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, December 4, 2012

Scan 3 Dec 12

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ASJ HOLDINGS LTDLong12/3/20120.029125000051.966423
CAPITARETAIL CHINA TRUSTLong12/3/20121.5654400022.742715
SARIN TECHNOLOGIES LTDLong12/3/20120.9615400023.422624
SUNPOWER GROUP LTD.Long12/3/20120.18520000021.933931
CAPITALAND MB EPW130702Short12/3/20120.04930000029.912080
CHINA SPORTS INTL LIMITEDShort12/3/20120.03851300024.114042
COSCO CORPORATION (S) LTDShort12/3/20120.8751568100022.132227
EZRA HOLDINGS LIMITEDShort12/3/20121.055221700022.52528
GENTING SIN MBL ECW130603Short12/3/20120.031170000035.784151
SEMBCORP MARINE LTDShort12/3/20124.46996600037.452930
SEMBCORP MARINE MB EPW130103Short12/3/20120.0750000068.843169
SEMBCORP MARINE MBL ECW130603Short12/3/20120.05745100046.663648
STRATECH SYSTEMS LIMITEDShort12/3/20120.019853800021.321419

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