Tuesday, September 29, 2026
Trend Day Bearish
48%confidence
Correct
Classification Scores
Balanced Day33.1%
Trend Day52.2%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep23.5%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS
Risk Level
Moderate
Volatility State
Vol Elevated
VIX
16.06
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7699.60
High
7699.60
Low
7653.55
Close
7670.84
VWAP
7680.99
Net Move
-0.37
Daily Range
46.1
pts
True Range
46.1
pts
ADR
55.3
ATR
70.8
Rel Volume
0.38
x avg
Expansion Ratio
0.83
Initial Balance Analysis
IB High
7699.60
IB Low
7675.62
IB Range
24.0
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — 1.5x extension (0.92x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.08
Liquidity Score
38.6
Mean Reversion
39.8
Outcome Notes
Session: Trend Day — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — 1.5x extension (0.92x IB range) | Actual move: -0.37% | Expansion: 0.83x ADR