BTW，just some historical data

In the history of SPX future (ES) since 2000, it has never had a gap down for more than 0.5% on daily basis, with only "one" exception

That expcetion was 9/11/2001, when market reopens after 9/11 attack, ES gapped down for about 1%.

So far, the gap down on ES is 0.76%, so we either will close most of this gap tonight, or making a new history tomorrow:)

所有跟帖： 

• 我记得去年4月就有gap down around 5% -QQQ2074- ♂ (0 bytes) () 04/12/2026 postreply 17:08:18

• Your memory is wrong -三心三意- ♂ (0 bytes) () 04/12/2026 postreply 17:08:46

• 可能的。而且我也不太清楚那个futures trading hours. -QQQ2074- ♂ (0 bytes) () 04/12/2026 postreply 17:09:45

• 去年 SPX cash 有很大的gap down, 但是future 没有 -三心三意- ♂ (0 bytes) () 04/12/2026 postreply 17:11:54

• 应该是的。QQQ开盘了， 604 -QQQ2074- ♂ (0 bytes) () 04/12/2026 postreply 17:14:12

• 1% down already -券海拾贝- ♀ (0 bytes) () 04/12/2026 postreply 17:33:53

• LOL, gap already shrank to 0.56% -三心三意- ♂ (0 bytes) () 04/12/2026 postreply 18:28:49

• 没准花街都见怪不怪了。早已预料到这个结果了。 -券海拾贝- ♀ (0 bytes) () 04/12/2026 postreply 18:39:18

• 这个不对，除非这个GAP DOWN和DAILY BASIS 有很奇怪定义 -bond_007- ♀ (409 bytes) () 04/12/2026 postreply 20:02:17

• gap 这么简单的concept 有什么可辩论的。 -三心三意- ♂ (0 bytes) () 04/12/2026 postreply 20:06:03

• 的确没啥好说也没啥指导意义 -bond_007- ♀ (0 bytes) () 04/12/2026 postreply 20:08:40

• GAP和trade down 是完全不同的概念。有什么意义？在ES 开盘跌过1%的情况下，99%的概率是会反弹到0。5% -三心三意- ♂ (0 bytes) () 04/12/2026 postreply 20:15:55

• 对去trade ES future 的交易员，就是25点的涨幅 -三心三意- ♂ (0 bytes) () 04/12/2026 postreply 20:16:56