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, December 17, 2014

Scan 17 Dec 14

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
DBS MB EPW150401Long12/17/20140.11830000027.664628
OCEAN SKY INTERNATIONAL LTDLong12/17/20140.10463200036.234230
SEMBCORP MARINE LTDLong12/17/20143.161147400051.263528
CHINA MERCHANTS HLDGS(PACIFIC)Short12/17/20140.9643200024.762021
DBS MB ECW150106Short12/17/20140.093156200020.633063
FIRST REAL ESTATE INV TRUSTShort12/17/20141.23563600027.672022
HANKORE ENVIRONMENT TEC GRPLTDShort12/17/20140.99587400028.693031
HSI 26000 MB ECW150629Short12/17/20140.0444000027.934554
INNOVALUES LIMITEDShort12/17/20140.455217800026.382329
LIONGOLD CORP LTDShort12/17/20140.021225000021.762426
MDR LIMITEDShort12/17/20140.005290200026.92531
NEPTUNE ORIENT LINES LIMITEDShort12/17/20140.795621300029.142230
RAFFLES MEDICAL GROUP LTDShort12/17/20143.83119000025.731718
SEMBCORP MARINE MB EPW150519Short12/17/20140.09715000056.233556
TIANJIN ZHONG XIN PHARM GROUPShort12/17/20140.9179300023.082432
UOB MB ECW150102Short12/17/20140.04550000033.221768

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