Message-ID: <5521230.1075845253032.JavaMail.evans@thyme>
Date: Fri, 8 Jun 2001 10:05:57 -0700 (PDT)
From: john.griffith@enron.com
To: larry.may@enron.com
Subject: FW: RSI
Mime-Version: 1.0
Content-Type: text/plain; charset=us-ascii
Content-Transfer-Encoding: 7bit
X-From: Griffith, John </O=ENRON/OU=NA/CN=RECIPIENTS/CN=JGRIFFIT>
X-To: May, Larry </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Lmay2>
X-cc: 
X-bcc: 
X-Folder: \May, Larry\May, Larry\Inbox
X-Origin: MAY-L
X-FileName: May, Larry.pst



 -----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.

