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, April 26, 2011

Scan 26 Apr 11

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
AEI CORPORATION LTDLong4/26/20110.15183800024.584722
BANYAN TREE HOLDINGS LIMITEDLong4/26/20110.9536700030.253228
GUOCOLEISURE LIMITEDLong4/26/20110.7526000020.262928
TELEDATA (SINGAPORE) LTDLong4/26/20110.015254000029.115139
UNITED FOOD HOLDINGS LIMITEDLong4/26/20110.0716100022.133829
YOUCAN FOODS INTERNATIONAL LTDLong4/26/20110.083141700079.498911
AIMS AMP CAP INDUSTRIAL REITShort4/26/20110.21809300021.611417
AMTEK ENGINEERING LTDShort4/26/20111.1937300021.723134
BROADWAY INDUSTRIAL GROUP LTDShort4/26/20111.0460800033.862628
CACOLA FURNITURE INTL LIMITEDShort4/26/20110.04596900022.662939
CHANGTIAN PLASTIC & CHEM LTDShort4/26/20110.09166100020.22128
CHINA ENERGY LIMITEDShort4/26/20110.1258400025.512830
FALCON ENERGY GROUP LIMITEDShort4/26/20110.3718000020.012628
JK YAMING INT'L HLDGS LTDShort4/26/20110.52511200048.753250
KEPPEL CORPORATION LIMITEDShort4/26/201111.74806700032.382543
NERATELECOMMUNICATIONS LTDShort4/26/20110.37543200040.58650
NSL LTD.Short4/26/20111.5110500020.22938
SEMBCORP MARINE LTDShort4/26/20115.67523100023.362333
STI ETFShort4/26/20113.24819900031.132729
SUNRAY HOLDINGS LIMITEDShort4/26/20110.025130600037.563465

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