Tuesday, December 2, 2025
Liquidity Sweep
56%confidence
Correct
Classification Scores
Balanced Day46.3%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep65.6%
Volatility Compression33.8%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Compressed
VIX
16.59
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6830.96
High
6851.55
Low
6806.71
Close
6829.37
VWAP
6829.65
Net Move
-0.02
Daily Range
44.8
pts
True Range
44.8
pts
ADR
93.7
ATR
99.9
Rel Volume
0.91
x avg
Expansion Ratio
0.48
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
-0.23
Liquidity Score
69.8
Mean Reversion
93.3
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.02% | Expansion: 0.48x ADR