Monday, June 29, 2026
Trend Day
56%confidence
Correct
Classification Scores
Balanced Day4.4%
Trend Day51.1%
Expansion Day0.0%
Short Covering Rally13.0%
Liquidity Sweep22.4%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Normal
VIX
17.41
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
7404.65
Net Move
+0.61
Daily Range
91.8
pts
True Range
91.8
pts
ADR
103.0
ATR
106.1
Rel Volume
0.40
x avg
Expansion Ratio
0.89
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 (0.16x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.16
Liquidity Score
23.0
Mean Reversion
41.1
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.16x IB range) | Actual move: +0.61% | Expansion: 0.89x ADR