Tuesday, August 11, 2026
Trend Day
35%confidence
Partial
Classification Scores
Balanced Day29.8%
Trend Day36.7%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep0.0%
Volatility Compression13.8%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS • ✓ CLEAN TREND
Risk Level
Moderate
Volatility State
Vol Normal
VIX
15.37
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7767.51
High
7767.51
Low
7717.25
Close
7728.20
VWAP
7744.87
Net Move
-0.52
Daily Range
50.3
pts
True Range
50.3
pts
ADR
79.3
ATR
88.0
Rel Volume
0.31
x avg
Expansion Ratio
0.63
Initial Balance Analysis
IB High
7767.51
IB Low
7748.84
IB Range
18.7
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — 2x+ extension (1.69x IB range)
Outcome Assessment
GRADE
Partial
Accurate
No
Prediction Δ
0.07
Liquidity Score
48.6
Mean Reversion
32.5
Outcome Notes
Session: Trend Day — Did not materialize ✗ | Structure: Would have profited ✓ | IB broke downside — 2x+ extension (1.69x IB range) | Actual move: -0.52% | Expansion: 0.63x ADR