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

Friday, December 23, 2011

Scan 22 Dec 11

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ABF SPORE BOND INDEX FUND ETFLong12/22/20111.17217900025.245939
DEVOTION ENERGY GROUP LIMITEDLong12/22/20110.0926500026.945941
HEALTH MANAGEMENT INTL LTDLong12/22/20110.09510200025.024945
LONGCHEER HOLDINGS LIMITEDLong12/22/20110.07257700028.833228
ARA ASSET MANAGEMENT LIMITEDShort12/22/20111.1821100027.862324
MACQUARIE INT'L INFRA FUND LTDShort12/22/20110.54416200024.822229

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