Here is Dalton's definition of "unchanged". http://jamesdaltontrading.com/blog/glossary/ Unchanged: Is simply the close, or settle, for the prior pit session. It is an important day timeframe reference. In other words the close of the prior day/session. So if I take the statement "If gap filled and does not get to unchanged rally later" and change "unchanged" to yesterday's close, the statement makes no sense. If the gap gets filled by definition it reached yesterday's close. "If gap filled and does not get to yesterday's close rally later" Must be more to it with the shadow trading stuff. I give up. Enough time wasted.