Wednesday, June 3, 2026
Trend Day
77%confidence
Correct
Classification Scores
Balanced Day
14.5%
Trend Day
70.1%
Expansion Day
0.0%
Short Covering Rally
0.0%
Liquidity Sweep
0.0%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Normal
VIX
16.05
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7605.31
High
7605.35
Low
7551.22
Close
7553.68
VWAP
7578.89
Net Move
-0.68
Daily Range
54.1
pts
True Range
58.6
pts
ADR
55.2
ATR
62.9
Rel Volume
0.61
x avg
Expansion Ratio
0.98
Initial Balance Analysis
IB High
7605.35
IB Low
7562.45
IB Range
42.9
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — < 1.5x extension (NaNx IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.23
Liquidity Score
33.4
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — < 1.5x extension (0.26x IB range) | Actual move: -0.68% | Expansion: 0.98x ADR