BWV - CBOE S&P 500 BuyWrite Index ETN Technicals

BWV Tracks This Index: CBOE S&P 500 BuyWrite Index
Description: The index is designed to measure the total rate of return of a hypothetical "buy-write", or "covered call", strategy on the S&P 500 Index. This strategy consists of a hypothetical portfolio consisting of a "long" position indexed to the S&P 500 Index (i.e. purchasing the common stocks included in the S&P 500 Index) and the sale of a succession of one-month, at- or slightly out-of-the-money S&P 500 Index call options that are listed on the Chicago Board Options Exchange.

BWV Technicals

20 Day MA: $51.83
60 Day MA: $52.04
MACD 15 Period: -0.67
MACD 100 Period: -0.35
Williams % Range 10 Day: 54.04
Williams % Range 20 Day: 61.42
RSI 10 Day: 43
RSI 20 Day: 44
RSI 30 Day: 47
Ultimate Oscillator: 39
Data as of 05/22/2012

BWV Bollinger Bands

Lower Bollinger (10 Day): $49.60
Upper Bollinger (10 Day): $52.86
Lower Bollinger (20 Day): $50.09
Upper Bollinger (20 Day): $53.59
Lower Bollinger (30 Day): $50.45
Upper Bollinger (30 Day): $53.54
Data as of 05/22/2012

BWV Support & Resistance

Support Level 1: $50.67
Support Level 2: $50.33
Resistance Level 1: $51.17
Resistance Level 2: $51.33
Data as of 05/22/2012

BWV Stochastic

Stochastic Oscillator %D (1 Day): 60.97
Stochastic Oscillator %D (5 Day): 33.27
Stochastic Oscillator %K (1 Day): 38.54
Stochastic Oscillator %K (5 Day): 20.16
Data as of 05/22/2012

BWV Volatility

5 Day Volatility: 115.82%
20 Day Volatility: 13.99%
50 Day Volatility: 12.52%
200 Day Volatility: 10.17%
Standard Deviation: 2.71%
Data as of 05/22/2012

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