Monday, April 21, 2025
Trend Day Bearish
86%confidence
Partial
Classification Scores
Balanced Day2.0%
Trend Day58.0%
Expansion Day5.3%
Short Covering Rally0.0%
Liquidity Sweep22.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Normal
VIX
33.82
ATM IV
—
Liquidity Regime
LOW
Dealer hedging withdrawing — negative GEX risk elevated
Structure Worked
Yes
Market Data
Open
5232.94
High
5232.94
Low
5101.63
Close
5158.20
VWAP
5181.43
Net Move
-1.43
Daily Range
131.3
pts
True Range
181.1
pts
ADR
197.9
ATR
227.1
Rel Volume
0.68
x avg
Expansion Ratio
0.66
Initial Balance Analysis
IB High
—
IB Low
—
IB Range
—
pts
IB Broken
No
Break Direction
—
IB Outcome
No IB data available
Outcome Assessment
GRADE
Partial
Accurate
No
Prediction Δ
0.98
Liquidity Score
17.6
Mean Reversion
24.7
Outcome Notes
Session: Trend Day — Did not materialize ✗ | Structure: Would have profited ✓ | No IB data available | Actual move: -1.43% | Expansion: 0.66x ADR