Sunday Opening Gap

Category: market_structure, volatility

Identifies and visually marks the price difference between Friday's market close and Sunday's weekly opening price.

Formula

Gap = Sunday\_Open - Friday\_Close \text{ where } DayOfWeek(Sunday\_Open) = 1 \text{ and } DayOfWeek(Friday\_Close) = 6

See signal primitives and every published strategy that uses Sunday Opening Gap on WOBR StrategyVerse.