At many exchanges the opening price is set using an auction which takes place pre-opening (see here for example). During the auction you are allowed to place orders according to certain rules (you might for example be prevented to cancel any order you have made).
Do you know of any established models or "rule of thumb" for predicting at what order volume you would move the opening price?
If you place an order larger than the current bid/ask volume you would probably move the opening price, but the problem is made harder (I think at least!) since there are also hidden order volumes.