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From: john.griffith@enron.com To: larry.may@enron.com Subject: FW: RSI Cc: Bcc: Date: Fri, 8 Jun 2001 10:05:57 -0700 (PDT) -----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.