I went back thru the spy history, looking for gaps on the daily chart (not intraday) that could be filled. I do believe that gaps tend to get filled when momentum gets going. -g-
The open gaps I found are: from 03-12(13)-03 between 81.10 / 81.53 from 04-28(29)-97 between 77.81 / 78.34 from 10-10(11)-02 low 77.07 from 11-04(05)-96 between 71.06 / 71.28 from 09-12(13)-96 between 67.73 / 68.13
The next minor gap is in the 45's but I didn't want to go there . .