The RTH Gap Fill Model looks at what happens when NQ opens at 9:30am away from where it closed the day before basically, did the overnight session leave a gap, and does price usually come back and close it during the day session. Every gap gets sized as a percentage of price (not raw points, since NQ's price has grown 15x since 2008 and a fixed point gap means something totally different now than it did back then), and split into small/medium/huge buckets so you're comparing like-for-like across the whole 18-year history.