ES1! - NYSE RTH - 26 YEARS OF PRICE ACTION RESEARCH
Opening Gap Close Rate Dashboard
RTH DATA: 04-01-2000 to 29-04-2026 - 6,570 SESSIONS - SOURCE: TRADINGVIEW DAILY (09:30 ET)UPDATE DATA
Applies equally to MES1! - same underlying instrument
All Gaps
64.6%
4,247 of 6,570 sessions closed
Gap Up
63.3%
2,224 of 3,512 sessions closed
Gap Down
66.2%
2,023 of 3,058 sessions closed
// Gap Close Probability
Today's gap size (points, to nearest 0.25)
Direction
Auto-selects tightest tolerance giving
50+ weighted sessions for reliability.
Time decay applied: recent sessions
weighted more heavily than older data.
Click the icon for a 4-point walkthrough.
Enter a gap size and direction to see the probability
// Prev Low / High Test %
Distance to prev session extreme (points)
Scenario
When today's RTH open is beyond yesterday's session extreme, enter the distance to that level.
BELOW LOW — open under prev low ABOVE HIGH — open above prev high
Click the icon for a 4-point walkthrough.
Enter a distance and scenario to see the probability
// Historical Reference Table (Raw Counts)
Gap Size
Sessions
Closed
All Dirs
Gap Up
Gap Down
Probability Walkthrough
Esc or click outside to close
How To Use This Calculator
The Headline %
Time-weighted probability that the gap closes within the same RTH session. Based on 26 years of ES1! data.
Confidence Band
Wilson Score Interval at 90% confidence. The true probability almost certainly sits within this range. Wider band = less certain. Only factor the gap into your bias when the lower bound clears 55%.
Reliability Indicator
GREEN = 100+ weighted sessions (high confidence) YELLOW = 50-99 (good) ORANGE = 20-49 (indicative only) RED = under 20 (insufficient data)
The Walkthrough Button
Click the icon next to the result percentage for a 4-point walkthrough: Verdict, Session Bias, Recent Trend, and the Einstein one-liner.
Auto Tolerance
The system finds the tightest match window that still gives a reliable sample. It always tells you what tolerance was used so you know exactly what you are looking at.
Esc or click outside to close
How To Use This Calculator
What It Measures
When today's RTH open is beyond yesterday's session extreme (below the low, or above the high), this gives the historical probability that price reaches that level at some point during today's session.
Distance Input
Enter the distance from today's open to the previous session extreme you are targeting. For example: if yesterday's RTH low was 5,500 and today opens at 5,480, enter 20.
Scenario Toggle
Open Below Prev Low — today's open is under yesterday's low. Will price rally back up to test it?
Open Above Prev High — today's open is above yesterday's high. Will price pull back to test it?
Confidence Band & Reliability
Same system as the gap calculator. Wilson 90% CI. GREEN = 100+ sessions, YELLOW = 50–99, ORANGE = 30–49. Only sessions where the open was on the correct side are included.
The Walkthrough Button
Once a result is showing, click the icon next to the % for a 4-point walkthrough: Verdict, Session Bias, Recent Trend, and the Einstein one-liner.
Note on Headline Cards
The headline cards (Open Below Prev Low / Open Above Prev High) show overall rates across all distances. Run the Updater with any CSV to populate these — the current dataset pre-dates the new fields.