Gap trading on NSE offers some of the most repeatable short-term setups, especially when you combine a gap fill screener NSE with volume and trend confirmation. Gaps occur when a stock opens above or below the previous day's range, creating an imbalance that often resolves. According to technical screening with RSI and MACD, gap fills are more reliable when momentum indicators align with the fill direction.

70%

Gap Fill Rate (Small Gaps)

1.5x

Volume Confirmation Threshold

Typical Gap Size for Fills

3 Days

Average Fill Time

Why Gap Fills Matter for NSE Traders

Gaps represent sudden shifts in supply and demand, often driven by news, earnings, or institutional activity. When a gap remains unfilled, it signals strong conviction; when it fills, it offers a defined risk-reward trade. A gap fill screener NSE helps you filter thousands of stocks to find those with the highest probability of filling. As covered in volume accumulation and institutional buying, gaps accompanied by high volume are more likely to fill quickly.

NSE's unique market structure, with pre-open auctions and circuit limits, creates specific gap behaviors. Stocks in the F&O segment tend to fill gaps faster due to higher liquidity. Tracking gap statistics across sectors can reveal broader market sentiment, as discussed in sector rotation with RRG.

📌 Key Insight
Gaps smaller than 2% on NSE fill within 3 days over 70% of the time when volume is below average and RSI is not overbought.

How to Screen for Gap Fills on NSE

Identify the Gap — Scan for stocks that opened at least 1% above yesterday's high (gap up) or below yesterday's low (gap down). Use the previous day's close and today's open to calculate gap size.

Check Volume — A gap on low volume is more likely to fill. Look for volume less than 1.5x the 20-day average on the gap day. High volume gaps often signal continuation.

Assess Trend Context — Gaps against the prevailing trend fill faster. If the stock is in a downtrend and gaps up, the fill probability increases. Use the 50-day EMA as a trend filter.

Confirm with RSI — RSI below 70 for gap ups and above 30 for gap downs suggests room for fill. Use the RSI Momentum Screener to filter stocks with extreme RSI readings.

Set Entry and Stop — Enter on the first sign of reversal (e.g., a bearish candle for gap ups) with a stop beyond the gap extreme. Target the gap fill level (previous day's close).

💡 Pro Tip
Focus on gaps that occur after a prolonged trend; these are more likely to fill as they represent exhaustion. Avoid gaps on earnings or major news unless volume confirms.

Key Indicators for Gap Fill Screening

Indicator	Threshold	Signal	Why It Matters
Gap Size	< 2%	✅ Bullish	Small gaps fill more frequently and quickly.
Volume Ratio	< 1.5x 20-day avg	✅ Bullish	Low volume gaps lack conviction and tend to fill.
RSI (14)	30-70	⚡ Watch	Avoid overbought/oversold extremes that may signal continuation.
Trend (50 EMA)	Against gap direction	❌ Bearish	Gaps against the trend are more likely to fill, but if trend is strong, avoid.

✅ Gap Fill Entry Checklist

✓Gap size is less than 2% of previous close

✓Volume on gap day is below 1.5x 20-day average

✓RSI is between 30 and 70 (not extreme)

✓Gap is against the 50-day EMA trend

✗Gap occurs on earnings or major news with high volume

⚠️ Common Mistake
Do not assume all gaps fill; gaps on strong volume and news can lead to continuation. Always use a stop-loss beyond the gap extreme.

Try It on QUANTSCASE

Use QUANTSCASE screeners to find gap fill candidates. Start with the RSI Momentum Screener to identify stocks with RSI in the fill-friendly zone, then apply volume filters.

RSI Momentum →

Filters stocks with RSI between 30 and 70 for gap fill setups.

OBV Divergence Buy →

Identifies volume divergence that may signal gap fill potential.

NR7 Compression →

Finds stocks in tight ranges before gap moves.

Find high-probability gap fill trades with RSI and volume filters.

Screen NSE Gap Fill Candidates Now

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This content is for educational purposes only and does not constitute financial advice.