Tuesday, June 16, 2026
Balanced Day
35%confidence
Partial
Classification Scores
Balanced Day31.6%
Trend Day13.8%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep20.3%
Volatility Compression9.5%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Normal
VIX
16.23
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7548.78
High
7564.96
Low
7508.68
Close
7511.35
VWAP
7535.92
Net Move
-0.40
Daily Range
53.3
pts
True Range
53.3
pts
ADR
93.7
ATR
107.3
Rel Volume
0.38
x avg
Expansion Ratio
0.57
Initial Balance Analysis
IB High
7564.96
IB Low
7541.66
IB Range
23.3
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — 2x+ extension (1.29x IB range)
Outcome Assessment
GRADE
Partial
Accurate
No
Prediction Δ
0.25
Liquidity Score
43.3
Mean Reversion
49.4
Outcome Notes
Session: Balanced Day — Did not materialize ✗ | Structure: Would have profited ✓ | IB broke downside — 2x+ extension (1.29x IB range) | Actual move: -0.40% | Expansion: 0.57x ADR