Friday, September 19, 2025
Trend Day
33%confidence
Partial
Classification Scores
Balanced Day
32.8%
Trend Day
58.6%
Expansion Day
5.5%
Short Covering Rally
27.0%
Liquidity Sweep
44.4%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Normal
VIX
15.45
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6647.11
High
6671.82
Low
6630.31
Close
6664.36
VWAP
6653.40
Net Move
+0.26
Daily Range
41.5
pts
True Range
41.5
pts
ADR
44.0
ATR
51.4
Rel Volume
1.82
x avg
Expansion Ratio
0.94
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
-0.19
Liquidity Score
26.8
Outcome Notes
Session: Trend Day — Did not materialize ✗ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.26% | Expansion: 0.94x ADR