Recently, finance tsunami spread across all over the world in these years, which causes huge volatilities happened in the worldwide capital markets. So, investors would pay more attention to investment risk then before. Thus, some investors would concern the hedge, and other investors might try to figure out how to make profit by employing derivative commodities with care. In addition, the derivatives are high financial leverage financial commodities, so market participant would employ day trade transaction, namely, offset open interests in a day, to prevent uncontrolled risk happened. In addition, speculators would figure out what strategies would lift up the possibility of making profit; therefore, this study investigates that investors adopt the daily trading approach by taking long /short strategies, stop loss or stop gain into account, while futures prices lift up or drop down sharply in the short time. The studied result shows that investor would make profit by taking a long position for index futures, when futures price decline 20 points in five minutes. Moreover, investor would make profit by taking a long position for index call option, when futures price raise 10 points in five minutes. Therefore, the results suggest investors might employ computer program trading in the real world, since the program trading would not only get rid of the emotion stirred by the volatilities of capital markets, but also reduce the pressure of market participants.