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# Gap fill
- URL: https://www.propfirmduel.com/strategies/gap-fill/
- Published: 2026-10-07T22:48:00.000Z
- Updated: 2026-10-08T02:59:49.000Z
- Description: When the market opens away from yesterday's close, small gaps often get filled as price drifts back to the prior close.
- Author: Prop Firm Duel
- Tags: Mean reversion strategies, #strategy, #school-mean-reversion, #level-intermediate, #Import 2026-10-07 22:49

TargetStopYesterday's closeGap fills

Example drawing, not live market data.

1Where's the level?

The previous session's closing price.

2What's the trigger?

Between 9:35 and 11:00 ET, after a gap of at least 1.5 ATR, a candle closes below the first 5-minute low (after a gap up) or above the first 5-minute high (after a gap down). Once a day.

3Where is it wrong?

Beyond the opening extreme.

4Where does it end?

The previous close.

Markets

Stocks, Index futures

Timeframes

1m to 5m

Sessions

New York open

Also called

opening gap fade

## What it means

When the market opens away from yesterday's close, small gaps often get filled as price drifts back to the prior close.

## How it is confirmed without repainting

The prior close is fixed. The opening extreme is final when the first 5 minutes close.

## When it fails

Large gaps on major news, which often keep running.