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, June 3, 2012

Scan 1 Jun 12

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
AIMS AMP CAP INDUSTRIAL REITLong6/1/20121.1415900026.72725
BROTHERS (HOLDINGS) LIMITEDLong6/1/20120.26494800033.137913
FUNG CHOI MEDIA GROUP LIMITEDLong6/1/20120.1211500022.654839
HOTUNG INVESTMENT HLDGS LTDLong6/1/20120.13454000025.673632
LI HENG CHEM FIBRE TECH LTDLong6/1/20120.1552400024.693633
TTJ HOLDINGS LIMITEDLong6/1/20120.20511300040.017420
CHINASING INVESTMENT HLDG LTDShort6/1/20120.05316000056.672079
NEXT-GEN SATELLITE COMM LTDShort6/1/20120.0121761500025.592428
SINOTEL TECHNOLOGIES LTD.Short6/1/20120.09450500039.43645
THAI BEVERAGE PUBLIC CO LTDShort6/1/20120.333342500021.081820
UMS HOLDINGS LIMITEDShort6/1/20120.39589200025.352324

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