Wednesday, July 8, 2026
Liquidity Sweep
44%confidence
Correct
Classification Scores
Balanced Day
44.0%
Trend Day
13.6%
Expansion Day
0.0%
Short Covering Rally
8.0%
Liquidity Sweep
62.0%
Volatility Compression
23.5%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Normal
VIX
16.57
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7476.54
High
7488.51
Low
7421.82
Close
7482.71
VWAP
7467.39
Net Move
+0.08
Daily Range
66.7
pts
True Range
82.0
pts
ADR
80.7
ATR
87.1
Rel Volume
0.48
x avg
Expansion Ratio
0.83
Initial Balance Analysis
IB High
7476.54
IB Low
7452.60
IB Range
23.9
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.50x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.17
Liquidity Score
34.7
Mean Reversion
53.6
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.50x IB range) | Actual move: +0.08% | Expansion: 0.83x ADR