Thursday, June 18, 2026
Liquidity Sweep
33%confidence
Correct
Classification Scores
Balanced Day
40.9%
Trend Day
0.0%
Expansion Day
0.0%
Short Covering Rally
2.2%
Liquidity Sweep
44.8%
Vol Compression
19.7%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Compressed
VIX
16.39
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7487.36
High
7511.07
Low
7468.32
Close
7500.58
VWAP
7491.83
Net Move
+0.18
Daily Range
42.8
pts
True Range
91.0
pts
ADR
99.1
ATR
117.3
Rel Volume
1.09
x avg
Expansion Ratio
0.43
Initial Balance Analysis
IB High
7509.44
IB Low
7468.32
IB Range
41.1
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.04x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.07
Liquidity Score
64.2
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.04x IB range) | Actual move: +0.18% | Expansion: 0.43x ADR