Friday, June 26, 2026
Short Covering Rally
37%confidence
Correct
Classification Scores
Balanced Day7.0%
Trend Day60.5%
Expansion Day0.0%
Short Covering Rally62.0%
Liquidity Sweep12.7%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
18.24
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7312.74
High
7392.95
Low
7294.18
Close
7354.02
VWAP
7339.52
Net Move
+0.62
Daily Range
98.8
pts
True Range
98.8
pts
ADR
101.3
ATR
117.6
Rel Volume
0.40
x avg
Expansion Ratio
0.97
Initial Balance Analysis
IB High
7369.91
IB Low
7294.18
IB Range
75.7
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.30x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.02
Liquidity Score
22.3
Mean Reversion
41.1
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.30x IB range) | Actual move: +0.62% | Expansion: 0.97x ADR