Thursday, June 12, 2025
Short Covering Rally
37%confidence
Correct
Classification Scores
Balanced Day38.2%
Trend Day66.0%
Expansion Day0.0%
Short Covering Rally68.7%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
18.02
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6009.90
High
6045.43
Low
6003.88
Close
6045.26
VWAP
6026.12
Net Move
+0.59
Daily Range
41.6
pts
True Range
41.6
pts
ADR
56.2
ATR
63.6
Rel Volume
0.94
x avg
Expansion Ratio
0.74
Initial Balance Analysis
IB High
—
IB Low
—
IB Range
—
pts
IB Broken
No
Break Direction
—
IB Outcome
No IB data available
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.01
Liquidity Score
59.1
Mean Reversion
27.3
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.59% | Expansion: 0.74x ADR