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, October 29, 2011

Scan 28 Oct 11

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ASCENDAS INDIA TRUSTLong10/28/20110.8341300020.52827
ASCENDAS REAL ESTATE INV TRUSTLong10/28/20112.04449700021.512522
CAMBRIDGE INDUSTRIAL TRUSTLong10/28/20110.475700300027.832922
CHANGJIANG FERTILIZER HLGS LTDLong10/28/20110.211000021.864241
COSMOSTEEL HOLDINGS LIMITEDLong10/28/20110.12313100032.825832
FEDERAL INT(2000) LTDLong10/28/20110.03935800027.534831
HIAP HOE LIMITEDLong10/28/20110.42523000020.212623
LIONGOLD CORP LTDLong10/28/20110.8651010800025.311912
SABANA SHARI'AH COMPLIANT REITLong10/28/20110.8967900023.372524
SINGAPORE POST LIMITEDLong10/28/20111.05531300021.482621
TIGER AIRWAYS HOLDINGS LIMITEDLong10/28/20110.7552675000035.243524
TIONG WOON CORP HOLDING LTDLong10/28/20110.22520800020.033231
VENTURE CORPORATION LIMITEDLong10/28/20116.8835600027.923432
LIANG HUAT ALUMINIUM LTDShort10/28/20110.008284600021.983542
YHI INTERNATIONAL LIMITEDShort10/28/20110.3115300024.334344

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