Friday, September 11, 2026
Short Covering Rally
44%confidence
Correct
Classification Scores
Balanced Day34.9%
Trend Day49.7%
Expansion Day0.0%
Short Covering Rally69.6%
Liquidity Sweep24.5%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS
Risk Level
High Volatility
Volatility State
Vol Elevated
VIX
17.55
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7636.75
High
7677.02
Low
7636.75
Close
7656.98
VWAP
7652.96
Net Move
+0.32
Daily Range
40.3
pts
True Range
85.3
pts
ADR
45.0
ATR
57.9
Rel Volume
0.38
x avg
Expansion Ratio
0.90
Initial Balance Analysis
IB High
7677.02
IB Low
7636.75
IB Range
40.3
pts
IB Broken
No
Break Direction
—
IB Outcome
IB held — range contained within IB (40.3 pts)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.28
Liquidity Score
39.5
Mean Reversion
39.9
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | IB held — range contained within IB (40.3 pts) | Actual move: +0.32% | Expansion: 0.90x ADR