Wednesday, September 10, 2025
Balanced Day
41%confidence
Correct
Classification Scores
Balanced Day56.7%
Trend Day54.4%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep33.6%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Normal
VIX
15.35
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6550.29
High
6555.97
Low
6516.34
Close
6532.04
VWAP
6538.66
Net Move
-0.28
Daily Range
39.6
pts
True Range
43.4
pts
ADR
48.9
ATR
54.3
Rel Volume
1.15
x avg
Expansion Ratio
0.81
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
0.13
Liquidity Score
54.9
Mean Reversion
50.9
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.28% | Expansion: 0.81x ADR