Thurber uses ellipses, which contain three dots or periods (. . . ), to mark where Mitty’s daydreams begin and end. This suggests there could be more to the daydream if Mitty were allowed to finish it. His daydreams end abruptly, as if they should be accompanied by a “to be continued” message.

Thurber also keeps fantasy and reality separate through the use of paragraph breaks. If you were to highlight the paragraphs, one color for real life and another for daydreams, you would see that the daydreams and real life take up distinct chunks of the text. Paragraphs describing Mitty’s real life alternate with paragraphs describing his fantasy life. This predictable rhythm helps guide the reader through the story, emphasizing the connection between Mitty’s daydreams and the world as it is.

Strangely, though, the rules that Thurber sets do not apply to the final paragraph and last daydream. The paragraph begins with a description of Mitty’s real life, as he is leaving the hotel and stopping at a drugstore. But as Mitty leans against the drugstore wall, an ellipsis appears mid-paragraph, signaling another daydream, rather than after a paragraph break. Additionally, the daydream does not trail off with an ellipsis. Instead, the daydream, paragraph, and story, all end with a definitive period. The other ellipses and paragraph breaks are intentional, so it seems likely that this is, too. The ellipsis mid-paragraph seems to suggest Mitty’s fantasies and reality are somehow merging or getting closer to each other, or perhaps that he is having difficulty differentiating the two. The period may have been used because this daydream does end quite suddenly, mirroring the hero’s death by firing squad. Ultimately, Thurber leaves interpretation up to the reader.