This is in Bringhurst. To quote from the other posting’s citation, since nobody else seems to think this is a duplicate but me, I point out that in his highly recommended Elements of Typographical Style, Robert Bringhurst writes on page 82 of version 3.2 of that book:
Most digital fonts now include, among other things, a prefabricated ellipsis (a row of three baseline dots). Many typographers nevertheless prefer to make their own. Some prefer to set the three dots ﬂush … with a normal word space before and after. Others prefer . . . to add thin spaces between the dots. Thick spaces (ᴍ/3) are prescribed by the Chicago Manual of Style, but these are another Victorian eccentricity. In most contexts, the Chicago ellipsis is much too wide.
Flush-set ellipses work well with some fonts and faces but not with all. At small text sizes – in 8 pt footnotes, for example – it is generally better to add space (as much as ᴍ/5) between the dots. Extra space may also look best in the midst of light, open letterforms, such as Baskerville, and less space in the company of a dark font, just as Trajanus, or when setting in bold face.
[. . .]
In English (but usually not in French), when the ellipsis occurs at the end of a sentence, a fourth dot, the period, is added and the space at the beginning of the ellipsis disappears. . . . When the ellipsis combines with a comma, exclamation mark, or question mark, the same typographical principle applies. Otherwise, a word space is required fore and aft. The ellipsis is a graphic word.
That means that it should be four dots at the end and without a space before the first, but three dots in the middle and with a space, and they are usually spaced out between each.
The first should be written with a dash instead:
- I will have to go to the store — and stay there.
The ellipsis has become stigmatized in recent years, as txkspkng kiddos have taken to using a slightly mangled version of the ellipsis in lieu of any and all other possible punctuation, whether commas or periods, dashes or parentheses, question marks or quotation marks.