Tuesday, September 15, 2026
Trend Day Bearish
64%confidence
Correct
Classification Scores
Balanced Day33.7%
Trend Day53.4%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Elevated
VIX
17.35
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7612.30
High
7617.26
Low
7572.69
Close
7585.73
VWAP
7595.77
Net Move
-0.41
Daily Range
44.6
pts
True Range
47.3
pts
ADR
47.3
ATR
61.3
Rel Volume
0.43
x avg
Expansion Ratio
0.94
Initial Balance Analysis
IB High
7617.26
IB Low
7583.06
IB Range
34.2
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — < 1.5x extension (0.30x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.04
Liquidity Score
40.2
Mean Reversion
35.9
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — < 1.5x extension (0.30x IB range) | Actual move: -0.41% | Expansion: 0.94x ADR