Thursday, July 2, 2026
Liquidity Sweep
57%confidence
Correct
Classification Scores
Balanced Day
36.0%
Trend Day
10.0%
Expansion Day
0.0%
Short Covering Rally
0.0%
Liquidity Sweep
65.7%
Volatility Compression
0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Normal
VIX
16.11
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
7486.67
Net Move
-0.16
Daily Range
113.2
pts
True Range
113.2
pts
ADR
83.3
ATR
96.5
Rel Volume
0.56
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
-0.09
Liquidity Score
22.7
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — 2x+ extension (1.48x IB range) | Actual move: -0.16% | Expansion: 1.36x ADR