Monday, June 29, 2026
Trend Day
61%confidence
Correct
Classification Scores
Balanced Day
5.9%
Trend Day
57.7%
Expansion Day
0.0%
Short Covering Rally
14.2%
Liquidity Sweep
20.2%
Volatility Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Normal
VIX
17.64
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7391.88
High
7444.32
Low
7348.88
Close
7440.43
VWAP
7406.38
Net Move
+0.66
Daily Range
95.4
pts
True Range
95.4
pts
ADR
103.0
ATR
106.1
Rel Volume
0.61
x avg
Expansion Ratio
0.93
Initial Balance Analysis
IB High
7427.80
IB Low
7348.88
IB Range
78.9
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.21x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.21
Liquidity Score
12.0
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.21x IB range) | Actual move: +0.66% | Expansion: 0.93x ADR