Friday, September 4, 2026
Trend Day Bearish
71%confidence
Correct
Classification Scores
Balanced Day32.2%
Trend Day55.7%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep5.5%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS • ✓ CLEAN TREND
Risk Level
Moderate
Volatility State
Vol Elevated
VIX
15.83
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7750.19
High
7750.19
Low
7706.12
Close
7718.60
VWAP
7730.88
Net Move
-0.43
Daily Range
44.1
pts
True Range
44.1
pts
ADR
45.5
ATR
55.7
Rel Volume
0.38
x avg
Expansion Ratio
0.97
Initial Balance Analysis
IB High
7750.19
IB Low
7723.78
IB Range
26.4
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — 1.5x extension (0.67x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.02
Liquidity Score
26.0
Mean Reversion
31.0
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — 1.5x extension (0.67x IB range) | Actual move: -0.43% | Expansion: 0.97x ADR