Monday, April 27, 2026
Short Covering Rally
41%confidence
Partial
Classification Scores
Balanced Day
32.5%
Trend Day
10.2%
Expansion Day
0.0%
Short Covering Rally
50.7%
Liquidity Sweep
0.0%
Vol Compression
16.8%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Compressed
VIX
18.02
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7152.72
High
7178.74
Low
7146.72
Close
7173.91
VWAP
7163.02
Net Move
+0.30
Daily Range
32.0
pts
True Range
32.0
pts
ADR
64.4
ATR
80.3
Rel Volume
0.95
x avg
Expansion Ratio
0.50
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
-0.30
Liquidity Score
77.4
Outcome Notes
Session: Short Covering Rally — Did not materialize ✗ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.30% | Expansion: 0.50x ADR