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 2 Oct 09

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
STATS CHIPPAC LTDLong10/2/20090.9178200024.32321
ABR HOLDINGS LIMITEDShort10/2/20090.30517300024.283943
ACE ACHIEVE INFOCOM LIMITEDShort10/2/20090.1150000034.382732
ADVANCED SYSTEMS AUTOMATIONShort10/2/20090.0256200022.342836
AMARA HOLDINGS LTDShort10/2/20090.48567900034.522433
ARMSTRONG INDUSTRIAL CORP LTDShort10/2/20090.24182400021.422226
ASIA ENVIRONMENT HOLDINGS LTDShort10/2/20090.275171900030.113238
ASIATIC GROUP (HOLDINGS) LTDShort10/2/20090.10513000031.773445
BANYAN TREE HOLDINGS LIMITEDShort10/2/20090.83561500037.492327
BEST WORLD INTERNATIONAL LTDShort10/2/20090.3716800039.143239
BEYONICSTECHNOLOGY LIMITEDShort10/2/20090.195279600029.242829
BH GLOBAL MARINE LIMITEDShort10/2/20090.3132100035.82435
BREADTALK GROUP LIMITEDShort10/2/20090.5114800030.952730
C & O PHARM TECH (HLDGS) LTDShort10/2/20090.25163200034.512835
CDL HOSPITALITY TRUSTSShort10/2/20091.41190700038.381922
CFM HOLDINGS LIMITEDShort10/2/20090.09534500020.743552
CHINA ENERGY LIMITEDShort10/2/20090.26454600026.611822
CHINA OILFIELD TEC SVCS GRPLTDShort10/2/20090.175129600031.572129
CHINA PAPER HOLDINGS LIMITEDShort10/2/20090.205152800031.812632
CHINA SKY CHEM FIBRE CO. LTD.Short10/2/20090.2251096300033.652123
CHINA SPORTS INTL LIMITEDShort10/2/20090.1851187900024.871821
DBS SINGAPORE STI ETFShort10/2/20092.6226570029.693438
ECS HOLDINGS LIMITEDShort10/2/20090.47533800040.632124
ENVIRO-HUB HOLDINGS LTDShort10/2/20090.15120600024.142937
FALCON ENERGY GROUP LIMITEDShort10/2/20090.82455800032.192530
FULL APEX (HOLDINGS) LIMITEDShort10/2/20090.13522700023.533242
FUNG CHOI MEDIA GROUP LIMITEDShort10/2/20090.175231300029.542532
GENTING SINGAPORE PLCShort10/2/20091.0913268200027.222526
GUOCOLAND LIMITEDShort10/2/20092.0737900027.141929
HONGWEI TECHNOLOGIES LIMITEDShort10/2/20090.22158200041.382833
HYFLUX WATER TRUSTShort10/2/20090.6781600023.832433
INFORMATICS EDUCATION LTD.Short10/2/20090.05109900020.331922
INNOVALUES LIMITEDShort10/2/20090.175182700028.442331
JASPER INVESTMENTS LIMITEDShort10/2/20090.1419400023.653438
JIUTIAN CHEMICAL GROUP LIMITEDShort10/2/20090.2152918900047.292135
KIM ENG HOLDINGS LIMITEDShort10/2/20091.9813300023.52324
KOH BROTHERS GROUP LIMITEDShort10/2/20090.25596200025.182628
LAFE CORPORATION LIMITEDShort10/2/20090.152700026.133044
LIAN BENG GROUP LTDShort10/2/20090.285433200024.251530
LUM CHANG HOLDINGS LIMITEDShort10/2/20090.30561900036.12528
MAPLETREE LOGISTICS TRUSTShort10/2/20090.75375500040.022538
MARCO POLO MARINE LTD.Short10/2/20090.48402900039.512427
MEDIARING LTDShort10/2/20090.21804100042.312329
METRO HOLDINGS LIMITEDShort10/2/20090.6891700032.062627
NEPTUNE ORIENT LINES LIMITEDShort10/2/20091.671623100025.642023
OCEANUS GROUP LIMITEDShort10/2/20090.351570000023.222527
PEOPLE'S FOOD HOLDINGS LIMITEDShort10/2/20090.68176700024.182235
SINO CONSTRUCTION LIMITEDShort10/2/20090.155663700027.812335
SINO TECHFIBRE LIMITEDShort10/2/20090.16310700022.872429
SINOMEM TECHNOLOGY LIMITEDShort10/2/20090.592196900046.662627
SINOSTAR PEC HOLDINGS LIMITEDShort10/2/20090.16108300025.83136
SINWA LIMITEDShort10/2/20090.43112900038.542833
SPINDEX INDUSTRIES LIMITEDShort10/2/20090.2625600038.672027
SWISSCO INTERNATIONAL LIMITEDShort10/2/20090.765112300037.732433
TECHNICS OIL & GAS LIMITEDShort10/2/20090.5236700032.43034
TIONG WOON CORP HOLDING LTDShort10/2/20090.825885200052.612526
TUAN SING HOLDINGS LIMITEDShort10/2/20090.1742300024.691929
UNIONMET (SINGAPORE) LIMITEDShort10/2/20090.055133900024.363135
UNITED FOOD HOLDINGS LIMITEDShort10/2/20090.075104600020.823033
VALUETRONICS HOLDINGS LIMITEDShort10/2/20090.1342000036.432832
VAN DER HORST ENERGY LIMITEDShort10/2/20090.25423800027.713033

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