We are able to perceive complete shapes and relationships even if there are visual gaps. Our brains will group elements into objects we intuitively recognize.
©2007 IBM, Inc., www.ibm.com
In this screenshot from IBM.com, there are two clear examples of closure. The first is IBM's logo, which is made up of many horizontal bars but easily interpreted as three letters. The bars do not hold any special meaning to us, so our brains automatically group them into the strongest possible object, the word IBM. The second example is seen in the vertical lines that separate navigation links. Even though the bars are not as wide as the blue navigation bar, our minds complete the picture, and we see them pretty much as complete dividers. This is of course also helped by the spacing in between the links. In general, closure allows one to take some liberties with visual elements and means that merely suggesting a division between different elements is enough for users to clearly distinguish sections of a page.
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