Thursday, July 2, 2026
Trend Day
48%confidence
Correct
Classification Scores
Balanced Day0.2%
Trend Day45.9%
Expansion Day11.5%
Short Covering Rally0.0%
Liquidity Sweep29.2%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Normal
VIX
16.35
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7495.14
High
7540.75
Low
7427.55
Close
7483.24
VWAP
7480.92
Net Move
-0.47
Daily Range
113.2
pts
True Range
113.2
pts
ADR
83.3
ATR
96.5
Rel Volume
0.39
x avg
Expansion Ratio
1.36
Initial Balance Analysis
IB High
7540.75
IB Low
7495.14
IB Range
45.6
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — 2x+ extension (1.48x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.02
Liquidity Score
11.2
Mean Reversion
49.2
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — 2x+ extension (1.48x IB range) | Actual move: -0.47% | Expansion: 1.36x ADR