Thursday, June 11, 2026
Short Covering Rally
39%confidence
Correct
Classification Scores
Balanced Day0.0%
Trend Day51.7%
Expansion Day44.6%
Short Covering Rally60.8%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS • ✓ CLEAN TREND
Risk Level
High Volatility
Volatility State
Vol Expanding
VIX
19.44
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7287.67
High
7412.68
Low
7257.33
Close
7394.30
VWAP
7337.86
Net Move
+1.46
Daily Range
155.4
pts
True Range
155.4
pts
ADR
86.7
ATR
96.6
Rel Volume
0.45
x avg
Expansion Ratio
1.79
Initial Balance Analysis
IB High
7327.90
IB Low
7276.92
IB Range
51.0
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — 2x+ extension (1.66x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.86
Liquidity Score
5.0
Mean Reversion
14.5
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — 2x+ extension (1.66x IB range) | Actual move: +1.46% | Expansion: 1.79x ADR