Is Joel Futterman the Sherlock Holmes of jazz piano? On the face of it, he's one of our most romantic players, devoted to free, fanciful melody. In his heart, though, he's a tenacious improviser, who's absorbed all of jazz's rhythmic-harmonic innovations of the last 30-odd years and who's determined to pursue his musical investigations to their conclusions no matter how difficult the trail. Despite Futterman's melodic directness, he's a player whose strong, linear movement passes through subtle shadings of emotion, and he's unafraid of dissonance or harshness. He's still little-known, perhaps precisely because of his subtlety--and perhaps because he's lived in the obscurity of Virginia, far from the jazz wars, since 1974. This weekend's concerts are a return home after a long absence; he began his career by playing bebop and free jazz here, first with lyrical trumpeter Gene Shaw and multisaxist Rahsaan Roland Kirk. This time he'll be joined by multi-instrumentalist Hal Russell, a similarly tough-minded, purely musical improviser, on saxophones, trumpet, vibes, and drums; this pairing looks promising indeed, for Futterman likes to develop contrasting lines out of his partners' ideas, and Russell is certainly prolific with ideas. Tonight and Saturday, 8 PM, Southend Musicworks, 1313 S. Wabash; 939-2848.