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

Wednesday, October 31, 2012

Scan 30 Oct 12

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ASCENDAS INDIA TRUSTLong10/30/20120.765396300021.632523
PNE INDUSTRIES LTDLong10/30/20120.0841000021.467327
POPULAR HOLDINGS LIMITEDLong10/30/20120.2492400024.833224
ARMSTRONG INDUSTRIAL CORP LTDShort10/30/20120.2753500026.392024
ASCENDAS REAL ESTATE INV TRUSTShort10/30/20122.38762000022.072125
AUSGROUP LIMITEDShort10/30/20120.485854800035.481819
CACOLA FURNITURE INTL LIMITEDShort10/30/20120.02430500026.393953
CAPITARETAIL CHINA TRUSTShort10/30/20121.5671400042.532731
CDL HOSPITALITY TRUSTSShort10/30/20121.941391600024.261929
ERATAT LIFESTYLE LIMITEDShort10/30/20120.08622000023.562843
EZION MB ECW130301Short10/30/20120.08220000038.083755
EZRA MB ECW130603Short10/30/20120.065200000038.094149
FISCHER TECH LTDShort10/30/20120.08115000023.084851
GMG GLOBAL LTDShort10/30/20120.129252100027.221618
HUAN HSIN HOLDINGS LTDShort10/30/20120.04818000026.173948
MAPLETREE INDUSTRIAL TRUSTShort10/30/20121.395454500023.821830
SIM LIAN GROUP LIMITEDShort10/30/20120.84581600057.452241
UNITED FOOD HOLDINGS LIMITEDShort10/30/20120.04415000023.052747

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