Tuesday, June 2, 2026
Balanced Day
57%confidence
Correct
Classification Scores
Balanced Day
70.6%
Trend Day
15.5%
Expansion Day
0.0%
Short Covering Rally
19.1%
Liquidity Sweep
29.6%
Vol Compression
17.3%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Normal
VIX
15.79
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7595.40
High
7620.90
Low
7582.99
Close
7609.78
VWAP
7602.27
Net Move
+0.19
Daily Range
37.9
pts
True Range
37.9
pts
ADR
57.4
ATR
64.0
Rel Volume
0.61
x avg
Expansion Ratio
0.66
Initial Balance Analysis
IB High
7602.24
IB Low
7582.99
IB Range
19.3
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (NaNx IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.04
Liquidity Score
40.1
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — 1.5x extension (0.97x IB range) | Actual move: +0.19% | Expansion: 0.66x ADR