Friday, September 25, 2026
Trend Day Bullish
50%confidence
Correct
Classification Scores
Balanced Day24.3%
Trend Day51.1%
Expansion Day0.0%
Short Covering Rally36.6%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Elevated
VIX
14.79
ATM IV
—
Liquidity Regime
HIGH
Abundant dealer-supplied liquidity — positive GEX environment
Structure Worked
Yes
Market Data
Open
7709.86
High
7752.07
Low
7693.08
Close
7743.41
VWAP
7724.66
Net Move
+0.47
Daily Range
56.2
pts
True Range
56.2
pts
ADR
54.1
ATR
69.5
Rel Volume
0.37
x avg
Expansion Ratio
1.04
Initial Balance Analysis
IB High
7733.58
IB Low
7693.08
IB Range
40.5
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.39x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.02
Liquidity Score
20.9
Mean Reversion
35.3
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.39x IB range) | Actual move: +0.47% | Expansion: 1.04x ADR