Tuesday, September 8, 2026
Trend Day Bearish
84%confidence
Correct
Classification Scores
Balanced Day25.8%
Trend Day59.4%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS • ✓ CLEAN TREND
Risk Level
Moderate
Volatility State
Vol Normal
VIX
16.43
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7717.81
High
7717.81
Low
7666.99
Close
7673.52
VWAP
7697.29
Net Move
-0.48
Daily Range
44.8
pts
True Range
45.6
pts
ADR
47.3
ATR
55.6
Rel Volume
0.42
x avg
Expansion Ratio
0.95
Initial Balance Analysis
IB High
7717.81
IB Low
7675.69
IB Range
42.1
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — < 1.5x extension (0.06x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.03
Liquidity Score
39.1
Mean Reversion
27.1
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — < 1.5x extension (0.06x IB range) | Actual move: -0.48% | Expansion: 0.95x ADR