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, August 2, 2011

Scan 1 Aug 11

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
CHINA ESSENCE GROUP LTD.Long8/1/20110.3152400020.855433
CMZ HOLDINGS LTD.Long8/1/20110.15512500029.095634
HONGKONG LAND HOLDINGS LIMITEDLong8/1/20116.97394800024.542520
HOR KEW CORPORATION LIMITEDLong8/1/20110.0647100027.885629
LYXOR ETF MSCI ASIA APEX 50 10Long8/1/20114.5611778042.035927
OLAM INTERNATIONAL LIMITEDLong8/1/20112.691917400020.452321
RICKMERS MARITIMELong8/1/20110.4126500027.833833
TAT HONG HOLDINGS LTDLong8/1/20110.79518500035.042524
CHINA INTERNATIONAL HLDGS LTDShort8/1/20110.04631300025.543949
HG METAL MANUFACTURING LTDShort8/1/20110.098132500020.573039
JETS TECHNICS INTL HLDGS LTDShort8/1/20110.01215000020.714053
LANTROVISION (S) LTDShort8/1/20110.03253200032.743643
MARCO POLO MARINE LTD.Short8/1/20110.455600023.342830

No comments: