Short Term Trading Weekend Lounge: 22 - 24 July, page-449

Guys pro real time doesn't show Chi-x trades hence why there is a gap. If you have a look at a platform like Etrade that shows Chi-x you will see there is no gap. Also @952i  to add to your gap discussion, continuation gaps also must occur on high/above average volume and must not also be filled.  Exhaustion gaps do occur at top of trend on high volume, but in example a bullish trend they don't always have to be gap ups, they also can occur as gap downs.