Wednesday, November 26, 2025
Short Covering Rally
37%confidence
Partial
Classification Scores
Balanced Day
24.3%
Trend Day
5.1%
Expansion Day
0.0%
Short Covering Rally
47.7%
Liquidity Sweep
29.4%
Vol Compression
17.3%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Compressed
VIX
17.19
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6793.55
High
6831.44
Low
6783.87
Close
6812.61
VWAP
6805.37
Net Move
+0.28
Daily Range
47.6
pts
True Range
65.6
pts
ADR
103.4
ATR
110.4
Rel Volume
0.83
x avg
Expansion Ratio
0.46
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
-0.32
Liquidity Score
64.7
Outcome Notes
Session: Short Covering Rally — Did not materialize ✗ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.28% | Expansion: 0.46x ADR