MNS Chart, page-930

Gaps are created on daily charts and occur from one day to the next - if you are trading on hourly charts or 5 min charts then yes there will be gaps intraday but really this is the realm of day trading - I trade the SPI index using 5min bar charts - every bar represents the price action over a 5 minute time frame

So to answer your question not every price point has to be to create a gap free single day bar hypothetically a stock could open at $1 and next trade $2 and if that is the close price the daily bay will be a solid bar from $1 to $2