2010年7月4日日曜日

test


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 8300.02 -1432.51 -14.72 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


9215930091259185
5M9410BEGHIFG


9400BEGHIBFGI


9390BGHIABEFGHIJ


9380G☆BDEFGHIJ


9370GABCDEGHIJ


9360ABCD※EGHI★


9350ACDH
HB

9340C


9330



9320



9310



9300AA
R2

9290ABAB


9280☆B☆B


9270ABAB


9260BDBD

週-2σ9250BCDBCDAE
R1

9240BCDBCDAD※E


9230BCDBCD☆BDEG

VAU9220CDHCDHABDEGHJ


9210CDHICDHIABDEFGH★

MOD9200D※GHIJD※GHIJABCDEFGHIJ
PIV

9190DEFGHIJDEFGHIJBCDEFHIJ

VAB9180EFGHI★EFGHI★BCDFHI


9170EFGHJEFGHJBCDFHI


9160EFEFBC


9150FFBC
S1

9140FF


9130



9120

B-2σ

9110



9100

S2

9090



9080



9070



9060



9050

LB

ABCDEFGHIJ

60906080
705040604040













9250A



E




AE
9240A

DE




AD※E
9230B
D
E
G


☆BDEG
9220AB
D
E
GH
JABDEGHJ
9210AB
D
EFGH
ABDEFGH★
9200ABCD
EFGHIJABCDEFGHIJ
9190
BCD
EF
HIJBCDEFHIJ
9180
BCD

F
HI
BCDFHI
9170
BCD

F
HI
BCDFHI
9160
BC







BC
9150
BC







BC
5M9410BEGHIFG















9400BEGHIBFGI















9390BGHIABEFGHIJ















9380G☆BDEFGHIJ















9370GABCDEGHIJ















9360ABCD※EGHI★















9350ACDH
HB













9340C















9330
















9320
















9310
















9300AA
R2













9290ABAB















9280☆B☆B















9270ABAB















9260BDBD














週-2σ9250BCDBCDAE
R1
A



E




AE

9240BCDBCDAD※E


A

DE




AD※E

9230BCDBCD☆BDEG


B
D
E
G


☆BDEG
VAU9220CDHCDHABDEGHJ


AB
D
E
GH
JABDEGHJ

9210CDHICDHIABDEFGH★


AB
D
EFGH
ABDEFGH★
MOD9200D※GHIJD※GHIJABCDEFGHIJ
PIV
ABCD
EFGHIJABCDEFGHIJ

9190DEFGHIJDEFGHIJBCDEFHIJ



BCD
EF
HIJBCDEFHIJ
VAB9180EFGHI★EFGHI★BCDFHI



BCD

F
HI
BCDFHI

9170EFGHJEFGHJBCDFHI



BCD

F
HI
BCDFHI

9160EFEFBC



BC







BC

9150FFBC
S1

BC







BC

9140FF















9130
















9120

B-2σ













9110
















9100

S2













9090
















9080















OpHiLoClVolRngModeVAUVAB
923092509150921072136110920092209180

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