Tuesday, June 30, 2026
Short Covering Rally
52%confidence
Correct
Classification Scores
Balanced Day15.3%
Trend Day63.0%
Expansion Day0.0%
Short Covering Rally80.0%
Liquidity Sweep0.0%
Volatility Compression5.9%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS • ✓ CLEAN TREND
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
16.66
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7441.27
High
7508.29
Low
7438.04
Close
7499.36
VWAP
7471.26
Net Move
+0.75
Daily Range
70.3
pts
True Range
70.3
pts
ADR
90.5
ATR
101.4
Rel Volume
0.36
x avg
Expansion Ratio
0.78
Initial Balance Analysis
IB High
7473.41
IB Low
7438.04
IB Range
35.4
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — 1.5x extension (0.99x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.15
Liquidity Score
42.5
Mean Reversion
24.1
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — 1.5x extension (0.99x IB range) | Actual move: +0.75% | Expansion: 0.78x ADR