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, March 15, 2011

Scan 15 Mar 11

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
CHINA YUANBANG PROP HLDGS LTDLong3/15/20110.1228900020.74240
CHINA MINZHONG FOOD CORP LTDShort3/15/20111.6223300032.392729
CITY DEVELOPMENTS LIMITEDShort3/15/201110.52175300024.32032
EU YAN SANG INTERNATIONAL LTDShort3/15/20110.7348400021.052944
EZRA HOLDINGS LIMITEDShort3/15/20111.65529400022.592029
HI-P INTERNATIONAL LIMITEDShort3/15/20111.08121200028.971933
INFORMATICS EDUCATION LTD.Short3/15/20110.105741900023.862027
JARDINE CYCLE & CARRIAGE LTDShort3/15/201134.1825100022.522123
KEPPEL TELE & TRANShort3/15/20111.2411500027.512330
LMA INTERNATIONAL N.V.Short3/15/20110.31532000029.923057
LYXOR ETF MSCI WORLD 10Short3/15/20111.28811500073.682278
NERATELECOMMUNICATIONS LTDShort3/15/20110.470700035.72021
OKP HOLDINGS LIMITEDShort3/15/20110.5851190000262633
SEMBCORP MARINE LTDShort3/15/20115.41004000023.672628
SINO GRANDNESS FOOD IND GP LTDShort3/15/20110.475509000027.992131
UNION STEEL HOLDINGS LIMITEDShort3/15/20110.11524000020.492940
UNITED FIBER SYSTEM LIMITEDShort3/15/20110.04716200024.961921
UNITED OVERSEAS BANK LTDShort3/15/201118.26383400023.331525

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