407
3349,25
on ES.
