Wednesday, October 14, 2026
Trend Day Bearish
66%confidence
Partial
Classification Scores
Balanced Day0.0%
Trend Day51.6%
Expansion Day40.1%
Short Covering Rally0.0%
Liquidity Sweep0.0%
Volatility Compression0.0%
Structure & Risk
Recommended Structure
BEST: DEBIT SPREADS / DIRECTIONAL VERTICALS • ✓ CLEAN TREND
Risk Level
Moderate
Volatility State
Vol Expanding
VIX
16.87
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7774.18
High
7789.15
Low
7693.31
Close
7718.94
VWAP
7742.79
Net Move
-0.77
Daily Range
95.8
pts
True Range
112.1
pts
ADR
54.4
ATR
64.5
Rel Volume
0.46
x avg
Expansion Ratio
1.76
Initial Balance Analysis
IB High
7789.15
IB Low
7751.93
IB Range
37.2
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — 2x+ extension (1.57x IB range)
Outcome Assessment
GRADE
Partial
Accurate
No
Prediction Δ
0.32
Liquidity Score
0.0
Mean Reversion
24.0
Outcome Notes
Session: Trend Day — Did not materialize ✗ | Structure: Would have profited ✓ | IB broke downside — 2x+ extension (1.57x IB range) | Actual move: -0.77% | Expansion: 1.76x ADR