Monday, June 22, 2026
Balanced Day
30%confidence
Partial
Classification Scores
Balanced Day
44.1%
Trend Day
32.6%
Expansion Day
0.0%
Short Covering Rally
0.0%
Liquidity Sweep
34.1%
Volatility Compression
0.0%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Normal
VIX
17.34
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
100.2
ATR
119.8
Rel Volume
0.65
x avg
Expansion Ratio
0.70
Initial Balance Analysis
IB High
7530.01
IB Low
7494.93
IB Range
35.1
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — 1.5x extension (1.00x IB range)
Outcome Assessment
GRADE
Partial
Accurate
No
Prediction Δ
0.22
Liquidity Score
33.0
Outcome Notes
Session: Balanced Day — Did not materialize ✗ | Structure: Would have profited ✓ | IB broke downside — 1.5x extension (1.00x IB range) | Actual move: -0.37% | Expansion: 0.70x ADR