Tuesday, June 9, 2026
Expansion Day
47%confidence
Correct
Classification Scores
Balanced Day0.0%
Trend Day35.4%
Expansion Day50.9%
Short Covering Rally0.0%
Liquidity Sweep21.2%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: MOMENTUM TRADES / DIRECTIONAL SPREADS • ✓ CLEAN TREND
Risk Level
Extreme Volatility
Volatility State
Vol Expanding
VIX
19.87
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7438.66
High
7483.15
Low
7237.85
Close
7386.65
VWAP
7376.01
Net Move
-1.27
Daily Range
245.3
pts
True Range
245.3
pts
ADR
77.3
ATR
85.2
Rel Volume
0.46
x avg
Expansion Ratio
3.17
Initial Balance Analysis
IB High
7483.15
IB Low
7407.67
IB Range
75.5
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — 2x+ extension (2.25x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.67
Liquidity Score
0.0
Mean Reversion
26.8
Outcome Notes
Session: Expansion Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — 2x+ extension (2.25x IB range) | Actual move: -1.27% | Expansion: 3.17x ADR