Friday, November 21, 2025
Trend Day
44%confidence
Correct
Classification Scores
Balanced Day
3.8%
Trend Day
72.6%
Expansion Day
48.0%
Short Covering Rally
58.4%
Liquidity Sweep
26.7%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Normal
VIX
23.43
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6555.77
High
6660.05
Low
6521.92
Close
6602.99
VWAP
6585.18
Net Move
+0.72
Daily Range
138.1
pts
True Range
138.1
pts
ADR
92.2
ATR
99.5
Rel Volume
1.08
x avg
Expansion Ratio
1.50
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
0.27
Liquidity Score
26.5
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.72% | Expansion: 1.50x ADR