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

Saturday, September 10, 2011

Scan 9 Sep 11

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ANNAIK LIMITEDLong9/9/20110.0817200062.57124
BROADWAY INDUSTRIAL GROUP LTDLong9/9/20110.3613700024.473432
DBXT MSCI PHILIPPINES ETF 10Long9/9/20111.31615000023.763933
ERATAT LIFESTYLE LIMITEDLong9/9/20110.14246500025.632927
GLOBAL TECH (HLDGS) LIMITEDLong9/9/20110.00451700024.437219
GREAT GROUP HOLDINGS LIMITEDLong9/9/20110.18919300022.795236
HOE LEONG CORPORATION LTD.Long9/9/20110.21402400046.272827
PACIFIC CENTURY REGIONAL DEVTSLong9/9/20110.177156300032.453329
SERIAL SYSTEM LTDLong9/9/20110.155161800020.582319
TREASURY CHINA TRUSTLong9/9/2011228500023.373532
EZION HOLDINGS LIMITEDShort9/9/20110.56250500023.622528
GLOBAL LOGISTIC PROP LIMITEDShort9/9/20111.745491500028.942122
SILVERLAKE AXIS LTDShort9/9/20110.3721300022.782427
SINGAPORE EXCHANGE LIMITEDShort9/9/20116.89195800022.82528
THAI BEVERAGE PUBLIC CO LTDShort9/9/20110.26393700023.751519

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