Tuesday, June 23, 2026
Liquidity Sweep
37%confidence
Correct
Classification Scores
Balanced Day
56.9%
Trend Day
5.3%
Expansion Day
0.0%
Short Covering Rally
0.0%
Liquidity Sweep
63.3%
Volatility Compression
28.4%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Elevated
VIX
19.33
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7366.51
High
7424.17
Low
7347.60
Close
7365.46
VWAP
7375.93
Net Move
-0.01
Daily Range
76.6
pts
True Range
125.2
pts
ADR
103.0
ATR
124.9
Rel Volume
0.63
x avg
Expansion Ratio
0.74
Initial Balance Analysis
IB High
7424.17
IB Low
7347.60
IB Range
76.6
pts
IB Broken
No
Break Direction
—
IB Outcome
IB held — range contained within IB (76.6 pts)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.24
Liquidity Score
37.9
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB held — range contained within IB (76.6 pts) | Actual move: -0.01% | Expansion: 0.74x ADR