Thursday, September 11, 2025
Trend Day
47%confidence
Correct
Classification Scores
Balanced Day
44.8%
Trend Day
73.5%
Expansion Day
0.0%
Short Covering Rally
57.5%
Liquidity Sweep
0.0%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Normal
VIX
14.71
ATM IV
—
Liquidity Regime
HIGH
Abundant dealer-supplied liquidity — positive GEX environment
Structure Worked
Yes
Market Data
Open
6554.41
High
6592.89
Low
6545.80
Close
6587.47
VWAP
6570.14
Net Move
+0.50
Daily Range
47.1
pts
True Range
60.9
pts
ADR
47.1
ATR
52.6
Rel Volume
1.17
x avg
Expansion Ratio
1.00
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
0.05
Liquidity Score
56.8
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.50% | Expansion: 1.00x ADR