Wednesday, September 2, 2026
Short Covering Rally
66%confidence
Correct
Classification Scores
Balanced Day21.5%
Trend Day57.6%
Expansion Day0.0%
Short Covering Rally74.9%
Liquidity Sweep2.5%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS • ✓ CLEAN TREND
Risk Level
High Volatility
Volatility State
Vol Elevated
VIX
15.26
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7634.58
High
7681.19
Low
7633.62
Close
7666.60
VWAP
7654.83
Net Move
+0.46
Daily Range
47.6
pts
True Range
49.7
pts
ADR
43.0
ATR
53.2
Rel Volume
0.42
x avg
Expansion Ratio
1.11
Initial Balance Analysis
IB High
7672.23
IB Low
7633.62
IB Range
38.6
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.23x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.14
Liquidity Score
15.1
Mean Reversion
28.4
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.23x IB range) | Actual move: +0.46% | Expansion: 1.11x ADR