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, May 10, 2011

Scan 10 May 11

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ACHIEVA LIMITEDLong5/10/20110.075840300026.455024
BUND CENTER INVESTMENT LTDLong5/10/20110.21181200021.792523
FRASER AND NEAVE LIMITEDLong5/10/20116.28146900021.962319
FUXING CHINA GROUP LIMITEDLong5/10/20110.1696400024.932917
GALLANT VENTURE LTD.Long5/10/20110.4451897900020.832624
MACQUARIE INT'L INFRA FUND LTDLong5/10/20110.59318600024.842522
SKY CHINA PETROLEUM SVCS LTD.Long5/10/20110.2171900020.092924
STI ETFLong5/10/20113.2312800021.893126
STX OSV HOLDINGS LIMITEDLong5/10/20111.182356500023.593024
THAI BEVERAGE PUBLIC CO LTDLong5/10/20110.285692800047.311914
TRANSCU GROUP LIMITEDLong5/10/20110.061384000026.121210
UPP HOLDINGS LIMITEDLong5/10/20110.1551633200024.824220
CHINA INTERNATIONAL HLDGS LTDShort5/10/20110.05510200020.373760
CHINA NEW TOWN DEVT CO LIMITEDShort5/10/20110.09524600023.351418
DBS SINGAPORE STI ETFShort5/10/20113.1913570020.773334
HO BEE INVESTMENT LIMITEDShort5/10/20111.4422300026.732024
KOH BROTHERS GROUP LIMITEDShort5/10/20110.20510400021.122831
LI HENG CHEM FIBRE TECH LTDShort5/10/20110.165131000020.141520
QAF LTDShort5/10/20110.61527100029.643436
SABANA SHARI'AH COMPLIANT REITShort5/10/20110.915176500027.311533
SWING MEDIA TECHNOLOGY GRP LTDShort5/10/20110.0323000030.922732

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