Wednesday, January 7, 2026
Trend Day
37%confidence
Correct
Classification Scores
Balanced Day
42.7%
Trend Day
54.0%
Expansion Day
0.0%
Short Covering Rally
0.0%
Liquidity Sweep
36.5%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Normal
VIX
15.38
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6945.07
High
6965.69
Low
6919.19
Close
6920.93
VWAP
6937.72
Net Move
-0.35
Daily Range
46.5
pts
True Range
46.5
pts
ADR
45.2
ATR
53.9
Rel Volume
1.18
x avg
Expansion Ratio
1.03
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
-0.10
Liquidity Score
37.9
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.35% | Expansion: 1.03x ADR