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本帖最后由 silicon_beaver 于 2012-4-25 22:21 编辑
SPY gap-down 1.4 pts. on 4/23/2012. I was wondering how soon the gap to be filled up.
Using yahoo finance SPY data, I calculated it. If only use data since 08/08/2011 (when SP500 down-graded USA), then usually took 2 ~ 4 days to fill up a gap of SPY 1.4 pts or greater gap-down, except 09/19/2011, 10/31/2012, 11/9/2012.
For reference, below it's also listed all historical events with SPY gap-down greater than 1.4 pts and market performance in following five days. (911, the gap down occurred on 09/15/2000 took 1526 days to fill up. That’s about five years, kind of unbelievable long.)
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