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, June 1, 2011

Scan 31 May 11

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ARA ASSET MANAGEMENT LIMITEDLong5/31/20111.7643900020.433625
BREADTALK GROUP LIMITEDLong5/31/20110.6112800027.823433
FRENCKEN GROUP LIMITEDLong5/31/20110.357800026.143631
GLOBAL TECH (HLDGS) LIMITEDLong5/31/20110.00537000096.588515
GOODPACK LIMITEDLong5/31/20112.0547800022.795020
HUTCHISON PORT HOLDINGS TRUSTLong5/31/20110.941746000020.082319
IS MSCI INDIA 100Long5/31/20117.351383880023.412826
KOON HOLDINGS LIMITEDLong5/31/20110.27514700025.434238
MEMTECH INTERNATIONAL LTDLong5/31/20110.1315100025.14037
RYOBI KISO HOLDINGS LTD.Long5/31/20110.1611000023.353029
SABANA SHARI'AH COMPLIANT REITLong5/31/20110.94321700030.652823
SP AUSNETLong5/31/20111.277700036.383227
SUPERIOR MULTI-PACKAGING LTDLong5/31/20110.09510200029.023527
8TELECOM INTL HOLDINGS CO LTDShort5/31/20110.1616100037.063356
ADVANCE SCT LIMITEDShort5/31/20110.03558000022.243132
COMPACT METAL INDUSTRIES LTDShort5/31/20110.00520000027.224555
SC GLOBAL DEVELOPMENTS LTDShort5/31/20110.9168500020.141272
SUNVIC CHEMICAL HOLDINGS LTDShort5/31/20110.795542800021.932223
TRANSCU GROUP LIMITEDShort5/31/20110.0551207100020.881719

No comments: