Tuesday, June 9, 2026
Liquidity Sweep
50%confidence
Partial
Classification Scores
Balanced Day
6.8%
Trend Day
13.6%
Expansion Day
39.0%
Short Covering Rally
0.0%
Liquidity Sweep
60.7%
Vol Compression
0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
Extreme Volatility
Volatility State
Expanding
VIX
19.87
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
No
Market Data
Open
7438.66
High
7483.15
Low
7237.85
Close
7386.65
VWAP
7386.58
Net Move
-0.70
Daily Range
245.3
pts
True Range
245.3
pts
ADR
77.3
ATR
85.2
Rel Volume
0.62
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 — < 1.5x extension (NaNx IB range)
Outcome Assessment
GRADE
Partial
Accurate
Yes
Prediction Δ
0.45
Liquidity Score
15.0
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would not have profited ✗ | IB broke downside — 2x+ extension (2.25x IB range) | Actual move: -0.70% | Expansion: 3.17x ADR