Whenever there is a gap down in the futures, by law they fill fairly quickly compared to the cash market. I will document any instances that took 10 or more trading days.
評論:
june 10 2016 - 10 days
評論:
june 29 2015 - 10 days
評論:
Sept 17 2001 - 30 days
評論:
I completed my research. I went back until Jan 1 2000 and found there were only 14 gaps that didn't fill by the futures close on Sunday.
Of those 14, 4 of those took 10 or more days to close.
Of those 14, 4 of those took 10 or more days to close.