股指期货日度数据跟踪 2025-07-02 一、指数走势 07 月 01 日，上证综指涨跌幅 0.39%，收于 3457.75 点，成交额 5535.57 亿元，深成指数涨跌幅 0.11%，收于 10476.29 点，成交额 9124.59 亿元。 中证 1000 指数涨跌幅 0.28%，成交额 3343.02 亿元，其中开盘价 6358.06，收盘价 6373.77，当日最高价 6373.77，最低价 6308.06； 中证 500 指数涨跌幅 0.33%，成交额 2135.96 亿元，其中开盘价 5915.8，收盘价 5934.67，当日最高价 5936.92，最低价 5890.11； 沪深 300 指数涨跌幅 0.17%，成交额 2360.7 亿元，其中开盘价 3935.91，收盘价 3942.76，当日最高价 3946.25，最低价 3924.72； 上证 50 指数涨跌幅 0.21%，成交额 661.44 亿元，其中开盘价 2714.97，收盘价 2717.71，当日最高价 2721.4，最低价 2708.19。 图表 1：中证 1000、中证 500、沪深 300、上证 50 日内走势（%） 图表 ...

Group 1 - The A-share market showed strong performance on the last trading day of June, with significant recovery from previous losses and an average stock price increase [1] - The gaming sector experienced notable gains, while the military industry sector was the hottest, with limited adjustments in other sectors [1] - The ChiNext index demonstrated the strongest performance, rising by 1.35%, and the overall market sentiment appears to be bullish with potential for further upward movement [1] Group 2 - The Shanghai Composite Index's monthly chart resembles a breakout pattern, but the trading volume is average, indicating some flaws [2] - The daily chart shows potential issues, with a current value of 20.557, and a need for slight upward movement to eliminate high point risks [2] - The 120-minute chart indicates a possible failure of the high point structure, suggesting a cautious approach to increasing positions while preparing for both upward and downward scenarios [2]

Group 1 - The core reason for the recent adjustment in the Shanghai Composite Index is the significant pullback of large-cap banks, which has led to increased trading volume and market pressure [1][2] - The market is currently experiencing a situation where the decline of large-cap stocks may create opportunities for mid-cap indices like the CSI 500 and CSI 1000 to rise, indicating potential hidden opportunities despite the overall market downturn [1] - The index level of 3439 serves as a critical support point; if this level is breached, it may prompt investors to consider reducing their positions, but there is no immediate need to panic as the market has not shown signs of widespread fear among speculative stocks [2][3] Group 2 - For investors holding thematic stocks, there is no need to reduce positions as the CSI 1000 index has not reached its profit-taking levels, suggesting that the upward trend may continue [3] - The current market dynamics indicate that while large-cap stocks are cooling off, thematic stocks remain resilient, providing opportunities for investors to capitalize on during the adjustment phase [2][3] - The strategy of buying low and selling high remains relevant, and investors are encouraged to look for opportunities during the market's pullback [2][3]

Group 1 - The market has shown a negative signal with a significant bearish candlestick in the Shanghai Composite Index, indicating a potential reversal from previous upward momentum [1] - The index reached a low of 3423 points, approaching the previous low of 3417 points, suggesting a possible return to a consolidation phase if it continues to decline [1] - The recent upward breakout may be a false breakout if the index falls back into the previous range, leading to further fluctuations within that range [1] Group 2 - The Shanghai Composite Index is influenced by bank stocks, while other indices like the Shenzhen Component are showing different patterns, remaining near previous highs [2] - The Shenzhen Component is currently in a strong consolidation phase, with recent price action indicating potential upward movement or a failure to break out, which would keep it within the consolidation range [2] - The upcoming week is critical for determining the direction of these indices, whether they will break upward or remain in a consolidation phase [2]

股指期货日度数据跟踪 2025-06-27 一、指数走势 06 月 26 日，上证综指涨跌幅-0.22%，收于 3448.45 点，成交额 6030.95 亿元，深成指数涨跌幅-0.48%，收于 10343.48 点，成交额 9800.56 亿元。 中证 1000 指数涨跌幅-0.45%，成交额 3437.46 亿元，其中开盘价 6272.44，收盘价 6247.79，当日最高价 6310.54，最低价 6244.78； 中证 500 指数涨跌幅-0.41%，成交额 2352.24 亿元，其中开盘价 5868.29，收盘价 5838.25，当日最高价 5885.25，最低价 5835.34； 沪深 300 指数涨跌幅-0.35%，成交额 3281.03 亿元，其中开盘价 3953.16，收盘价 3946.02，当日最高价 3964.48，最低价 3945.26； 上证 50 指数涨跌幅-0.34%，成交额 871.01 亿元，其中开盘价 2740.23，收盘价 2738.47，当日最高价 2747.61，最低价 2734.95。 沪深 300 较前收盘价上涨-14.05 点，银行,通信,食品饮料等板块对指数向 ...

股指期货日度数据跟踪 2025-06-24 一、指数走势 沪深 300 较前收盘价上涨 11.26 点，银行,非银金融,电子等板块对指数向上拉动明显，通信,食品饮料等板块对指数向下拉动明显。 上证 50 较前收盘价上涨 11.06 点，银行,非银金融,煤炭等板块对指数向上拉动明显，食品饮料等板块对指数向下拉动明显。 -5 0 5 10 15 20 25 计算机 电子 电力设备 国防军工 医药生物 有色金属 基础化工 传媒 非银金融 机械设备 交通运输 通信 汽车 农林牧渔 石油石化 银行 商贸零售 环保 公用事业 纺织服饰 煤炭 社会服务 钢铁 房地产 建筑装饰 食品饮料 综合 美容护理 家用电器 建筑材料 轻工制造 数据来源：Wind，光期研究所 图 4：中证 500 各板块对指数贡献的涨跌点数 -2 0 2 4 6 8 电子 电力设备 国防军工 计算机 医药生物 非银金融 通信 有色金属 石油石化 煤炭 交通运输 房地产 商贸零售 建筑装饰 农林牧渔 社会服务 机械设备 环保 美容护理 传媒 银行 建筑材料 家用电器 汽车 轻工制造 基础化工 纺织服饰 公用事业 钢铁 食品饮料 06 月 23 日，上证综 ...

3320附近除了是前面的低点，同时还有60日线在这儿作为一个防守位置。那么我们看到在这儿今天之前 指数是在5日线和20日线之间，当时我们跟大家说要选方向，结果今天选了它是向下跌破了20日线，受 到5日线的一个压制。那么如果是继续沿着宽幅震荡的方向走的话，周五不能迅速的把它收回来，那么 下方目标的位置大概率是在这。那么到这个位置的时候，我们再去看，在这附近它能不能形成一个转折 或者转折底分型的存在？如果存在的话，那么这一小段下跌到时候就可以告一段落。 大盘跌了，接下来又跌到哪儿呢？周四大盘是收出了一根近似于中阴线的这样一根k线，而且是打出了 调整以来的新低。和讯投顾张汇表示，周三的时候我们指数收尾盘收在的这个小中枢的上轨位置附近给 我们带来了一些希望。当时我们跟大家讲，这个地方还缺临门一脚，什么叫临门一脚？其实就是跑到中 枢上轨来，能不能往上去突破并且站稳它，如果顺势周四收一根阳线突破站稳它那这个指数就往3417点 那个方向去了。但是很可惜，这个临门一脚终究是没有来，开盘直接是往下走了，往下去考验下轨，不 仅考验下轨，是把下轨给跌破，而且下午的时候盘中有一波反弹，这个反弹其实类似于反抽它的高点 3369，就是这 ...

所以现在目前来看，这个地方大概率震荡完以后是往下走，那往下走的目标价那大概就是如果是有风有 豆豆，那就是往那个挤到这个地方，而且指数我觉得现在目前最尴尬的点在于哪里？下跌，放量上涨无 量，看见没有？两次中跌，6月10号以及6月13号这两天都是放量跌缩量涨，放量跌翻一翻，上涨缩量没 人买，下跌放量有人抄，是不是？啊那就是当下的主力的所有的资金，不管是机构游资量化，它们有一 个共同点，在当下市场都在干什么？都在低吸，那你说高抛低吸，这是属于地质周期的行为，啊这是第 三阶段的行为，对吧？现在全市场的主流的资金都在高抛低吸，代表着当下市场资资金行为的一致性， 一个市场在一致性的低息且一致性的不追涨的情况下，会形成两种局面，第一种局面就是硬盘，第二种 就是不停息不停息，然后追高资金越来越没有越来越没有，大家最后不是比接力，不是比正向循环比的 是反向循环。 本来一个市场状态比较好的情况下，我看好这个股票，我愿意4%接，我对3%的成本来说我要追高好， 我4%买进去了，另外一个资金也看好当下市场，它会从我手上57%走，所以这就是市场以及股票价格 上涨的本原因，这个东西反过来他开的高，没人要他就不停的抛抛到-1，我在这洗洗完以 ...

Core Viewpoint - The market is currently experiencing a slight downward trend, with the index breaking below 3368, indicating a potential for further testing of lower levels in the near term [1][2] Group 1: Market Structure Analysis - The index has formed a five-minute structure that suggests a potential for a downward test, with a possibility of reaching 3413 in the future if the downward movement is not significant [1] - There is a one-minute consolidation structure forming, which may allow for further downward testing in the early session [1] - The current market structure indicates a potential challenge to the 3417 point in the upcoming stages, contingent on the completion of a small segment [1] Group 2: Alternative Scenarios - If the downward movement is stronger, the index could break below 3332, leading to a double top pattern that would necessitate filling gaps created after the May Day holiday [2] - A strong support level is identified around 3268, which is crucial for the index's stability [2] - Given that approximately 70-80% of sectors have experienced declines over the past one to three weeks, the likelihood of a strong downward double top pattern is considered low [2]

股指期货日度数据跟踪 2025-06-18 图表 1：中证 1000、中证 500、沪深 300、上证 50 日内走势（%） 图表 2：四大指数个股涨跌幅比例（%）统计 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 09:30 09:41 09:52 10:03 10:14 10:25 10:36 10:47 10:58 11:09 11:20 13:00 13:11 13:22 13:33 13:44 13:55 14:06 14:17 14:28 14:39 14:50 中证1000 中证500 沪深300 上证50 0 5 10 15 20 25 30 35 40 45 [-10, -9] [-9, -8] [-8, -7] [-7, -6] [-6, -5] [-5, -4] [-4, -3] [-3, -2] [-2, -1] [-1, 0] [0, 1] [1, 2] [2, 3] [3, 4] [4, 5] [5, 6] [6, 7] [8, 9] [9, 10] zz1000 zz500 hs300 sz50 数据来源：Wind，光期研究所 数据来源：Wind，光期研究所 ...