Friday, June 20, 2025
Trend Day
64%confidence
Correct
Classification Scores
Balanced Day
4.6%
Trend Day
84.5%
Expansion Day
47.6%
Short Covering Rally
0.0%
Liquidity Sweep
14.8%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Normal
VIX
20.62
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
5999.67
High
6018.20
Low
5952.56
Close
5967.84
VWAP
5984.57
Net Move
-0.53
Daily Range
65.6
pts
True Range
65.6
pts
ADR
51.5
ATR
58.3
Rel Volume
1.49
x avg
Expansion Ratio
1.27
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
0.08
Liquidity Score
11.0
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.53% | Expansion: 1.27x ADR