um, yeah, i know. although futures are trading almost continuously, so if you're not trading in size, u're not really dealing with gaps as you are with stocks.
but qqq isn't quite a single stock ... and i can't imagine that ndx futures weren't tracking qqq rather closely ... or vice versa, i suppose ...
but i guess my point is: there aren't any unfilled gaps on the indices. gaps down were all filled and mostly exceeded, and most within 1-2 days.
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