MDLZ gap history: fill rates and follow-through

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$58.30+0.74% (+$0.43)XNAS · the security, not a token

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MDLZ 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 9, 2020, MDLZ has gapped 5 times; 2 gaps are still open.

Gaps up1median size 5.1%

Filled0%0 of 1 went back to the previous close

Time to fill—median; half-filled in 1

20 sessions later+18.5%median change, over 1 gaps

Gaps down4median size 6.5%

Filled75%3 of 4 went back to the previous close

Time to fill11 sessionsmedian; half-filled in 1.5

20 sessions later+11.9%median change, over 4 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 24, 2020	Up	5.1%	$41.93	Open	—	+18.5%
Mar 18, 2020	Down	7.1%	$48.82	Filled Mar 26, 2020	7	+17.8%
Mar 16, 2020	Down	8.9%	$50.92	Filled Mar 30, 2020	11	+17.4%
Mar 12, 2020	Down	5.9%	$52.34	Filled Apr 6, 2020	18	+6.3%
Mar 9, 2020	Down	5.6%	$55.66	Open	—	−1.0%

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 Mondelez International 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.

MDLZMondelez International

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Every gap