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, December 18, 2009

Scan 18 Dec 09

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
CITY DEVELOPMENTS LTD NCCPSLong12/18/20091.1914400020.965134
DATAPULSE TECHNOLOGY LIMITEDLong12/18/20090.24551400020.922421
PACIFIC SHIPPING TRUSTLong12/18/20090.2620900022.953631
SUNRAY HOLDINGS LIMITEDLong12/18/20090.0316500033.556535
YANGZIJIANG SHIPBLDG HLDGS LTDLong12/18/20091.181806800031.472118
GEMS TV HOLDINGS LIMITEDShort12/18/20090.07542800021.782327
GLOBAL TECH (HLDGS) LIMITEDShort12/18/20090.0147300021.622749
LYXOR JAPAN (TOPIX) FUND 10Short12/18/20090.99712500026.114445
SAMKO TIMBER LIMITEDShort12/18/20090.0842100020.952455
SEE HUP SENG LIMITEDShort12/18/20090.29318400023.22629
SEROJA INVESTMENTS LIMITEDShort12/18/20090.641083000029.892632
TT INTERNATIONAL LIMITEDShort12/18/20090.03544200022.092842
UNITED OVERSEAS BANK LTDShort12/18/200919.4258800025.012021

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