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, October 12, 2012

Scan 11 Oct 12

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
CITYSPRING INFRASTRUCT TRUSTLong10/11/20120.4487000021.942618
CONSCIENCEFOOD HOLDING LIMITEDLong10/11/20120.18514800024.034237
IPCO INT'L LIMITEDLong10/11/20120.0212568300022.032117
MACARTHURCOOK PROP SEC FUNDLong10/11/20120.07522200036.175243
SC GLOBAL DEVELOPMENTS LTDLong10/11/20121.1524800039.583533
SINOTEL TECHNOLOGIES LTD.Long10/11/20120.105103100021.173023
STI 2950 BP EPW121228Long10/11/20120.06813000029.425149
STXOSV MB ECW130201Long10/11/20120.072327000028.884544
WING TAI HLDGS LTDLong10/11/20121.6883800032.083028
CHINA POWERPLUS LIMITEDShort10/11/20120.0451000032.14060
FREIGHT LINKS EXPRESS HOLDINGSShort10/11/20120.067123900024.052526
GENTING SPS$500M5.125% PERPSECShort10/11/20121.009107100066.631461
IHHHEALTHCAREBERHADMBECW121203Short10/11/20120.04720000021.383065
OCBC BK BP ECW130103AShort10/11/20120.62515000034.24454
OCBC BK BP ECW130402Short10/11/20120.099248000031.894043
OLAM BP ECW130702Short10/11/20120.041190000613961

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