Thursday, July 16, 2026
Trend Day
82%confidence
Correct
Classification Scores
Balanced Day9.8%
Trend Day63.3%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS • ✓ CLEAN TREND
Risk Level
Moderate
Volatility State
Vol Normal
VIX
18.18
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7558.80
High
7570.74
Low
7504.02
Close
7533.77
VWAP
7535.13
Net Move
-0.69
Daily Range
66.7
pts
True Range
68.4
pts
ADR
70.4
ATR
71.8
Rel Volume
0.41
x avg
Expansion Ratio
0.95
Initial Balance Analysis
IB High
7570.36
IB Low
7531.72
IB Range
38.6
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.01x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.24
Liquidity Score
31.3
Mean Reversion
24.0
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.01x IB range) | Actual move: -0.69% | Expansion: 0.95x ADR