Thursday, June 25, 2026
Trend Day
71%confidence
Correct
Classification Scores
Balanced Day
13.2%
Trend Day
64.4%
Expansion Day
0.0%
Short Covering Rally
0.0%
Liquidity Sweep
13.0%
Volatility Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Normal
VIX
19.14
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7404.91
High
7419.08
Low
7323.50
Close
7357.49
VWAP
7376.25
Net Move
-0.64
Daily Range
95.6
pts
True Range
95.6
pts
ADR
106.6
ATR
116.4
Rel Volume
0.62
x avg
Expansion Ratio
0.90
Initial Balance Analysis
IB High
7419.08
IB Low
7323.50
IB Range
95.6
pts
IB Broken
No
Break Direction
—
IB Outcome
IB held — range contained within IB (95.6 pts)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.19
Liquidity Score
32.3
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | IB held — range contained within IB (95.6 pts) | Actual move: -0.64% | Expansion: 0.90x ADR