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

Monday, September 12, 2011

Scan 12 Sep 11

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
AP OIL INTERNATIONAL LIMITEDLong9/12/20110.1643800036.944744
JUKEN TECHNOLOGY LIMITEDLong9/12/20110.15115100026.22723
TAT HONG HOLDINGS LTDLong9/12/20110.68522700030.982422
CAPITALAND LIMITEDShort9/12/20112.511455100024.472631
CAPITAMALLS ASIA LIMITEDShort9/12/20111.28375300025.362932
DMX TECHNOLOGIES GROUP LTDShort9/12/20110.25113300022.592730
ERATAT LIFESTYLE LIMITEDShort9/12/20110.13827600023.812728
EU YAN SANG INTERNATIONAL LTDShort9/12/20110.7226500024.432132
JARDINE CYCLE & CARRIAGE LTDShort9/12/201143.9230600022.572633
MIDAS HLDGS LIMITEDShort9/12/20110.425463900029.762528
NEPTUNE ORIENT LINES LIMITEDShort9/12/20111.095797800029.742732
NOBLE GROUP LIMITEDShort9/12/20111.54118500024.473237
SATS LTD.Short9/12/20112.1972500024.722024
SUNSHINE HOLDINGS LIMITEDShort9/12/20110.04220000023.883336
WILMAR INTERNATIONAL LIMITEDShort9/12/20115.17595500021.42125
YING LI INTL REAL ESTATE LTDShort9/12/20110.26593900026.132529

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