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

Friday, October 2, 2009

Scan 1 Oct 09

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ASIATIC GROUP (HOLDINGS) LTDLong10/1/20090.1162500033.254232
CHEUNG WOH TECHNOLOGIES LTDLong10/1/20090.1913000020.994944
KIM ENG HOLDINGS LIMITEDLong10/1/2009213500025.292624
TRANSCU GROUP LIMITEDLong10/1/20090.1357363400047.752825
ASCENDAS INDIA TRUSTShort10/1/20090.85588600024.222831
BAKER TECHNOLOGY LIMITEDShort10/1/20090.34575000030.931920
BAN JOO & COMPANY LIMITEDShort10/1/20090.071566600025.282024
BOUSTEAD SINGAPORE LIMITEDShort10/1/20090.7669500032.182526
COSMOSTEEL HOLDINGS LIMITEDShort10/1/20090.5779100046.612930
CSE GLOBAL LTDShort10/1/20090.775124500034.752022
FIRSTLINK INV CORP LTDShort10/1/20090.065403000032.392829
HI-P INTERNATIONAL LIMITEDShort10/1/20090.68112700020.82728
HLN TECHNOLOGIES LIMITEDShort10/1/20090.3618100021.592728
IPC CORPORATION LIMITEDShort10/1/20090.1322100028.793233
K-REIT ASIAShort10/1/20091.12358100043.832132
KTL GLOBAL LIMITEDShort10/1/20090.355167300023.351921
MEGHMANI ORGANICS LIMITEDShort10/1/20090.2125000035.412854
MFG INTEGRATION TECHNOLOGY LTDShort10/1/20090.15527000031.773134
PROGEN HOLDINGS LTDShort10/1/20090.0946900030.862126
SEROJA INVESTMENTS LIMITEDShort10/1/20090.605897400027.722329
SINOTEL TECHNOLOGIES LTD.Short10/1/20090.6051474400048.082728
SUNVIC CHEMICAL HOLDINGS LTDShort10/1/20090.195161100027.282325
TEXCHEM-PACK HOLDINGS (S) LTD.Short10/1/20090.09530700023.773442
UOB-KAY HIAN HOLDINGS LIMITEDShort10/1/20091.4914400025.32026

No comments: