At the 09:30 ET open each weekday, every symbol in the universe is evaluated against its prior regular session:
▲ GAP UP when open > prior day HIGH
▼ GAP DOWN when open < prior day LOW
Gap magnitude is measured from the breached level:
up% = (open − priorHigh) / priorHigh
down% = (open − priorLow) / priorLow
Prior High / Low use the regular session only (pre/post-market excluded). The scanner skips weekends and U.S. market holidays automatically via a built-in NYSE calendar.
Today's open is the official 09:30 print when your data plan delivers it. On a delayed plan (or in the first minutes after the bell), the official open may not be in yet — the scanner then uses the latest live price as a provisional open and flags it, switching to the real print once it arrives. Real-time feeds (e.g. Alpaca IEX) show opens immediately but are sourced from a single exchange, so levels can differ slightly from the full consolidated tape.