Tuesday, June 30, 2026
Short Covering Rally
45%confidence
Correct
Classification Scores
Balanced Day
19.0%
Trend Day
68.2%
Expansion Day
0.0%
Short Covering Rally
80.0%
Liquidity Sweep
0.0%
Volatility Compression
4.7%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Normal
VIX
16.28
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
7471.74
Net Move
+0.78
Daily Range
70.3
pts
True Range
70.3
pts
ADR
90.5
ATR
101.4
Rel Volume
0.62
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
0.18
Liquidity Score
41.5
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — 1.5x extension (0.99x IB range) | Actual move: +0.78% | Expansion: 0.78x ADR