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

Wednesday, November 2, 2011

Scan 2 Nov 11

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
CAMBRIDGE INDUSTRIAL TRUSTLong11/2/20110.475196300023.092826
HENGXIN TECHNOLOGY LTD.Long11/2/20110.2480400025.774235
MEWAH INTERNATIONAL INC.Long11/2/20110.44589900021.622926
VENTURE CORPORATION LIMITEDLong11/2/20116.9240000023.293332
CACHE LOGISTICS TRUSTShort11/2/20110.965110700020.722528
CDL HOSPITALITY TRUSTSShort11/2/20111.645149700024.252728
HONG LEONG FINANCE LIMITEDShort11/2/20112.313700027.132628
OKP HOLDINGS LIMITEDShort11/2/20110.55526600020.842831
PACIFIC ANDES RESOURCES DEVLTDShort11/2/20110.225152700024.862325
SEMBCORP MARINE LTDShort11/2/20114.11498200022.52830
SINGAPORE EXCHANGE LIMITEDShort11/2/20116.64280400033.732531
UMS HOLDINGS LIMITEDShort11/2/20110.33110700023.112829
YING LI INTL REAL ESTATE LTDShort11/2/20110.28520700020.12527

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