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

Saturday, September 3, 2011

Scan 2 Sep 11

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
AIMS AMP CAP INDUSTRIAL REITLong9/2/20110.205160800046.81918
AMARA HOLDINGS LTDLong9/2/20110.3379400032.913629
CHINA BEARING (SINGAPORE) LTD.Long9/2/20110.04414800051.87327
DBXT MSCI PHILIPPINES ETF 10Long9/2/20111.3323000028.73827
ARMSTRONG INDUSTRIAL CORP LTDShort9/2/20110.2717300028.342931
CHINA SPORTS INTL LIMITEDShort9/2/20110.05128000034.912932
CHINASING INVESTMENT HLDG LTDShort9/2/20110.00921200025.654243
CWT LIMITEDShort9/2/20111.0945800025.412730
F J BENJAMIN HOLDINGS LTDShort9/2/20110.3314800026.632733
FRASERS COMMERCIAL TRUSTShort9/2/20110.8315100022.212728
GENTING SINGAPORE PLCShort9/2/20111.6158849400037.932630
GOLDEN AGRI-RESOURCES LTDShort9/2/20110.6456923500024.372627
GUOCOLEISURE LIMITEDShort9/2/20110.61593200026.662526
INNOTEK LIMITEDShort9/2/20110.3612500039.293441
JAYA HOLDINGS LTDShort9/2/20110.4823000028.932728
KOH BROTHERS GROUP LIMITEDShort9/2/20110.19513200023.543234
LIAN BENG GROUP LTDShort9/2/20110.34162200024.022527
MIDAS HLDGS LIMITEDShort9/2/20110.44872800044.192628
OTTO MARINE LIMITEDShort9/2/20110.1552400031.692831
POPULAR HOLDINGS LIMITEDShort9/2/20110.15623400021.521830
SAMKO TIMBER LIMITEDShort9/2/20110.13327800032.442829
SERIAL SYSTEM LTDShort9/2/20110.14957400026.382227
XINREN ALUMINUM HOLDINGS LTDShort9/2/20110.33534400026.662223

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