Gap Fill Level Indicator: Formula, Settings and How to Read It

Gap Fill Level draws the previous session's close for as long as price has not come back to touch it. Once a bar of the current session trades at that price the level is removed rather than ended, so the chart shows only gaps that are still open.

Senzoukria · Indicators · Updated September 2026

Gap Fill Level ships with the Senzoukria desktop app, in the Profiles & levels group of the indicator catalogue. It is drawn on the price chart.

What Gap Fill Level measures

The reference is the closing price of the previous session, sessions being split at the 17:00 CT anchor. From the start of the session onward, any bar whose low is at or below the price and whose high is at or above it counts as a touch — inclusive, with no tolerance — and the level is then not drawn at all. While it survives it runs from the beginning of the session to the right edge of the chart, since it stays active as long as it is unfilled. Most sessions display nothing, because the open usually sits close to the previous close and touches it within the first bars; what remains on screen is the gap.

The formula, as implemented

This is not a description of how the indicator is usually defined elsewhere — it is what the shipped code computes, documented next to the implementation:

Gap Fill Level — le close de la session PRÉCÉDENTE, tant que le prix n'est jamais revenu le toucher. C'est l'aimant du gap d'ouverture : la séance a ouvert ailleurs, et ce prix reste un objectif tant qu'il n'est pas comblé. RÈGLE DE RETRAIT (identique à `naked-poc`, et volontairement) : le niveau n'est pas « tronqué » à la touche, il DISPARAÎT. Dès qu'une barre postérieure au début de la session vérifie low ≤ prix ≤ high (touche INCLUSIVE, sans tolérance), le niveau n'est PAS émis du tout. Conséquence assumée : le tracé ne montre que les gaps ENCORE ouverts, jamais l'histoire de ceux qui ont été comblés — un niveau mort ne mérite pas un pixel, et l'afficher avec une borne droite laisserait croire à un support passé. Corollaire : la plupart des sessions n'émettent rien (l'ouverture colle presque toujours au close de la veille et le touche dans les premières barres) — c'est le comportement voulu, ce qui reste EST le gap. Le niveau court du début de la session au bord droit (to: null) : il est actif tant qu'il vit. Première session chargée → rien (pas de précédente à inventer).

How to read it

  • A visible line means the session has not yet traded at the previous close, and the distance to it is the size of the unfilled gap.
  • The level vanishing between two bars is the fill itself; there is no separate marker for the event.
  • A gap surviving most of a session shows the market holding away from the previous close for that whole period, which does not imply it must return.
  • With several sessions in view only still-open gaps are drawn, so an empty chart means every previous close has been revisited.
  • When you need the close itself rather than the live gap, use Prior Session H/L/C, which keeps the level drawn whether it was touched or not.

What it does not show

The indicator draws the level and does not report the gap as a number or judge whether it matters. A single tick through the price removes it, even when that touch came from one thin print rather than from two-sided trade. The reference also depends on the previous session being complete: bars missing at its end change the close the level is built on. And the first session on the chart produces nothing, there being no preceding close to read.

Using it in Senzoukria

Add it from the Indicators panel of any footprint chart or candle chart. It runs on futures data from Rithmic or Databento and on crypto pairs from Binance and Bybit, on the same engine — the calculation does not change with the venue, only the data feeding it does. Market data subscriptions are billed by the provider, separately from the app.

See the full indicator library, or start with the order flow guide if you are new to reading aggression, delta and absorption.

Frequently asked questions

What is a gap fill level?
It is the price left behind when a session opens away from the previous session's close, kept on the chart as a reference while trade has not returned to it. Here the level is that previous close, and it is removed as soon as a bar of the current session trades at the price.
Why did my gap fill level disappear?
Because the gap was filled. One bar whose range contains the price, low at or below and high at or above with no tolerance, removes the level entirely instead of stopping it at that point. The chart is meant to show only gaps that are still open.
Do most sessions show a gap fill level?
No, and that is the intended behaviour. Sessions usually open near the previous close and touch it within the first bars, which removes the level immediately. The sessions that keep a line are those where trade stayed away from the previous close, and the indicator makes no claim about whether such gaps eventually fill.

Keep reading

Strategy researchTest a trading strategy, from observation to challenge rulesDefine an observation, question it with the copilot, write a rule and explore costs, drawdown and fictional challenge limits in an interactive example.Quant · Start hereQuant trading for beginners: from idea to backtestDefine a testable rule, choose suitable data and evaluate later periods after costs.Order flow · HubOrder flow trading: the complete guideThe hub. What order flow is, what it shows — aggression, delta, imbalance, absorption, liquidity — and the tools that read it, each linked to a full guide.