Tuesday, November 18, 2025
Liquidity Sweep LowNo reversal
35%confidence
Partial
Classification Scores
Balanced Day36.7%
Trend Day47.0%
Expansion Day8.1%
Short Covering Rally0.0%
Liquidity Sweep54.9%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
24.69
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
No
Market Data
Open
6641.19
High
6666.63
Low
6574.32
Close
6617.32
VWAP
6624.86
Net Move
-0.36
Daily Range
92.3
pts
True Range
98.1
pts
ADR
76.3
ATR
83.9
Rel Volume
0.90
x avg
Expansion Ratio
1.21
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
Yes
Prediction Δ
0.11
Liquidity Score
34.3
Mean Reversion
55.2
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would not have profited ✗ | No IB data available | Actual move: -0.36% | Expansion: 1.21x ADR