Wednesday, September 9, 2026
Balanced Day
25%confidence
Correct
Classification Scores
Balanced Day46.7%
Trend Day43.3%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep42.0%
Volatility Compression7.5%
Structure & Risk
Recommended Structure
BEST: CONDORS / IRON FLIES / THETA
Risk Level
Moderate
Volatility State
Vol Normal
VIX
16.66
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7660.68
High
7660.68
Low
7624.16
Close
7636.36
VWAP
7646.99
Net Move
-0.24
Daily Range
36.5
pts
True Range
49.4
pts
ADR
46.8
ATR
54.1
Rel Volume
0.41
x avg
Expansion Ratio
0.78
Initial Balance Analysis
IB High
7660.68
IB Low
7640.01
IB Range
20.7
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — 1.5x extension (0.77x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.09
Liquidity Score
42.0
Mean Reversion
47.6
Outcome Notes
Session: Balanced Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — 1.5x extension (0.77x IB range) | Actual move: -0.24% | Expansion: 0.78x ADR