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

Saturday, October 20, 2012

Scan 19 Oct 12

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
CHINA INTERNATIONAL HLDGS LTDLong10/19/20120.0425100020.725036
ELLIPSIZ LTDLong10/19/20120.08715000023.343832
FRASER AND NEAVE MB ECW121204Long10/19/20120.11649000025.435834
MACARTHURCOOK PROP SEC FUNDLong10/19/20120.07511000026.545034
ASPIAL CORPORATION LIMITEDShort10/19/20120.43131400030.622026
CASA HOLDINGS LIMITEDShort10/19/20120.11910300029.272849
IS MSCI INDIA 100Short10/19/20126.1164980026.922328
ISHARES USD ASIA HY BOND ETFShort10/19/201211.0511910033.194144
LOW KENG HUAT (SINGAPORE) LTDShort10/19/20120.47519700029.372628
OCBC BK BP ECW130402Short10/19/20120.0947600022.653743
SATS LTD.Short10/19/20122.7668000028.361520
STAMFORD LAND CORPORATION LTDShort10/19/20120.56539700028.091520
TEE INTERNATIONAL LTD W130228Short10/19/20120.12230000057.733853
THAKRAL CORPORATION LTDShort10/19/20120.02995000020.632631
TIGER AIRWAYS HOLDINGS LIMITEDShort10/19/20120.735160000024.441819

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