Friday, September 18, 2026
Liquidity Sweep Low
48%confidence
Correct
Classification Scores
Balanced Day48.3%
Trend Day20.7%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep59.7%
Volatility Compression6.8%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Elevated
VIX
14.88
ATM IV
—
Liquidity Regime
HIGH
Abundant dealer-supplied liquidity — positive GEX environment
Structure Worked
Yes
Market Data
Open
7657.17
High
7657.17
Low
7610.52
Close
7650.50
VWAP
7642.72
Net Move
-0.15
Daily Range
46.6
pts
True Range
46.6
pts
ADR
50.6
ATR
67.2
Rel Volume
0.38
x avg
Expansion Ratio
0.92
Initial Balance Analysis
IB High
7657.17
IB Low
7618.44
IB Range
38.7
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — < 1.5x extension (0.20x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.10
Liquidity Score
32.8
Mean Reversion
52.7
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — < 1.5x extension (0.20x IB range) | Actual move: -0.15% | Expansion: 0.92x ADR