Monday, June 22, 2026
Balanced Day
41%confidence
Partial
Classification Scores
Balanced Day57.0%
Trend Day41.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep34.4%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Normal
VIX
17.28
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7500.44
High
7530.01
Low
7460.01
Close
7472.79
VWAP
7490.81
Net Move
-0.37
Daily Range
70.0
pts
True Range
70.0
pts
ADR
99.1
ATR
112.8
Rel Volume
1.02
x avg
Expansion Ratio
0.71
Initial Balance Analysis
IB High
—
IB Low
—
IB Range
—
pts
IB Broken
No
Break Direction
—
IB Outcome
No IB data available
Outcome Assessment
GRADE
Partial
Accurate
No
Prediction Δ
0.22
Liquidity Score
48.0
Mean Reversion
57.9
Outcome Notes
Session: Balanced Day — Did not materialize ✗ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.37% | Expansion: 0.71x ADR