ADX stands for average directional index. Its value ranges from 0 to 100.

As its name implies ADX is used to measure directional movement. Its value is derived from 2 other indicators +DI and -DI.

In this blog, I will provide list of Singapore Market Stocks based on
1. 13 Period ADX > 20
2. 13 Period +DI crosses over -DI.
3. 13 Period +DI crosses under -DI.
4. Volume trade > 100,000 shares

One important thing to note is I am using freely available stock price information for computing the ADX indicator. The price information is not adjusted for stock dividends and split.

Links
Singapore RSI Scanner
Singapore MACD Scanner
Singapore Trend Analysis
Singapore Trading System

Tuesday, June 10, 2008

Scan 10 Jun 08

ADX Scan based on closing price on 10 Jun 08
Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ABR HOLDINGS LIMITEDLong10-Jun-080.2317100025.995240
ABTERRA LTDLong10-Jun-080.085928800042.721813
BABCOCK & BROWN GLOBAL INV LTDLong10-Jun-080.6792000030.883027
CENTILLION ENV & RECYC LIMITEDLong10-Jun-080.02590000027.382422
CHINA AUTO CORPORATION LTD.Long10-Jun-080.08234900030.51107
HG METAL MANUFACTURING LTDLong10-Jun-080.39152800029.272220
ALANTAC TECHNOLOGY LTD.Short10-Jun-080.13168200023.062326
ARIANECORP LIMITEDShort10-Jun-080.0316000034.481521
ASTI HOLDINGS LIMITEDShort10-Jun-080.1411100020.831620
BBR HOLDINGS (S) LTDShort10-Jun-080.075634100031.861723
CAMBRIDGE INDUSTRIAL TRUSTShort10-Jun-080.695199900033.491923
CHINA LIFESTYLE F&B GROUP LTDShort10-Jun-080.29510900020.823451
EZRA HOLDINGS LIMITEDShort10-Jun-082.57192100029.723135
IPC CORPORATION LIMITEDShort10-Jun-080.1214900025.632532
LMA INTERNATIONAL N.V.Short10-Jun-080.2238800021.582729
NTEGRATOR INTERNATIONAL LTDShort10-Jun-080.04527000028.044056
STATS CHIPPAC LTDShort10-Jun-081.2211500021.562324
SUNVIC CHEMICAL HOLDINGS LTDShort10-Jun-080.36611200041.72629
VASHION GROUP LTD.Short10-Jun-080.025100000043.933945
VIBROPOWER CORPORATION LIMITEDShort10-Jun-080.05543000021.593750

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