Wednesday, July 1, 2026
Liquidity Sweep
37%confidence
Correct
Classification Scores
Balanced Day
64.8%
Trend Day
0.0%
Expansion Day
0.0%
Short Covering Rally
0.0%
Liquidity Sweep
66.8%
Volatility Compression
22.8%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Normal
VIX
16.50
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7478.84
High
7521.81
Low
7449.63
Close
7483.23
VWAP
7483.38
Net Move
+0.06
Daily Range
72.2
pts
True Range
72.2
pts
ADR
86.3
ATR
95.0
Rel Volume
0.61
x avg
Expansion Ratio
0.84
Initial Balance Analysis
IB High
7498.21
IB Low
7449.63
IB Range
48.6
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.49x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.19
Liquidity Score
44.9
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.49x IB range) | Actual move: +0.06% | Expansion: 0.84x ADR