AEE gap history: fill rates and follow-through

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$99.94+0.30% (+$0.30)XNYS · the security, not a token

Where the tokens are

AEE gap history: fill rates and follow-through — Tokenzo

A gap is a session that opened 5% or more away from the previous close. It “fills” when the price trades back to that close. Since Mar 12, 2020, AEE has gapped 3 times; 0 gaps are still open.

Gaps down3median size 7.4%

Filled100%3 of 3 went back to the previous close

Time to fill2 sessionsmedian; half-filled in 2

20 sessions later+7.4%median change, over 3 gaps

Every gap

newest first

Opening gaps of 5% or more, newest first.
Date	Direction	Gap	Previous close	Status	Sessions to fill	20 sessions later
Mar 18, 2020	Down	7.4%	$77.69	Filled Mar 19, 2020	2	+7.4%
Mar 16, 2020	Down	8.1%	$76.15	Filled Mar 17, 2020	2	+10.2%
Mar 12, 2020	Down	6.6%	$80.87	Filled Apr 9, 2020	21	+4.6%

Sessions are trading days. The change twenty sessions later is measured from the gap day’s open and is blank for gaps too recent to have one.

Figures describe Ameren shares, not any token. From split-adjusted daily bars. How this stock's gaps behaved in the past, not a prediction of how the next one will.

AEEAmeren

Where the tokens are

Every gap