Monday, June 9, 2025
Balanced Day
25%confidence
Partial
Classification Scores
Balanced Day48.8%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep48.4%
Volatility Compression36.3%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Compressed
VIX
17.16
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6004.63
High
6021.31
Low
5994.18
Close
6005.88
VWAP
6006.50
Net Move
+0.02
Daily Range
27.1
pts
True Range
27.1
pts
ADR
63.1
ATR
71.4
Rel Volume
0.95
x avg
Expansion Ratio
0.43
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
-0.13
Liquidity Score
69.5
Mean Reversion
86.7
Outcome Notes
Session: Balanced Day — Did not materialize ✗ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.02% | Expansion: 0.43x ADR