Friday, July 10, 2026
Trend Day
40%confidence
Correct
Classification Scores
Balanced Day25.4%
Trend Day39.8%
Expansion Day0.0%
Short Covering Rally7.8%
Liquidity Sweep25.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Normal
VIX
16.40
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7547.64
High
7579.93
Low
7508.16
Close
7575.39
VWAP
7552.97
Net Move
+0.39
Daily Range
70.5
pts
True Range
70.5
pts
ADR
78.2
ATR
85.2
Rel Volume
0.29
x avg
Expansion Ratio
0.90
Initial Balance Analysis
IB High
7559.96
IB Low
7543.35
IB Range
16.6
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — 2x+ extension (1.13x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.06
Liquidity Score
18.8
Mean Reversion
47.6
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — 2x+ extension (1.13x IB range) | Actual move: +0.39% | Expansion: 0.90x ADR