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

Tuesday, June 5, 2012

Scan 4 Jun 12

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ACHIEVA LIMITEDLong6/4/20120.05515000027.325238
THAI BEVERAGE PUBLIC CO LTDLong6/4/20120.345981900020.842618
AIMS AMP CAP INDUSTRIAL REITShort6/4/20121.11521600025.952434
CDL HOSPITALITY TRUSTSShort6/4/20121.78586100021.172031
CHINA BEARING (SINGAPORE) LTD.Short6/4/20120.0313100035.584456
COSCO CORPORATION (S) LTDShort6/4/20120.975469300041.62223
EUCON HOLDING LIMITEDShort6/4/20120.02229300029.583637
FRASERS COMMERCIAL TRUSTShort6/4/20120.93117100030.942527
HOTUNG INVESTMENT HLDGS LTDShort6/4/20120.1358900024.152933
K-REIT ASIAShort6/4/20120.9770000021.111820
LI HENG CHEM FIBRE TECH LTDShort6/4/20120.147138000022.873334
LMA INTERNATIONAL N.V.Short6/4/20120.4210200020.313945
MDR LIMITEDShort6/4/20120.011161600020.861724
ORCHARD PARADE HOLDINGS LTDShort6/4/20121.59516000029.342431
SINGAPORE POST LIMITEDShort6/4/20121.005240100023.251720
SKY CHINA PETROLEUM SVCS LTD.Short6/4/20120.104113800029.162732
SUPERIOR MULTI-PACKAGING LTDShort6/4/20120.06819800023.953437
UOB-KAY HIAN HOLDINGS LIMITEDShort6/4/20121.56515200027.392027
UOL GROUP LIMITEDShort6/4/20124.266900033.512123
VENTURE CORPORATION LIMITEDShort6/4/20127.8338300023.492329

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