PBP - S&P 500 BuyWrite Portfolio Technicals

PBP 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.

PBP Technicals

20 Day MA: $20.18
60 Day MA: $20.35
MACD 15 Period: -0.21
MACD 100 Period: -0.41
Williams % Range 10 Day: 61.90
Williams % Range 20 Day: 70.80
RSI 10 Day: 39
RSI 20 Day: 41
RSI 30 Day: 43
Ultimate Oscillator: 45
Data as of 05/24/2012

PBP Bollinger Bands

Lower Bollinger (10 Day): $19.36
Upper Bollinger (10 Day): $20.32
Lower Bollinger (20 Day): $19.39
Upper Bollinger (20 Day): $20.97
Lower Bollinger (30 Day): $19.56
Upper Bollinger (30 Day): $20.97
Data as of 05/24/2012

PBP Support & Resistance

Support Level 1: $19.69
Support Level 2: $19.59
Resistance Level 1: $19.90
Resistance Level 2: $20.01
Data as of 05/24/2012

PBP Stochastic

Stochastic Oscillator %D (1 Day): 56.78
Stochastic Oscillator %D (5 Day): 49.66
Stochastic Oscillator %K (1 Day): 50.54
Stochastic Oscillator %K (5 Day): 34.43
Data as of 05/24/2012

PBP Volatility

5 Day Volatility: 58.00%
20 Day Volatility: 10.06%
50 Day Volatility: 9.75%
200 Day Volatility: 8.52%
Standard Deviation: 1.08%
Data as of 05/24/2012

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