SYSTEM GFS

This is a Gap Fill System that is posted after RTH open at 9.30am and pre 9.50am EST (15 mins after RTH open).

It tells us whether there can be Opening Gap Fill or not.

The opening gap needs to be > 3 handles for it to trigger.

“GFS triggered” means Gap should fill same day.

“NO GFS means GAP SHOULD NOT FILL UNTIL 3pm EST. After that its crookshour which has no respect for anything and if the gap wants to fill, it can.

BORDERLINE GFS

This just evades the full criteria for SYSTEM GFS.

However the difference seems to be that it looks SU all day but the gap fill remains a magnet and it gets close to or fills late in the day, even as late as crookshour sometimes.

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