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, May 27, 2015

Scan 27 May 15

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ASCENDAS HOSPITALITY TRUSTLong5/27/20150.716136320026.711713
FORELAND FABRICTECH HLDS LTDLong5/27/20150.013498310041.24228
JAPFA LTD.Long5/27/20150.46137040036.782620
S I2I LIMITEDLong5/27/20150.00282000025.13522
CITY DEVELOPMENTS LIMITEDShort5/27/201510.35148380024.081929
OCBC BK MB ECW160601Short5/27/20150.07382000029.151486
SINGTEL MB ECW160603Short5/27/20150.05675000022.593541
SPH REITShort5/27/20151.055213780028.251617
SUNTEC REAL ESTATE INV TRUSTShort5/27/20151.8820300024.072227
WING TAI HLDGS LTDShort5/27/20151.945109510020.281618

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