2010/7/15 (Thu)

	DJI			S&P500			VIX
2010/06/30	9774.02	-41.49	-0.42	1030.71	-3.34	-0.32	34.54	-1.68	-4.86
2010/07/01	9732.53	-46.05	-0.47	1027.37	-4.79	-0.47	32.86	-2.74	-8.34
2010/07/02	9686	-1432.51	-14.72	1022.58	-4.79	-0.47	30.12	-2.74	-8.34
2010/07/06	9743.62	57.62	0.59	1028.06	5.48	0.54	29.65	-0.47	-1.56
2010/07/07	10018.28	274.66	2.82	1060.27	32.21	3.13	26.84	-2.81	-9.48
2010/07/08	10138.99	120.71	1.2	1070.25	9.98	0.94	25.71	-1.13	-4.21
2010/07/09	10198.03	59.04	0.58	1077.96	7.71	0.72	24.98	-0.73	-2.84
2010/07/12	10216.27	18.24	0.18	1078.75	0.79	0.07	24.43	-0.55	-2.2
2010/07/13	10363.02	146.75	1.44	1095.34	16.59	1.54	24.56	0.13	0.53
2010/07/14	10366.72	3.7	0.04	1095.17	-0.17	-0.02	24.89	0.33	1.34
NIKKEI	終 値	前日比	騰落率	RNG	3ATR	HV20	HV50	基準iv	σ	P/C
2010/07/01	9180	-180	-1.92	170	230	26.6	27.2	28.6	161	1.23
2010/07/02	9210	30	0.33	110	190	26.7	27.1	28.9	163	1.07
2010/07/05	9260	50	0.54	90	140	22.5	27.2	27.6	157	1.2
2010/07/06	9350	90	0.97	290	160	22.8	26.9	26.8	154	1
2010/07/07	9290	-60	-0.64	130	180	22.8	26.8	26.7	152	1.12
2010/07/08	9540	250	2.69	70	240	24.8	27.6	24.6	144	1.02
2010/07/09	9580	40	0.42	110	180	23.8	27.2	23.9	140	0.9
2010/07/12	9550	-30	-0.31	120	170	22.9	27.1	24.1	141	1
2010/07/13	9530	-20	-0.21	150	130	22.9	26.7	23.7	139	1.2
2010/07/14	9790	260	2.73	80	190	23.1	27.4	22.4	135	0.8
CME
9685	9785	9670	9780

【大引け】

Op	Hi	Lo	Cl	Vol	Rng	TR	Mode	VAU	VAB
9710	9730	9660	9670	50814	80	140	9700	9710	9680