Wednesday, September 30, 2026
Liquidity Sweep Low
48%confidence
Correct
Classification Scores
Balanced Day51.3%
Trend Day1.4%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep64.0%
Volatility Compression29.8%
Structure & Risk
Recommended Structure
BEST: REVERSAL / MEAN REVERSION
Risk Level
High Volatility
Volatility State
Vol Elevated
VIX
16.27
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7688.99
High
7722.88
Low
7651.54
Close
7651.54
VWAP
7694.22
Net Move
-0.08
Daily Range
40.5
pts
True Range
52.0
pts
ADR
58.0
ATR
69.7
Rel Volume
0.37
x avg
Expansion Ratio
0.70
Initial Balance Analysis
IB High
7721.39
IB Low
7688.99
IB Range
32.4
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.05x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.17
Liquidity Score
37.5
Mean Reversion
56.0
Outcome Notes
Session: Liquidity Sweep — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.05x IB range) | Actual move: -0.08% | Expansion: 0.70x ADR