Wednesday, June 24, 2026
Liquidity Sweep
43%confidence
Correct
Classification Scores
Balanced Day
50.3%
Trend Day
19.3%
Expansion Day
0.0%
Short Covering Rally
0.0%
Liquidity Sweep
63.3%
Volatility Compression
6.3%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Normal
VIX
19.59
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7370.88
High
7428.06
Low
7336.82
Close
7358.22
VWAP
7373.49
Net Move
-0.17
Daily Range
91.2
pts
True Range
91.2
pts
ADR
105.6
ATR
125.6
Rel Volume
0.63
x avg
Expansion Ratio
0.86
Initial Balance Analysis
IB High
7405.05
IB Low
7369.00
IB Range
36.0
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — 1.5x extension (0.64x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.08
Liquidity Score
34.6
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — 1.5x extension (0.64x IB range) | Actual move: -0.17% | Expansion: 0.86x ADR