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 1, 2009

Scan 30 Nov 09

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ASTI HOLDINGS LIMITEDLong11/30/20090.08521800027.893532
LYXOR JAPAN (TOPIX) FUND 10Long11/30/20090.98326000039.575543
ANWELL TECHNOLOGIES LIMITEDShort11/30/20090.6118400030.342526
ASCENDAS INDIA TRUSTShort11/30/20090.895150600020.022629
CHINA ESSENCE GROUP LTD.Short11/30/20090.24578600026.592833
CHINA HONGXING SPORTS LIMITEDShort11/30/20090.1751114800021.991920
CHINA LIFESTYLE F&B GROUP LTDShort11/30/20090.1321100025.662029
EPURE INTERNATIONAL LTD.Short11/30/20090.59667000021.142226
HAW PAR CORP LTDShort11/30/20095.5911500033.132526
HONG LEONG FINANCE LIMITEDShort11/30/20092.68144400026.582338
KXD DIGITAL ENTERTAINMENT LTDShort11/30/20090.02250000029.972953
METRO HOLDINGS LIMITEDShort11/30/20090.71564800030.383034
SHANGHAI ASIA HOLDINGS LIMITEDShort11/30/20090.14223700041.572830
SING HOLDINGS LIMITEDShort11/30/20090.28564900022.872426
STI ETFShort11/30/20092.8167400027.62529

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