Wednesday, December 17, 2025
Trend Day Bearish
68%confidence
Partial
Classification Scores
Balanced Day0.0%
Trend Day75.6%
Expansion Day68.4%
Short Covering Rally0.0%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Expanding
VIX
17.62
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6802.88
High
6812.26
Low
6720.43
Close
6721.43
VWAP
6764.25
Net Move
-1.20
Daily Range
91.8
pts
True Range
91.8
pts
ADR
52.7
ATR
55.1
Rel Volume
1.10
x avg
Expansion Ratio
1.74
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
0.75
Liquidity Score
20.0
Mean Reversion
5.5
Outcome Notes
Session: Trend Day — Did not materialize ✗ | Structure: Would have profited ✓ | No IB data available | Actual move: -1.20% | Expansion: 1.74x ADR