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, July 27, 2012

Scan 26 Jul 12

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
BONVESTS HOLDINGS LTDLong7/26/20120.9313000020.393832
FUNG CHOI MEDIA GROUP LIMITEDLong7/26/20120.12544100040.867623
INDOFOOD AGRI RESOURCES LTD.Long7/26/20121.365218700029.512523
K-REIT ASIALong7/26/20121.095209300042.553027
MERMAID MARITIME PUBLIC CO LTDLong7/26/20120.26525000020.333226
MTQ CORPORATION LIMITEDLong7/26/20120.8525500030.846927
RAMBA ENERGY LIMITEDLong7/26/20120.395402900029.752821
SAIZEN REAL ESTATE INV TRUSTLong7/26/20120.15318200036.793826
UNITED FIBER SYSTEM LIMITEDLong7/26/20120.051614300021.722019
GENTING SPS$500M5.125% PERPSECShort7/26/20121.00357000027.052223
HL GLOBAL ENTERPRISES LIMITEDShort7/26/20120.06717500024.344149

No comments: