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

Sunday, November 13, 2011

Scan 11 Nov 11

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ACTION ASIA LIMITEDLong11/11/20110.14347000027.415930
KENCANA AGRI LIMITEDLong11/11/20110.34512800022.174031
K-REIT ASIALong11/11/20111.0251530000273028
MFS TECHNOLOGY LTDLong11/11/20110.06477100032.313530
PENGUIN INTERNATIONAL LIMITEDLong11/11/20110.07554800025.193331
TRANSPAC INDUSTRIAL HLDGS LTDLong11/11/20111.7834800022.794026
XPRESS HOLDINGS LTDLong11/11/20110.035292900030.695240
AMPLEFIELD LIMITEDShort11/11/20110.01511300062.154448
EUCON HOLDING LIMITEDShort11/11/20110.01830500021.024951
INFORMATICS EDUCATION LTD.Short11/11/20110.05450100023.972631
LMA INTERNATIONAL N.V.Short11/11/20110.3221000020.024149
SUNRAY HOLDINGS LIMITEDShort11/11/20110.0139500049.744357

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