Thursday, July 9, 2026
Short Covering Rally
45%confidence
Correct
Classification Scores
Balanced Day15.3%
Trend Day61.4%
Expansion Day0.0%
Short Covering Rally68.1%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS • ✓ CLEAN TREND
Risk Level
High Volatility
Volatility State
Vol Normal
VIX
15.83
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7491.60
High
7546.89
Low
7481.73
Close
7543.64
VWAP
7514.92
Net Move
+0.64
Daily Range
65.2
pts
True Range
65.2
pts
ADR
76.1
ATR
85.1
Rel Volume
0.31
x avg
Expansion Ratio
0.86
Initial Balance Analysis
IB High
7519.49
IB Low
7481.73
IB Range
37.8
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — 1.5x extension (0.73x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.04
Liquidity Score
43.7
Mean Reversion
29.9
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — 1.5x extension (0.73x IB range) | Actual move: +0.64% | Expansion: 0.86x ADR