Are you trying to read the primary resistance or the secondary resistance?
If dual output coils, measure from HT connection to HT connection without plug caps. A 20 K range setting should show something around 15K.
If you are measuring the primary it should be 5 ohms or less. Why would you even think a 20,000 ohm scale would be appropriate? That's kinda like trying to count the ants in the yard from space.
Maybe you should invest in an auto ranging meter?
Always check your meter by touching the probe tips together to confirm it is working, before trusting any reading it gives you. First test your meter, then test your unknown circuit. Imagine if it lies to you. What have you learned about your circuit or component your "testing"?
These days, I have about 15 meters with which to verify they are working against each other.