Friday, July 10, 2026
Trend Day
34%confidence
Correct
Classification Scores
Balanced Day
36.6%
Trend Day
44.0%
Expansion Day
0.0%
Short Covering Rally
5.6%
Liquidity Sweep
26.5%
Volatility Compression
0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
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
7552.78
Net Move
+0.37
Daily Range
71.8
pts
True Range
71.8
pts
ADR
78.2
ATR
85.2
Rel Volume
0.71
x avg
Expansion Ratio
0.92
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 (1.20x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.08
Liquidity Score
35.0
Mean Reversion
50.8
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — 2x+ extension (1.20x IB range) | Actual move: +0.37% | Expansion: 0.92x ADR