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 22, 2011

Scan 21 Sep 11

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ABR HOLDINGS LIMITEDLong9/20/20110.5529000034.514946
SAIZEN REAL ESTATE INV TRUSTLong9/20/20110.15285100021.232221
VGO CORPORATION LIMITEDLong9/20/20110.02110500032.044843
CENTILLION ENV & RECYC LIMITEDShort9/20/20110.00125000029.143251
FIRST SHIP LEASE TRUSTShort9/20/20110.29530300033.732124
SPDR GOLD SHARESShort9/20/2011175.0613370020.973234
TELEDATA (SINGAPORE) LTDShort9/20/20110.0150000023.783758

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