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

Wednesday, April 20, 2011

Scan 19 Apr 11

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
SUPERBOWL HOLDINGS LIMITEDLong4/19/20110.2821900022.894538
AEI CORPORATION LTDShort4/19/20110.145163400026.792532
AFP PROPERTIES LIMITEDShort4/19/20110.36514100021.192931
AMTEK ENGINEERING LTDShort4/19/20111.1926900027.092830
ASIA ENVIRONMENT HOLDINGS LTDShort4/19/20110.22538300021.352324
CAPITAMALLS ASIA LIMITEDShort4/19/20111.8705200023.482324
DUTECH HOLDINGS LIMITEDShort4/19/20110.1911600028.944753
INNOVALUES LIMITEDShort4/19/20110.1115500022.343234
LYXORETF MSCI EM LATIN AMERICAShort4/19/20119.2915950028.014653
OTTO MARINE LIMITEDShort4/19/20110.25565100021.472728
OVERSEA-CHINESE BANKING CORPShort4/19/20119.321173900026.842229
RH PETROGAS LIMITEDShort4/19/20110.8516100020.553036
SINOPIPE HOLDINGS LIMITEDShort4/19/20110.2222000023.352946
YONGNAM HOLDINGS LIMITEDShort4/19/20110.275284300020.91719

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