Friday, August 28, 2026
Liquidity Sweep
23%confidence
Partial
Classification Scores
Balanced Day14.0%
Trend Day27.0%
Expansion Day15.8%
Short Covering Rally0.0%
Liquidity Sweep29.9%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Expanding
VIX
14.43
ATM IV
—
Liquidity Regime
HIGH
Abundant dealer-supplied liquidity — positive GEX environment
Structure Worked
No
Market Data
Open
7735.17
High
7771.48
Low
7700.91
Close
7711.76
VWAP
7729.41
Net Move
-0.32
Daily Range
70.6
pts
True Range
70.6
pts
ADR
42.9
ATR
50.8
Rel Volume
0.43
x avg
Expansion Ratio
1.64
Initial Balance Analysis
IB High
7748.25
IB Low
7715.87
IB Range
32.4
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — 1.5x extension (0.72x IB range)
Outcome Assessment
GRADE
Partial
Accurate
Yes
Prediction Δ
0.07
Liquidity Score
2.5
Mean Reversion
51.6
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would not have profited ✗ | IB broke upside — 1.5x extension (0.72x IB range) | Actual move: -0.32% | Expansion: 1.64x ADR