Monday, August 17, 2026
Trend Day
28%confidence
Partial
Classification Scores
Balanced Day30.1%
Trend Day32.4%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep0.0%
Volatility Compression15.1%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS • ✓ CLEAN TREND
Risk Level
Moderate
Volatility State
Vol Normal
VIX
15.18
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7790.68
High
7790.68
Low
7744.88
Close
7745.06
VWAP
7770.62
Net Move
-0.48
Daily Range
42.7
pts
True Range
42.7
pts
ADR
69.0
ATR
73.9
Rel Volume
0.34
x avg
Expansion Ratio
0.62
Initial Balance Analysis
IB High
7790.68
IB Low
7771.01
IB Range
19.7
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — 2x+ extension (1.17x IB range)
Outcome Assessment
GRADE
Partial
Accurate
No
Prediction Δ
0.03
Liquidity Score
48.7
Mean Reversion
30.9
Outcome Notes
Session: Trend Day — Did not materialize ✗ | Structure: Would have profited ✓ | IB broke downside — 2x+ extension (1.17x IB range) | Actual move: -0.48% | Expansion: 0.62x ADR