Wednesday, April 1, 2026
Short Covering Rally
15%confidence
Partial
Classification Scores
Balanced Day66.1%
Trend Day23.5%
Expansion Day0.0%
Short Covering Rally68.2%
Liquidity Sweep46.7%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Elevated
VIX
24.54
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
6556.56
High
6609.67
Low
6554.29
Close
6575.32
VWAP
6573.96
Net Move
+0.29
Daily Range
55.4
pts
True Range
81.1
pts
ADR
88.2
ATR
108.0
Rel Volume
0.97
x avg
Expansion Ratio
0.63
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
-0.31
Liquidity Score
59.0
Mean Reversion
57.8
Outcome Notes
Session: Short Covering Rally — Did not materialize ✗ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.29% | Expansion: 0.63x ADR