Monday, June 15, 2026
Short Covering Rally
53%confidence
Correct
Classification Scores
Balanced Day30.5%
Trend Day45.2%
Expansion Day0.0%
Short Covering Rally78.2%
Liquidity Sweep13.7%
Volatility Compression1.0%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
16.09
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7516.75
High
7577.92
Low
7516.75
Close
7554.29
VWAP
7542.42
Net Move
+0.55
Daily Range
61.2
pts
True Range
146.5
pts
ADR
91.9
ATR
107.7
Rel Volume
0.41
x avg
Expansion Ratio
0.67
Initial Balance Analysis
IB High
7552.67
IB Low
7516.75
IB Range
35.9
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — 1.5x extension (0.70x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.05
Liquidity Score
34.5
Mean Reversion
35.9
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — 1.5x extension (0.70x IB range) | Actual move: +0.55% | Expansion: 0.67x ADR