Thursday, September 24, 2026
Short Covering Rally
64%confidence
Correct
Classification Scores
Balanced Day26.6%
Trend Day57.6%
Expansion Day0.0%
Short Covering Rally75.7%
Liquidity Sweep10.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: BULLISH CALL SPREADS • ✓ CLEAN TREND
Risk Level
High Volatility
Volatility State
Vol Elevated
VIX
15.43
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7666.99
High
7719.01
Low
7662.57
Close
7704.13
VWAP
7688.21
Net Move
+0.49
Daily Range
56.4
pts
True Range
56.4
pts
ADR
56.2
ATR
70.3
Rel Volume
0.42
x avg
Expansion Ratio
1.00
Initial Balance Analysis
IB High
7694.61
IB Low
7665.49
IB Range
29.1
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — 1.5x extension (0.84x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.11
Liquidity Score
24.5
Mean Reversion
33.5
Outcome Notes
Session: Short Covering Rally — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — 1.5x extension (0.84x IB range) | Actual move: +0.49% | Expansion: 1.00x ADR