-----Original Message-----
From: 	soblander@carrfut.com@ENRON [mailto:IMCEANOTES-soblander+40carrfut+2Ecom+40ENRON@ENRON.com] 
Sent:	Friday, June 08, 2001 12:00 PM
To:	Griffith, John
Subject:	RSI


----- Forwarded by Scott Oblander/ICF on 06/08/2001 12:01 PM -----

            CARR FUTURES
            Heffner                       To:    Scott Oblander/ICF@ICF
             - Chicago 150 SW             cc:
                                          From:  Mike Heffner
                                          Phone:      312-368-2205
                                          Date:  06/08/2001 11:50 AM
                                          Subject:




Relative Strength Index is a price momentum indicator. Mathematically, RSI
is represented as:

RSI = 100 - [ 100 / (1+ RS) ]
where,

RS is the ratio of the exponentially smoothed moving average of n-period
gains divided by the absolute value (i.e., ignoring sign) of the
exponentially smoothed moving average of n-period losses.