Thursday, June 18, 2026
Liquidity Sweep
45%confidence
Correct
Classification Scores
Balanced Day26.5%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep49.6%
Volatility Compression42.3%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION • ✓ REVERSION TAILWIND
Risk Level
High Volatility
Volatility State
Vol 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
7491.50
Net Move
+0.16
Daily Range
42.8
pts
True Range
91.0
pts
ADR
99.1
ATR
117.3
Rel Volume
0.44
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
-0.09
Liquidity Score
49.8
Mean Reversion
76.9
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.04x IB range) | Actual move: +0.16% | Expansion: 0.43x ADR