Toll,
Gap Size v Percent Filled (BHP)
Only did this for gap up as I don't think there is enough data on a end of day basis to make it worthwhile. We Probably would get more interesting information from using intra-day data.
I have broken the gaps size into 0.1 increments so read the xaxis as 0-0.1,0.1-0.2 etc
moolamanic's - holdin' 'n' grinnin' - tuesday, page-98
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