I have not, jm99. My data is still shallow to have any statistical significance, about a year's worth. Other gap experts do not see any significant relationship either, for what it is worth. Gap guys I know avoid days such as today altogether specifically because they disrupt the validity of the gap.
I as well find it very hard to come up with an effective way to incorporate any fundamentals (economic reports) into the gap play. The closest I have come--and it has worked for me a couple of times--is to put a limit very far from the normal price range. If the market influence of the release is such that price will penetrate this unlikely level, it is likely it does so on a candle's tail. As soon as it does so, it is very likely to retract. I have been filled like this a handful of times. The flip coin is that, short of such an influential release, you may end up sitting out an otherwise smooth regular setup.
Otherwise, releases may be used to piggyback on ongoing gap behavior--if, and only if, there are no other major factors disrupting the gap. 8:30am is such a moment, where releases often cause a gap soar of 3 to five points with no follow-through to speak of, which means that even if gap does not close completely, you have a 3 to 5 point fading opportunity. And honestly, that is all I would want out of a gap setup anyway.
Long answer to a short question, sorry.
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