http://stockcharts.com/education/GlossaryG.html

There is an old saying that the market abhors a vacuum and all gaps will eventually be filled.

http://www.stockcharts.com/education/ChartAnalysis/GapsandGapAnalysis.html

I play stocks on gaps. A very high percentage get filled (gap downs can average about 3-4 months to get filled for example). One example of a gap that doesn`t fill is usually related to a company being bought out. The consensus I`ve found is that if a gap doesn`t fill, an attempt is at least made. Nothing says a gap has to be filled, but as I said before, a very high percentage do.