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

Thursday, September 1, 2011

Scan 1 Sep 11

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ADAMPAK LIMITEDLong9/1/20110.25523500041.573433
AUSSINO GROUP LTDLong9/1/20110.058387700025.285837
CACHE LOGISTICS TRUSTLong9/1/20110.975159600025.082821
CHINA HAIDA LTD.Long9/1/20110.02950200042.565338
CHINA SPORTS INTL LIMITEDLong9/1/20110.05436200037.43129
DMX TECHNOLOGIES GROUP LTDLong9/1/20110.2651219700036.43125
GENTING SINGAPORE PLCLong9/1/20111.6516718300840.52827
GOLDEN AGRI-RESOURCES LTDLong9/1/20110.66514067699226.242824
JARDINE CYCLE & CARRIAGE LTDLong9/1/201145.9950000030.862320
KOH BROTHERS GROUP LIMITEDLong9/1/20110.19859000025.253431
LEADER ENVIRONMENTAL TECH LTDLong9/1/20110.146206500032.273531
M1 LIMITEDLong9/1/20112.51103900026.92423
MAPLETREE COMMERCIAL TRUSTLong9/1/20110.86451700032.482220
NEPTUNE ORIENT LINES LIMITEDLong9/1/20111.131889000046.853029
OTTO MARINE LIMITEDLong9/1/20110.15785700033.913028
PARKWAYLIFE REITLong9/1/20111.91120000020.932625
PT BERLIAN LAJU TANKER TBKLong9/1/20110.038234800033.652724
TUAN SING HOLDINGS LIMITEDLong9/1/20110.291432600036.052625
UNITED INDUSTRIAL CORP LTDLong9/1/20112.7319300034.413534
YONGNAM HOLDINGS LIMITEDLong9/1/20110.235948700025.432421
SCINTRONIX CORPORATION LTD.Short9/1/20110.03823700031.234151

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