Wednesday, January 14, 2026
Liquidity Sweep
56%confidence
Correct
Classification Scores
Balanced Day
35.1%
Trend Day
33.7%
Expansion Day
11.6%
Short Covering Rally
0.0%
Liquidity Sweep
66.5%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Normal
VIX
16.75
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6937.41
High
6941.30
Low
6885.74
Close
6926.60
VWAP
6922.76
Net Move
-0.16
Daily Range
55.6
pts
True Range
78.0
pts
ADR
42.1
ATR
45.3
Rel Volume
1.30
x avg
Expansion Ratio
1.32
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
-0.09
Liquidity Score
37.2
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.16% | Expansion: 1.32x ADR