Gap Analysis
Weekend Gap Risk Calculator
Enter Friday's close, Monday's open, and your instrument's Average Daily Range to size the weekend gap in price, percentage, and as a multiple of a normal day's range, then get a quick small/moderate/large gap-risk read for any position held over the weekend.
Gap size
···
Gap direction
···
Gap %
···
Gap as multiple of ADR
···
Gap risk read
···
Educational tool only, not financial advice. Weekend gaps reflect news and order flow that built up while markets were closed and cannot be traded around intraweek. Always confirm with your own strategy and risk management rules.
Built by Jason Parker, founder of Trading Ranges.