| DJI | S&P500 | VIX | |||||||
| 2010/06/24 | 10152.8 | -145.64 | -1.41 | 1073.69 | -18.35 | -1.68 | 29.74 | 2.83 | 10.52 |
| 2010/06/25 | 10143.81 | -8.99 | -0.09 | 1076.76 | 3.07 | 0.29 | 28.53 | -1.21 | -4.07 |
| 2010/06/28 | 10138.52 | -5.29 | -0.05 | 1074.57 | -2.19 | -0.2 | 29 | 0.47 | 1.65 |
| 2010/06/29 | 9870.3 | -268.22 | -2.65 | 1041.24 | -33.33 | -3.1 | 34.13 | 5.13 | 17.69 |
| 2010/06/30 | 9774.02 | -96.28 | -0.98 | 1030.71 | -10.53 | -1.01 | 34.54 | 0.41 | 1.2 |
| 2010/07/01 | 9732.53 | -41.49 | -0.42 | 1027.37 | -3.34 | -0.32 | 32.86 | -1.68 | -4.86 |
| 2010/07/02 | 9686.48 | -46.05 | -0.47 | 1022.58 | -4.79 | -0.47 | 30.12 | -2.74 | -8.34 |
| NIKKEI | 終 値 | 前日比 | 騰落率 | RNG | 3ATR | HV20 | HV50 | 基準iv | P/C |
| 2010/06/24 | 9910 | 10 | 0.1 | 130 | 160 | 27.9 | 26.7 | 23.7 | 1.01 |
| 2010/06/25 | 9740 | -170 | -1.72 | 110 | 190 | 28.2 | 26.9 | 24.7 | 1.14 |
| 2010/06/28 | 9690 | -50 | -0.51 | 110 | 160 | 28.2 | 26.9 | 25.2 | 0.87 |
| 2010/06/29 | 9550 | -140 | -1.44 | 240 | 190 | 28.6 | 26.9 | 26 | 1.35 |
| 2010/06/30 | 9360 | -190 | -1.99 | 90 | 190 | 29.1 | 27.1 | 27.8 | 1.33 |
| 2010/07/01 | 9180 | -180 | -1.92 | 170 | 230 | 26.6 | 27.2 | 28.6 | 1.23 |
| 2010/07/02 | 9210 | 30 | 0.33 | 110 | 190 | 26.7 | 27.1 | 28.9 | 1.07 |
| CME | |||
| 9215 | 9300 | 9125 | 9185 |
| 9360 | ABCD※EGHI★ | |||
| 9350 | ACDH | HB | ||
| 9340 | C | |||
| 9330 | ||||
| 9320 | ||||
| 9310 | ||||
| 5M | 9300 | AA | R2 | |
| 9290 | ABAB | |||
| 9280 | ☆B☆B | |||
| 9270 | ABAB | |||
| 9260 | BDBD | |||
| 0 | 9250 | BCDBCDAE | R1 | |
| 9240 | BCDBCDAD※E | |||
| 9230 | BCDBCD☆BDEG | |||
| VAU | 9220 | CDHCDHABDEGHJ | ||
| 9210 | CDHICDHIABDEFGH★ | |||
| MOD | 9200 | D※GHIJD※GHIJABCDEFGHIJ | PIV | |
| 9190 | DEFGHIJDEFGHIJBCDEFHIJ | |||
| VAB | 9180 | EFGHI★EFGHI★BCDFHI | ||
| 9170 | EFGHJEFGHJBCDFHI | |||
| 9160 | EFEFBC | |||
| 9150 | FFBC | S1 | ||
| 9140 | FF | |||
| 9130 | ||||
| 9120 | -2σ | |||
| 9110 | ||||
| 9100 | S2 | |||
| 9090 | ||||
| 9080 | ||||
| 9070 | ||||
| 9060 | ||||
| 9050 | LB | |||
| 9040 |
雇用統計通過後の米国は小幅安でほぼ10営業日連続での安値更新状態。
週足・日足ともボリバンの‐2σ突破。
但し前回安値（09/11)を更新したところで下げ渋りの下髭形成。
前日比マイナスにかかわらずVIXは一服を感じさせる低下を見せている。
自律反発を狙いの戻り売り待ちスタンス。
寄付 9230 VAU+10
9:15 9210-9250 (50)
9:30 9200-9250 (60) a時間を下方に10円エクステンション
9:10に30分ボリバンを上方にブレイク前日高値(9250)に並ぶもこれを超えれらえず。
9:17 20線との交錯ゾーンからVWAPを割り込む。
9:25 VWAP割れから200線まで下落。前日MODE9200にタッチ。
9:32 前日MODEまでの反落からの戻りでVWAP(9230)にタッチ
10:00 IR:9200-9250(60) B時間でのEXなくA時間レンジ内で揉み合い。
前々よりバリューエリアの収斂が見られる。
前日モード(9200)を下限としてVAU近辺でのもみ合い。
IR(9250)を上抜ければ上に走る展開か・・・・・？
【大引け】
| Op | Hi | Lo | Cl | Vol | Rng | Mode | VAU | VAB | |
| 9230 | 9280 | 9200 | 9260 | 39554 | 90 | 9250 | 9260 | 9230 |
| 5M | 9300 | AA | R2 | |||||||||||||||
| 9290 | ABAB | |||||||||||||||||
| 9280 | ☆B☆B | F | G | FG | ||||||||||||||
| 9270 | ABAB | F | G | J | FGJ | |||||||||||||
| 9260 | BDBD | D | E | F | G | H | I | ★ | DEFGHI★ | |||||||||
| 0 | 9250 | BCDBCDAE | R1 | A | C | D | E | F | G | H | I | J | ACDEFGHIJ | |||||
| 9240 | BCDBCDAD※E | A | C | D | E | F | H | I | ACDEFHI | |||||||||
| 9230 | BCDBCD☆BDEG | ☆ | B | C | D | ※ | ☆BCD※ | |||||||||||
| VAU | 9220 | CDHCDHABDEGHJ | A | B | C | ABC | ||||||||||||
| 9210 | CDHICDHIABDEFGH★ | A | B | C | ABC | |||||||||||||
| MOD | 9200 | D※GHIJD※GHIJABCDEFGHIJ | PIV | A | B | AB | ||||||||||||
| 9190 | DEFGHIJDEFGHIJBCDEFHIJ | |||||||||||||||||
| VAB | 9180 | EFGHI★EFGHI★BCDFHI | ||||||||||||||||
| 9170 | EFGHJEFGHJBCDFHI | |||||||||||||||||
| 9160 | EFEFBC | |||||||||||||||||
| 9150 | FFBC | S1 | ||||||||||||||||
| 9140 | FF | |||||||||||||||||
| 9130 | ||||||||||||||||||
| 9120 | -2σ | |||||||||||||||||
| 9110 |
| P/C | 1.2 | 0.1 | 1.1 | 1.2 | 1.3 | 1.4 | 0.9 | 1.1 | 1 | 1 |
| 先物 | 9267.5 | 50 | 9217.5 | 9177.5 | 9370 | 9552.5 | 9682.5 | 9732.5 | 9912.5 | 9907.5 |
| 基準 | 27.6 | -1.3 | 28.9 | 28.6 | 27.8 | 26 | 25.2 | 24.7 | 23.7 | 25 |
| 期近 | 31.9 | 1.2 | 30.8 | 30.7 | 30.2 | 27.5 | 25.7 | 24.6 | 23.4 | 25.2 |
| 期先１ | 27 | -1.4 | 28.3 | 27.9 | 26.8 | 25.3 | 24.8 | 24.8 | 24 | 24.6 |
| 期先２ | 27.4 | -1 | 28.5 | 28.4 | 27.2 | 26 | 25.6 | 25.5 | 24.5 | 25 |
| 当/先 | 1.2 | 0.1 | 1.1 | 1.1 | 1.1 | 1.1 | 1 | 1 | 1 | 0 |
| 先/先2 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 期先２ | 期先1 | 期近 | 期近 | 期先１ | 期先１ | |||||||
| IV | Price | IV | Price | IV | Price | Price | IV | Price | IV | Price | IV | |
| 22.7 | 8.3 | 23.9 | 1.6 | 76.7 | 1 | 11250 | ||||||
| -0.5 | -1 | -0.1 | -0.2 | 19.5 | 0 | |||||||
| 22.8 | 15.3 | 23.3 | 3.1 | 68.8 | 1 | 11000 | ||||||
| -0.2 | -0.4 | 0.1 | -0.2 | 17.3 | 0 | |||||||
| 22.5 | 25.4 | 23.1 | 6.7 | 60.6 | 1 | 10750 | ||||||
| -0.7 | -2.7 | -0.4 | -1.1 | 15.1 | 0 | |||||||
| 22.9 | 46.2 | 23 | 14.4 | 52.1 | 1 | 10500 | ||||||
| -0.7 | -3.8 | -0.7 | -2.6 | 12.7 | 0 | |||||||
| 23.4 | 80 | 23 | 29.9 | 43.1 | 1 | 10250 | ||||||
| -0.8 | -4.5 | -1.3 | -6.9 | 8.8 | -0.4 | |||||||
| 24.2 | 133.6 | 23.8 | 63.6 | 36 | 1.6 | 10000 | ||||||
| -0.6 | -2.5 | -0.9 | -5.3 | 5.5 | -1.5 | |||||||
| 25 | 209.1 | 24.5 | 119.4 | 31.9 | 5.9 | 9750 | 487.1 | 30.5 | 599.4 | 24.3 | 693 | 25.3 |
| -0.8 | -3.2 | -1 | -5.7 | 2.3 | -6.6 | -54.3 | 3 | -59.5 | -1.3 | -49.5 | -0.6 | |
| 26.2 | 311.9 | 25.7 | 209.3 | 30.7 | 31.1 | 9500 | 258.6 | 28.8 | 438.9 | 25.5 | 544.7 | 26.3 |
| -0.8 | 0.4 | -0.9 | -2.9 | 1.4 | -14 | -71.4 | -1.2 | -51.6 | -0.8 | -47.8 | -0.6 | |
| 27.6 | 443.4 | 27.1 | 334.3 | 32.5 | 124.3 | 9250 | 103.4 | 31.6 | 314.4 | 27 | 423.9 | 27.5 |
| -0.7 | 5.9 | -1.1 | 0 | 2.2 | -7.3 | -61.5 | 1.1 | -48.7 | -1 | -45.8 | -0.8 | |
| 28.8 | 595 | 28.9 | 491.9 | 37.2 | 305.5 | 9000 | 37.4 | 37 | 220.5 | 28.6 | 330 | 29.1 |
| -0.7 | 10 | -0.8 | 9.5 | 3.6 | 12.8 | -37.4 | 3.5 | -44.6 | -1.2 | -40.4 | -0.7 | |
| 30.4 | 770 | 30.7 | 675.3 | 44.8 | 533.9 | 8750 | 11.8 | 41.3 | 154 | 30.4 | 254.1 | 30.6 |
| -0.9 | 12.5 | -0.6 | 18 | 9.6 | 38.8 | -19.2 | 4.8 | -36.1 | -1 | -35.5 | -0.7 | |
| 8500 | 3.7 | 46 | 105.4 | 32.2 | 195 | 32.2 | ||||||
| -8 | 6.6 | -29.8 | -1 | -29.7 | -0.6 | |||||||
| 8250 | 1.6 | 52.5 | 72.8 | 34.1 | 149.8 | 33.9 | ||||||
| -3 | 9.8 | -22.7 | -0.9 | -25.3 | -0.6 | |||||||
| 8000 | 1 | 61.1 | 49.9 | 36.1 | 114.7 | 35.6 | ||||||
| -0.9 | 14.6 | -19.2 | -1.1 | -20.5 | -0.5 | |||||||
| 7750 | 1 | 72.9 | 34.9 | 38.2 | 87.1 | 37.2 | ||||||
| 0 | 21.3 | -14.4 | -1 | -18.6 | -0.7 | |||||||
| 7500 | 1 | 84.8 | 24.7 | 40.5 | 65.4 | 38.8 | ||||||
| 0 | 24.5 | -10.3 | -0.8 | -16.3 | -0.9 | |||||||
| 7250 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||
| 0 | 0 | 0 | 0 | 0 | 0 | |||||||
| 7000 | 1 | 109.5 | 12.6 | 45.3 | 39.9 | 42.9 | ||||||
| 0 | 31.2 | -5.3 | -0.4 | -10.1 | -0.7 | |||||||
| 6750 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||
| 0 | 0 | 0 | 0 | 0 | 0 | |||||||
| 6500 | 1 | 135.7 | 6.4 | 50 | 23.3 | 46.8 | ||||||
| 0 | 38.3 | -3.1 | -0.4 | -6.7 | -0.6 | |||||||
| 6250 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||
| 0 | 0 | 0 | 0 | 0 | 0 | |||||||
| 6000 | 1 | 163.7 | 0 | 0 | 14 | 51.2 | ||||||
| 0 | 45.9 | 0 | 0 | -4.2 | -0.6 | |||||||
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