3030 3190 -1.01 -1.38 -0.16 -0.22 92,861.00 63,213.00 82,105.00 53,806.00 -26,832.00 -1,222.00 -20,831.00 -12,403.00 197,108.00 120,447.00 307,318.00 113,560.00 1,211.00 9,430.00 2,708.00 -367.00 300000.00 200000.00 100000.00 0.00 成交量 持仓量 400000.00 300000.00 200000.00 100000.00 0.00 IFIHICIM IFIHICIM -0.39%-0.41% -20.46 8492.74-1294.56 1.00% 0.50% 0.00% -0.50% -1.00% -1.50% -2.00% IH成交量加权平均升贴水率(MA20)IH成交量合计(MA20)(右轴) 100,000.00 80,000.00 60,000.00 40,000.00 20,000.00 0.50% 0.00% -0.50% -1.00% -1.50% -2.00% -2.50% IC成交量加权平均升贴水率(MA20)IC成交量合计(MA20)(右轴) 220,000.00 170,000.00 120,000.00 70,000.00 20,000.00 0.00% -0.50% -1.00% -1.50% IM成交量加权平均升贴水率(MA20)IM成交量合计(MA20)(右轴) 90,000.00 70,000.00 50,000.00 30,000.00 Date2022-11-18 2022-11-16 2022-11-14 2022-11-10 2022-11-08 2022-11-04 2022-11-02 2022-10-31 2022-10-27 2022-10-25 2022-10-21 2022-10-19 2022-10-17 2022-10-13 2022-10-11 2022-09-30 2022-09-28 10,000.00 0.50% 0.00% -0.50% -1.00% -1.50% IF成交量加权平均升贴水率沪深300(右)5,000.00 4,500.00 4,000.00 3,500.00 1.00% 0.00% -1.00% -2.00% IH成交量加权平均升贴水率上证50(右)3,100.00 2,900.00 2,700.00 2,500.00 2,300.00 1.00% 0.00% -1.00% -2.00% -3.00% IC成交量加权平均升贴水率中证500(右)7,000.00 6,500.00 6,000.00 5,500.00 5,000.00 0.50% 0.00% -0.50% -1.00% -1.50% IM成交量加权平均升贴水率中证1000(右)6,800.00 6,600.00 6,400.00 6,200.00 6,000.00 5年滚动PE历史分位-中证500 47.60% 5年滚动PE历史分位-中证1000 18.70% 上证50价值指标 8.50 8.00 7.50 7.00 6.50 6.00 4,300.00 3,800.00 3,300.00 2,800.00 2,300.00 1,800.00 1,300.00 9.00 8.50 8.00 7.50 7.00 6.50 6,000.00 5,000.00 4,000.00 3,000.00 2,000.00 价值指标(V.50)价值下限 价值上限上证50(右) 价值指标(V.300)价值下限 价值上限沪深300(右) IH 1.38%